Nothing Special   »   [go: up one dir, main page]
create a website
ISRAELI TREASURY AUCTION REFORM. (2018). Wiener, Zvi ; Stein, Roy ; Sade, Orly.
In: Israel Economic Review.
RePEc:boi:isrerv:v:16:y:2018:i:1:p:41-61.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 19

References cited by this document

Cocites: 64

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

References

References cited by this document

  1. Albanesi, S., and B. Rindi (2000), "The Quality of the Italian Treasury Bond Market, Asymmetric Information and Transaction Costs," Annales d'Economie et de Statistique, 60: 1–19.

  2. Amihud, Y., and H. Mendelson (1980), "Dealership Market: Market-Making with Inventory," Journal of Financial Economics, 8(1): 31–53.

  3. Amihud, Y., and H. Mendelson (1986), "Asset Pricing and the Bid-Ask Spread," Journal of Financial Economics, 17(2): 223–249.

  4. Amihud, Y., and H. Mendelson (1991), "Liquidity, Maturity, and the Yields on US Treasury Securities," The Journal of Finance, 46(4): 1411–1425.

  5. Bagwell, L. S. (1992), "Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity," The Journal of Finance, 47(1): 71–105.

  6. Brenner, M., D. Galai, and O. Sade (2009), "Sovereign Debt Auctions: Uniform or Discriminatory?", Journal of Monetary Economics, 56(2): 267–274.

  7. Demsetz, H. (1968), "The Cost of Transacting," Quarterly Journal of Economics, 82(1): 1–20.

  8. Eldor, R., S. Hauser, B. Pilo, and I. Shurki (2006), "The Contribution of Market Makers to Liquidity and Efficiency of Options Trading in Electronic Markets," Journal of Banking & Finance, 30: 2025–2040.

  9. Fung, W. K. H. and A. Rudd (1986), "Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects," Journal of Finance, 41(3): 633–643.

  10. Gamrasni, I. (2011), "The Effect of the 2006 Market Maker Reform on the Liquidity of Local-Currency Unindexed Israeli Government Bonds in the Secondary Market," Discussion Paper Series 2011.09, Bank of Israel Research Department.

  11. ISRAELI TREASURY AUCTION REFORM 63 Spindt, P. A. and R. W. Stolz (1989), "Underpricing of Seasoned Issues: The Case of U.S. Treasury Bills," Federal Reserve Board, Washington, Finance and Economics Discussion Series.
    Paper not yet in RePEc: Add citation now

  12. Kalay, A., O. Sade, and A. Wohl (2004), "Measuring Stock Illiquidity: An Investigation of the Demand and Supply Schedules at the TASE," Journal of Financial Economics, 74(3): 461–486.

  13. Kandel, S., O. Sarig, and A. Wohl (1999), "The Demand for Stocks: An Analysis of IPO Auctions," Review of Financial Studies, 12(2): 227–247.

  14. Liaw G., Y. Liu and K. C. J. Wei (2001), "On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions," International Review of Finance, 2(3): 151–178.

  15. Montalvo, J. G. (2003), "Liquidity and Market Makers: A Pseudo-Experimental Analysis with Ultrahigh Frequency Data," The European Journal of Finance, 9: 358–378.

  16. Nimalendran, M. and G. Petrella (2003), "Do 'Thinly-Traded' Stocks Benefit from Specialist Intervention?", Journal of Banking & Finance, 27(9): 1823–1854.

  17. Silber, W. (1984), "Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets," The Journal of Finance, 39(4): 937–953.

  18. Venkataraman K. and A. Waisburd (2007), "The Value of the Designated Market Maker," Journal of Financial and Quantitative Analysis, Cambridge University Press, 42(03): 735–758.

  19. Wasserfallen, W. and D. Wydler (1988), "Underpricing of Newly Issued Bonds: Evidence from the Swiss Capital Market," Journal of Finance, 43(5): 1177–1191.

Cocites

Documents in RePEc which have cited the same bibliography

  1. ISRAELI TREASURY AUCTION REFORM. (2018). Wiener, Zvi ; Stein, Roy ; Sade, Orly.
    In: Israel Economic Review.
    RePEc:boi:isrerv:v:16:y:2018:i:1:p:41-61.

    Full description at Econpapers || Download paper

  2. The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

    Full description at Econpapers || Download paper

  3. Informed trading in parallel bond markets. (2015). Paiardini, Paola.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:26:y:2015:i:c:p:103-121.

    Full description at Econpapers || Download paper

  4. The Equity-like Behaviour of Sovereign Bonds. (2014). Dufour, Alfonso ; Stancu, Andrei ; Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-16.

    Full description at Econpapers || Download paper

  5. The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W..
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000044.

    Full description at Econpapers || Download paper

  6. Market run-ups, market freezes, inventories, and leverage. (2012). Bond, Philip ; Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:12-8.

