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

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References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
1983Information Effects on the Bid-Ask Spread1,875 cited
1989Auctions and Bidding: A Primer851 cited
1983The money market149 cited
1991Evidence on Bidding Strategies and the Information in Treasury Bill Auctions146 cited

Cited by

1999Hedging Winner's Curse with Multiple Bids: Evidence from the Portuguese Treasury Bill Auction54 cited
2024How do Treasury dealers manage their positions?50 cited
2007How do Treasury Dealers Manage their Positions?41 cited
2014Price effects of sovereign debt auctions in the euro-zone: The role of the crisis40 cited
2007The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds37 cited
2004The Effect of Transaction Size on Off-the-Run Treasury Prices36 cited
2005The Treasury Auction Process: Objectives, Structure, and Recent Adaptations35 cited
2003Banks' Participation in the Eurosystem Auctions and Money Market Integration32 cited
2009Declining valuations and equilibrium bidding in central bank refinancing operations28 cited

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