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Rational bidding theory and US Treasury Bill auctions

Lumpkin, Stephen A. - 1984

Persistent link: https://www.econbiz.de/10000702872

Discriminatory versus uniform treasury auctions : evidence from when-issued transactions

Nyborg, Kjell G.; Sundaresan, Suresh M. - 1995

Persistent link: https://www.econbiz.de/10000979555

The treasury's experiment with single-price auctions in the mid-1970s : winner's or taxpayer's curse?

Simon, David P. - In: The review of economics and statistics 76 (1994) 4, pp. 754-760

Persistent link: https://www.econbiz.de/10001332880

Markups, quantity risk, and bidding strategies at Treasury coupon auctions

Simon, David P. - In: Journal of financial economics 35 (1994) 1, pp. 43-62

Persistent link: https://www.econbiz.de/10001156866

Discriminatory versus uniform Treasury auctions : evidence from when-issued transactions

Nyborg, Kjell G.; Sundaresan, Suresh M. - In: Journal of financial economics 42 (1996) 1, pp. 63-104

Persistent link: https://www.econbiz.de/10001205757

Informational Advantage in US Treasury Auctions

Tchuindjo, Leonard - 2019

We extend Wilson (1979) share auction framework to model the uniform-price US Treasury auction as a two-stage multiple … its bidding behavior in handling the risk of being short-squeezed or face the winner curse in the post-auction market …

Persistent link: https://www.econbiz.de/10012893365

US Treasury auction yields during boom, bust, and quantitative easing : role for Fed and foreign purchasers

Mann, Catherine L.; Klachkin, Oren - 2012 - Rev.

Persistent link: https://www.econbiz.de/10009782946

Anticipated and repeated shocks in liquid markets

Lou, Dong; Yan, Hongjun; Zhang, Jinfan - In: The review of financial studies 26 (2013) 8, pp. 1890-1912

Persistent link: https://www.econbiz.de/10010207301

A US Treasury auction simulation

Lipton, Amy F. - In: Advances in financial education : journal of the … 9 (2011) 1/2, pp. 52-61

Persistent link: https://www.econbiz.de/10009613470

The absorption effect of US Treasury auctions

Kopchak, Seth J. - In: Review of quantitative finance and accounting 43 (2014) 1, pp. 21-44

Persistent link: https://www.econbiz.de/10010433461