    Full description at Econpapers || Download paper

  7. Market Liquidity Behaviour in Futures Markets: Empirical Evidence. (2012). Abid, Fathi ; TRABELSI, Lotfi .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2012:p:192-206.

    Full description at Econpapers || Download paper

  8. Foreign ownership in Vietnam stock markets - an empirical analysis. (2011). Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:29863.

    Full description at Econpapers || Download paper

  9. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. (2011). Vo, Xuan Vinh ; Batten, Jonathan.
    In: MPRA Paper.
    RePEc:pra:mprapa:29862.

    Full description at Econpapers || Download paper

  10. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis. (2011). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris.
    In: Working Papers.
    RePEc:gla:glaewp:2011_22.

    Full description at Econpapers || Download paper

  11. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1139.

    Full description at Econpapers || Download paper

  12. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3525.

    Full description at Econpapers || Download paper

  13. Direct or Indirect Cash Flow Statements?. (2011). Bradbury, Michael .
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:21:y:2011:i:2:p:124-130.

    Full description at Econpapers || Download paper

  14. Price pressures. (2010). Menkveld, Albert ; Hendershott, Terrence.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201014.

    Full description at Econpapers || Download paper

  15. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:22:y:2009:i:11:p:4601-4641.

    Full description at Econpapers || Download paper

  16. Noise-trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2009). Ulibarri, Carlos ; Anselmo, Peter C. ; Hovespian, Karen ; Tolk, Jacob ; Florescu, Ionut.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:268-279.

    Full description at Econpapers || Download paper

  17. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
    In: Post-Print.
    RePEc:hal:journl:hal-00515873.

    Full description at Econpapers || Download paper

  18. VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues.. (2008). Erzegovesi, Luca.
    In: Alea Tech Reports.
    RePEc:trt:aleatr:014.

    Full description at Econpapers || Download paper

  19. Noise trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2008). Ulibarri, Carlos ; Florescu, Ionut ; Anselmo, Peter ; Hovsepian, Karen ; Tolk, Jacob .
    In: MPRA Paper.
    RePEc:pra:mprapa:14814.

    Full description at Econpapers || Download paper

  20. Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market. (2008). Coluzzi, Chiara ; Ginebri, Sergio ; Turco, Manuel.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp08044.

    Full description at Econpapers || Download paper

  21. Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds. (2008). Tse, Yiuman ; Datar, Vinay ; So, Raymond .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:31:y:2008:i:4:p:379-393.

    Full description at Econpapers || Download paper

  22. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:97.

    Full description at Econpapers || Download paper

  23. A functional approach to the price impact of stock trades and the implied true price. (2008). Ting, Christopher ; Huang, Roger D..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:1-16.

    Full description at Econpapers || Download paper

  24. How do treasury dealers manage their positions?. (2007). Rosenberg, Joshua ; Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:299.

    Full description at Econpapers || Download paper

  25. Informative trading or just costly noise? An analysis of Central Bank interventions. (2007). Pasquariello, Paolo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:2:p:107-143.

    Full description at Econpapers || Download paper

  26. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6530.

    Full description at Econpapers || Download paper

  27. Price Formation and Liquidity Provision in Short-Term Fixed Income Markets. (2007). Lo, Ingrid ; D'Souza, Chris ; Sapp, Stephen .
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-27.

    Full description at Econpapers || Download paper

  28. An empirical analysis of specialist trading behavior at the New York Stock Exchange. (2006). Benediktsdottir, Sigridur .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:876.

    Full description at Econpapers || Download paper

  29. Market-wide liquidity co-movements, volatility regimes and market cap sizes. (2006). PETITJEAN, Mikael ; Giot, Pierre.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2006102.

    Full description at Econpapers || Download paper

  30. Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks. (2005). Li, Mingsheng ; Zhao, Xin ; McCormick, Timothy.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:4:p:533-555.

    Full description at Econpapers || Download paper

  31. Does Anonymity Matter in Electronic Limit Order Markets?. (2004). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:3.

    Full description at Econpapers || Download paper

  32. Liquidity and exchanges, or contracting with the producers. (2004). Leitner, Yaron.
    In: Business Review.
    RePEc:fip:fedpbr:y:2004:i:q1:p:16-22.

    Full description at Econpapers || Download paper

  33. Return reversals in the bond market: Evidence and causes. (2004). Khang, Kenneth ; King, Tao-Hsien Dolly .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:569-593.

    Full description at Econpapers || Download paper

  34. Liquidity provision in the overnight foreign exchange market. (2004). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal ; Haakon O. Aa. Solheim, .
    In: Working Paper.
    RePEc:bno:worpap:2004_13.

    Full description at Econpapers || Download paper

  35. Variation in ex day dividend pricing: Myth or reality?. (2003). Bali, Rakesh.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:27:y:2003:i:2:p:190-210.

