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Underpricing in Discriminatory and Uniform-Price Treasury Auctions. (2003). Goldreich, David .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:4105.

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Cited: 7

Citations received by this document

Cites: 30

References cited by this document

Cocites: 30

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Coauthors: 0

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Citations received by this document

  1. Primary market demand for German government bonds. (2023). Shida, Jakob.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001109.

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  2. Demand functions in Polish Treasury auctions. (2009). Krawczyk, Michal.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:40:y:2009:i:4:p:31-49.

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  3. Discriminatory auctions with seller discretion: evidence from German treasury auctions. (2005). Rocholl, Jorg.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:3374.

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  4. ANOMALOUS BIDDING IN SHORT-TERM TREASURY BILL AUCTIONS. (2005). Fleming, Michael ; Keane, Frank ; Garbade, Kenneth D..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:28:y:2005:i:2:p:165-176.

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  5. Anomalous bidding in short-term Treasury bill auctions. (2004). Garbade, Kenneth ; Fleming, Michael ; Keane, Frank .
    In: Staff Reports.
    RePEc:fip:fednsr:184.

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  6. Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions. (2004). Nyborg, Kjell ; Keloharju, Matti ; Rydqvist, Kristian .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6v17p79w.

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  7. Affiliation in Multi-Unit Discriminatory Auctions. (). Anwar, Ahmed.
    In: ESE Discussion Papers.
    RePEc:edn:esedps:58.

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References

References cited by this document

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  2. No-Arbitrage Commodity Option Pricing with Market Manipulation. (2019). Campi, Luciano ; Callegaro, Giorgia ; Ren'e A"id, .
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  3. Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang.
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  4. Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions. (2016). Wu, Mark ; Rydqvist, Kristian .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:30:y:2016:i:c:p:78-102.

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  5. QE Auctions of Treasury Bonds. (2014). SONG, ZHAOGANG ; Zhu, Haoxiang.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-48.

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  6. Pre-Auction Inventory and Bidding Behavior—An Analysis of Canadian Treasury Auctions. (2014). Rydqvist, Kristian ; Wu, Mark .
    In: CEPR Discussion Papers.
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  7. The Demand for Treasury Securities at Auction. (2011). Houmes, Robert ; foley, maggie ; Cebula, Richard ; Bahamin, Payam .
    In: MPRA Paper.
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  8. Measuring the impact of information aggregation mechanisms: An experimental investigation. (2011). Bennouri, Moez ; Gimpel, Henner ; Robert, Jacques .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:78:y:2011:i:3:p:302-318.

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  9. Repo Auctions and the Market for Liquidity. (2009). Strebulaev, Ilya A ; Nyborg, Kjell G ; Bindseil, Ulrich.
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  10. Effects of Information Disclosure Under First- and Second-Price Auctions in a Supply Chain Setting. (2009). Vulcano, Gustavo ; Chen, Ying-Ju.
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    RePEc:inm:ormsom:v:11:y:2009:i:2:p:299-316.

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  11. The on-the-run liquidity phenomenon. (2009). Pasquariello, Paolo ; Vega, Clara .
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  12. An Experimental Analysis of Modifications to the Centralized Milk Quota Exchange System in Quebec. (2008). Tamini, Lota ; Messer, Kent ; Kaiser, Harry ; Simard, Virginie ; Doyon, Maurice.
    In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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  13. Multiagent System Simulations of Treasury Auctions. (2007). Mehlenbacher, Alan.
    In: Department Discussion Papers.
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  14. Strategic noise traders and liquidity pressure with a physically deliverable futures contract. (2006). Capuano, Christian.
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  16. Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations. (2005). Strebulaev, Ilya ; Nyborg, Kjell ; Bindseil, Ulrich .
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  18. Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze. (2005). Merrick, John Jr, ; Yadav, Pradeep K. ; Naik, Narayan Y..
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  20. Adjudications des valeurs du Trésor. (2004). Préget, Raphaële ; Preget, Raphaele.
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  22. Discriminatory vs Uniform Price Auction: Auction Revenue. (2004). Kim, Gyung-Rok ; Oh, Seonghwan ; Ryu, Keunkwan .
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  23. Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations. (2004). Strebulaev, Ilya ; Nyborg, Kjell ; Bindseil, Ulrich .
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  25. Underpricing in Discriminatory and Uniform-Price Treasury Auctions. (2003). Goldreich, David .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4105.

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  26. Collateral and short squeezing of liquidity in fixed rate tenders. (2001). Strebulaev, Ilya ; Nyborg, Kjell.
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  29. Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions. (1996). Nyborg, Kjell ; Suresh, Sundaresan.
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