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Taking orders and taking notes: dealer information sharing in financial markets. (2016). Veldkamp, Laura ; Lucca, David ; Boyarchenko, Nina.
In: Staff Reports.
RePEc:fip:fednsr:726.

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  1. Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions. (2020). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:96-120.

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  2. Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688.

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  3. Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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  4. Bid Shading and Bidder Surplus in the U.S. Treasury Auction System. (2017). Kastl, Jakub ; Zhang, Allen ; Hortasu, Ali.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24024.

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  5. Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172056.

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References

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Cocites

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  2. Italian Government debt liquidity, is it of value?. (2014). Maggi, Bernardo ; delle Chiaie, Simona.
    In: DSS Empirical Economics and Econometrics Working Papers Series.
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  3. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
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  4. The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). .
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  5. Put-Call Parity and Market Frictions. (2012). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
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  6. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
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  7. Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara.
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  8. The determinants of sovereign credit spread changes in the Euro-zone. (2012). Nunes, Joo Pedro ; Oliveira, Lus ; Curto, Jos Dias .
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  9. Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong.
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  10. Who makes on-the-run Treasuries special?. (2011). Graveline, Jeremy J. ; McBrady, Matthew R..
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  12. Was kosten Eurobonds?. (2011). Sinn, Hans-Werner ; Carstensen, Kai ; Berg, Tim.
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