    Full description at Econpapers || Download paper

  36. Does anonymity matter in electronic limit order markets ?. (2003). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry ; Thierry, FOUCAULT ; Erik, THEISSEN ; Sophie, MOINAS.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0784.

    Full description at Econpapers || Download paper

  37. Does Anonymity Matter in Electronic Limit Order Markets?. (2003). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4091.

    Full description at Econpapers || Download paper

  38. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: Working Paper.
    RePEc:bno:worpap:2003_10.

    Full description at Econpapers || Download paper

  39. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:58:y:2003:i:5:p:1791-1820.

    Full description at Econpapers || Download paper

  40. Market Efficiency and Price Formation When Dealers are Asymmetrically Informed. (2002). Lovo, S M ; Calcagno, R.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:30951a58-24f2-43f0-9e35-e9a245a51216.

    Full description at Econpapers || Download paper

  41. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:2:p:222-237.

    Full description at Econpapers || Download paper

  42. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

    Full description at Econpapers || Download paper

  43. Positivity of bid-ask spreads and symmetrical monotone risk aversion *. (2002). Chateauneuf, Alain ; Abouda, Moez .
    In: Theory and Decision.
    RePEc:kap:theord:v:52:y:2002:i:2:p:149-170.

    Full description at Econpapers || Download paper

  44. Market-making, inventories and martingale pricing. (2002). ROGER, Patrick ; At, Christian ; Flochel, Laurent .
    In: Post-Print.
    RePEc:hal:journl:halshs-00178162.

    Full description at Econpapers || Download paper

  45. Stop-loss orders and price cascades in currency markets. (2002). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:150.

    Full description at Econpapers || Download paper

  46. Directly measuring early exercise premiums using American and European S&P 500 index options. (2002). Dueker, Michael ; Thomas W. Miller, Jr., .
    In: Working Papers.
    RePEc:fip:fedlwp:2002-016.

    Full description at Econpapers || Download paper

  47. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange. (2002). Hamao, Yasushi ; Ahn, Hee-Joon ; Cai, Jun ; Ho, Richard Y. K., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:4:p:399-430.

    Full description at Econpapers || Download paper

  48. Market-makers supply and pricing of financial market liquidity. (2002). Shen, Pu ; Starr, Ross M..
    In: Economics Letters.
    RePEc:eee:ecolet:v:76:y:2002:i:1:p:53-58.

    Full description at Econpapers || Download paper

  49. Market efficiency and Price Formation when Dealers are Asymmetrically Informed. (2001). Calcagno, Riccardo ; Lovo, Stefano M..
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0737.

    Full description at Econpapers || Download paper

  50. Market Illiquidity and the Bid-Ask Spread of Derivatives. (2000). Amaro de Matos, João ; Antao, Paula.
    In: FEUNL Working Paper Series.
    RePEc:unl:unlfep:wp386.

    Full description at Econpapers || Download paper

  51. Do Market Makers Suffer from Splitting Headaches?. (2000). Huang, Roger ; Weingartner, H..
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:17:y:2000:i:2:p:105-126.

    Full description at Econpapers || Download paper

  52. The components of bid-ask spreads on the London Stock Exchange. (2000). Paudyal, Krishna ; Menyah, Kojo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:11:p:1767-1785.

    Full description at Econpapers || Download paper

  53. Market Makers Supply and Pricing of Financial Market Liquidity. (2000). Shen, Pu ; Starr, Ross M..
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt69f9h5bz.

    Full description at Econpapers || Download paper

  54. Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7331.

    Full description at Econpapers || Download paper

  55. Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking. (1997). Angbazo, Lazarus.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:1:p:55-87.

    Full description at Econpapers || Download paper

  56. High frequency data in financial markets: Issues and applications. (1997). Goodhart, Charles A. E., ; O'Hara, Maureen .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114.

    Full description at Econpapers || Download paper

  57. Limit orders and ex-dividend day return distributions. (1997). Dubofsky, David.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:1:p:47-65.

    Full description at Econpapers || Download paper

  58. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9633.

    Full description at Econpapers || Download paper

  59. Equity Trading Practices and Market Structure: Assessing Asset Managers Demand for Immediacy. (1995). Economides, Nicholas ; Schwartz, Robert A..
    In: Financial Networks.
    RePEc:wop:ennefn:9508.

    Full description at Econpapers || Download paper

  60. Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4984.

    Full description at Econpapers || Download paper

  61. Seasonalities and intraday return patterns in the foreign currency futures market. (1995). Szakmary, Andrew C. ; Schwarz, Thomas V. ; Cornett, Marcia Millon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:5:p:843-869.

    Full description at Econpapers || Download paper

  62. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Werner, Ingrid M. ; Reiss, Peter C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4727.

    Full description at Econpapers || Download paper

  63. Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4471.

    Full description at Econpapers || Download paper

  64. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-01 00:38:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.