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Bid Shading and Bidder Surplus in the US Treasury Auction System
12 references·3 citing·36 second hop
Bid Shading and Bidder Surplus in the US Treasury Auction System (2018)Bid Shading and Bidder Surplus in the US …Demand Reduction and Inefficiency in Multi-Unit Auctions (2014)Demand Reduction and Ineffici…The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds (2013)The 2007 Subprime Market Cris…Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions (2012)Valuing Dealers' Informationa…Discrete Bids and Empirical Inference in Divisible Good Auctions (2011)Discrete Bids and Empirical I…Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market (2010)Mechanism Choice and Strategi…Optimal Nonparametric Estimation of First-price Auctions (2000)Optimal Nonparametric Estimat…Structural Analysis of Auction Data (1996)Structural Analysis of Auctio…Special Repo Rates (1996)Special Repo RatesTreasury Auction Bids and the Salomon Squeeze (1993)Treasury Auction Bids and the…Supply Function Equilibria in Oligopoly under Uncertainty (1989)Supply Function Equilibria in…Auctions of Shares (1979)Auctions of SharesCOUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)COUNTERSPECULATION, AUCTIONS,…Quantitative easing auctions of Treasury bonds (2018)Quantitative easing auctions …Empirical Work on Auctions of Multiple Objects (2018)Empirical Work on Auctions of…Strategy-proofness in the Large (2017)Strategy-proofness in the Lar…Optimal Auction Design (1981)A Theory of Auctions and Competitive Bidding (1982)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)Competitive bidding and proprietary information (1983)Structural Estimation of the Affiliated Private Value Auction Model (2002)Chapter 64 Structural Econometric Modeling: Rationales and Examples from Industrial Organization (2007)Performance responses to competition across skill levels in rank‐order tournaments: field evidence and implications for tournament design (2016)The Use of Knowledge in Society (1996)ON THE POSSIBILITY OF INFORMATIONALLY EFFICIENT MARKETS (2014)Share auctions of initial public offerings: Global evidence (2014)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Dynamic Asset Pricing Theory. (1993)A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)Sizing Up Repo (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)Two-Person Cooperative Games (1953)Price and Quantity Competition in a Differentiated Duopoly (1984)Measuring Duopoly Power in the British Electricity Spot Market (1999)Pass-Through as an Economic Tool: Principles of Incidence under Imperfect Competition (2013)A theory of incentives in procurement and regulation (1994)Deciding Between Competition and Collusion (2003)Inference with an Incomplete Model of English Auctions (2003)Econometric Tools for Analyzing Market Outcomes (2007)Simulation and the Asymptotics of Optimization Estimators (1989)Auctions Versus Negotiations (1996)Chapter 60 Nonparametric Approaches to Auctions (2007)Measuring the Efficiency of an FCC Spectrum Auction (2013)Complementary Bidding Mechanisms and Startup Costs in Electricity Markets (2014)Firm incentives to promote technological change in pollution control: Reply (1992)Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)A Course in Game Theory (1994)Identification of Standard Auction Models (2002)Strategic Analysis of Auctions (2021)
this work references cited by second hop

References

  • 1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS7,719 cited
  • 1989Supply Function Equilibria in Oligopoly under Uncertainty1,384 cited
  • 2014Demand Reduction and Inefficiency in Multi-Unit Auctions800 cited
  • 1979Auctions of Shares733 cited
  • 2000Optimal Nonparametric Estimation of First-price Auctions710 cited
  • 1996Special Repo Rates461 cited
  • 2010Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market296 cited
  • 2011Discrete Bids and Empirical Inference in Divisible Good Auctions187 cited
  • 1996Structural Analysis of Auction Data148 cited
  • 2012Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions119 cited
  • 1993Treasury Auction Bids and the Salomon Squeeze110 cited
  • 2013The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds82 cited

Cited by

  • 2017Strategy-proofness in the Large65 cited
  • 2018Quantitative easing auctions of Treasury bonds57 cited
  • 2018Empirical Work on Auctions of Multiple Objects39 cited

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