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Kenneth A. Kavajecz · Study
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Author
Kenneth A. Kavajecz
16 works
· latest 2020
· 5 institutions
cluster: provisional
ORCID 0000-0002-5838-8189
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Citations
2,612
Works here
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Most cited in this library
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
2008 · 706 citations
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
2000 · 444 citations
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
2004 · 359 citations
A Specialist's Quoted Depth and the Limit Order Book
1999 · 253 citations
Trading strategies during circuit breakers and extreme market movements
2004 · 182 citations
Works
16 shown
Committees and Decision Making
SSRN Electronic Journal
·
2020
·
4 authors
·
preprint
·
Open access
2
citations
What Does Equity Sector Orderflow Tell Us About the Economy?
Review of Financial Studies
·
2011
·
3 authors
38
citations
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
Review of Financial Studies
·
2008
·
3 authors
·
Open access
706
citations
Price discovery in the treasury futures market
Journal of Futures Markets
·
2007
·
3 authors
·
Open access
68
citations
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
154
citations
Packaging Liquidity: Blind Auctions and Transaction Efficiencies
Journal of Financial and Quantitative Analysis
·
2005
·
2 authors
·
Open access
53
citations
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
The Journal of Finance
·
2004
·
2 authors
·
Open access
359
citations
Technical Analysis and Liquidity Provision
Review of Financial Studies
·
2004
·
2 authors
140
citations
Trading strategies during circuit breakers and extreme market movements
Journal of Financial Markets
·
2004
·
2 authors
182
citations
Technical Analysis and Liquidity Provision
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
34
citations
An Examination of Changes in Specialists’ Posted Price Schedules
Review of Financial Studies
·
2001
·
2 authors
60
citations
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
Journal of Financial Economics
·
2000
·
2 authors
·
Open access
444
citations
A Specialist's Quoted Depth and the Limit Order Book
The Journal of Finance
·
1999
·
1 author
253
citations
A Specialist's Quoted Depth as a Strategic Choice Variable
SSRN Electronic Journal
·
1996
·
1 author
·
preprint
·
Open access
31
citations
Rationality of Preliminary Money Stock Estimates
The Review of Economics and Statistics
·
1995
·
2 authors
32
citations
A Historical Perspective on the Federal Reserve's Monetary Aggregates: Definition, Construction and Targeting
·
1994
·
2 authors
56
citations