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Underpricing in Discriminatory and Uniform-Price Treasury Auctions
16 references·0 citing·34 second hop
Underpricing in Discriminatory and Uniform-Price Treasury Auctions (2003)Underpricing in Discriminatory and Unifor…Demand Reduction and Inefficiency in Multi-Unit Auctions (2014)Demand Reduction and Ineffici…Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market (2010)Mechanism Choice and Strategi…Auctioning divisible goods (2002)Auctioning divisible goodsThe Loser's Curse and Information Aggregation in Common Value Auctions (1997)The Loser's Curse and Informa…Fixed Income Markets and their Derivatives. (1997)Fixed Income Markets and thei…Discriminatory versus uniform treasury auctions: Evidence from when-issued transactions (1996)Discriminatory versus uniform…The Economics of Treasury Securities Markets (1993)The Economics of Treasury Sec…Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)Auctions of Divisible Goods: …An empirical study of the Mexican Treasury bill auction (1993)An empirical study of the Mex…Auctions with Resale Markets: An Exploratory Model of Treasury Bill Markets (1989)Auctions with Resale Markets:…The law of large numbers with a continuum of IID random variables (1985)The law of large numbers with…A Theory of Auctions and Competitive Bidding (1982)A Theory of Auctions and Comp…Rational Expectations, Information Acquisition, and Competitive Bidding (1981)Rational Expectations, Inform…Auctions of Shares (1979)Auctions of SharesA Program for Monetary Stability. (1961)A Program for Monetary Stabil…A Program for Monetary Stability (1961)A Program for Monetary Stabil…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Good News and Bad News: Representation Theorems and Applications (1981)Optimal Auction Design (1981)The Theory of Incentives: The Principal-Agent Model (2001)Field Experiments (2004)Supply Function Equilibria in Oligopoly under Uncertainty (1989)Microeconomic Systems as an Experimental Science (1991)Experimental analysis of the efficiency of uniform-price versus discriminatory auctions in the England and Wales electricity market (2001)Strategic Supply Function Competition with Private Information (2009)Discrete Bids and Empirical Inference in Divisible Good Auctions (2011)Auctions and Bidding (1986)Why new issues are underpriced (1986)Special Repo Rates (1996)Asset Pricing under Asymmetric Information (2001)Tradeable carbon permit auctions (2002)On the Impossibility of Informationally Efficient Markets (1980)A Theory of Preemptive Takeover Bidding (1988)Toeholds and Takeovers (1999)Equilibrium in Sealed High Bid Auctions (2000)Putting Auction Theory to Work: The Simultaneous Ascending Auction (2000)Ascending Auctions with Package Bidding (2002)An Efficient Ascending-Bid Auction for Multiple Objects (2004)Contractual Arrangements for Intertemporal Trade (1987)Optimal Capital Income Taxation with Incomplete Markets, Borrowing Constraints, and Constant Discounting (1995)Equality of opportunity and luck: Definitions and testable conditions, with an application to income in France (2009)Firm incentives to promote technological change in pollution control: Reply (1992)Expectations and the neutrality of money (1972)A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Identification of Standard Auction Models (2002)Strategic Analysis of Auctions (2021)Stabilizing Powers of Monetary Policy under Rational Expectations (1977)Good-bye financial repression, hello financial crash (1985)Central Bank Digital Currency and the Future of Monetary Policy (2017)
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References

  • 1982A Theory of Auctions and Competitive Bidding3,770 cited
  • 1961A Program for Monetary Stability1,164 cited
  • 1961A Program for Monetary Stability.850 cited
  • 2014Demand Reduction and Inefficiency in Multi-Unit Auctions800 cited
  • 1979Auctions of Shares733 cited
  • 1993Auctions of Divisible Goods: On the Rationale for the Treasury Experiment517 cited
  • 1981Rational Expectations, Information Acquisition, and Competitive Bidding500 cited
  • 1985The law of large numbers with a continuum of IID random variables494 cited
  • 2010Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market296 cited
  • 2002Auctioning divisible goods280 cited
  • 1997Fixed Income Markets and their Derivatives.259 cited
  • 1996Discriminatory versus uniform treasury auctions: Evidence from when-issued transactions212 cited
  • 1997The Loser's Curse and Information Aggregation in Common Value Auctions186 cited
  • 1989Auctions with Resale Markets: An Exploratory Model of Treasury Bill Markets173 cited
  • 1993The Economics of Treasury Securities Markets168 cited

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1993
An empirical study of the Mexican Treasury bill auction
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