Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Are US treasury bills underpriced in the primary market?

11 references·6 citing·44 second hop

FromToDepth

this work references cited by second hop

References

1982A Theory of Auctions and Competitive Bidding3,770 cited
1989How investment bankers determine the offer price and allocation of new issues1,815 cited
1989Signalling by underpricing in the IPO market1,454 cited
1975Price performance of common stock new issues1,341 cited
1986Investment banking and the capital acquisition process979 cited
1976Market microstructure555 cited
1989Signaling by Underpricing in the IPO Market439 cited
1989Auctions with Resale Markets: An Exploratory Model of Treasury Bill Markets173 cited
1986The Microstructure of Securities Markets.162 cited
1988The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability114 cited
1986Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects71 cited

Cited by

1998Uniform-Price Auctions: Evaluation of the Treasury Experience58 cited
2007How do Treasury Dealers Manage their Positions?41 cited
2007The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds37 cited
2003Underpricing in Discriminatory and Uniform-Price Treasury Auctions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

35 cited

1996Primary versus Secondary Pricing of High-Yield Bonds28 cited

2017Bid-to-cover and yield changes around public debt auctions in the euro area27 cited