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Kavajecz, Kenneth A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,176 |
Total
Citations
313 |
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1.
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Odders-White, Elizabeth R.
University of Wisconsin - Madison - Department of Finance, Investment and Banking Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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951
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24
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2.
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What Does Equity Sector Orderflow Tell Us about the Economy?
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Versions (4)
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking Brandt, Michael W.
Duke University - Fuqua School of Business
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Posted:
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21 Jun 08
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Last Revised:
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22 Nov 10
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879
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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23 Mar 09
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Last Revised:
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05 Nov 10
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343
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking Brandt, Michael W.
Duke University - Fuqua School of Business
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105
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6
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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412
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6
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orderflow, macroeconomy, sector rotation, style investing, asset allocation
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3.
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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
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Versions (3)
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Posted:
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17 Mar 06
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Last Revised:
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29 Jul 10
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450
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60
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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0
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G10, G12
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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60
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Beber, Alessandro
Centre for Economic Policy Research (CEPR) Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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419
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60
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flight-to-quality, flight-to-liquidity, net order flow
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4.
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Goldstein, Michael A.
Babson College - Finance Division Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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436
(30,857)
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16
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5.
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On the Formation and Structure of International Exchanges
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Versions (2)
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Export Bibliographic Info |
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Clayton, Matthew J.
University of Virginia (UVA) - McIntire School of Commerce Jorgensen, Bjorn N.
University of Colorado at Boulder Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Posted:
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16 Nov 99
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Last Revised:
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11 Nov 08
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402
(34,266)
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13
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Clayton, Matthew J.
University of Virginia (UVA) - McIntire School of Commerce Jorgensen, Bjorn N.
University of Colorado at Boulder Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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31
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13
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Clayton, Matthew J.
University of Virginia (UVA) - McIntire School of Commerce Jorgensen, Bjorn N.
University of Colorado at Boulder Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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371
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6.
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Keim, Donald B.
University of Pennsylvania - Wharton School Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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298
(49,158)
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7
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7.
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Brandt, Michael W.
Duke University - Fuqua School of Business Underwood, Shane
University of Alabama Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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256
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25
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price discovery, futures, order flow
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8.
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Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
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Versions (2)
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Export Bibliographic Info |
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Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Posted:
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02 Dec 02
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Last Revised:
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31 Oct 10
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236
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88
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Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Brandt, Michael W.
Duke University - Fuqua School of Business Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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204
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9.
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Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Goldstein, Michael A.
Babson College - Finance Division Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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Posted:
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02 Jul 98
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Last Revised:
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09 Apr 07
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178
(84,598)
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73
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Goldstein, Michael A.
Babson College - Finance Division Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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0
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Tick size, Limit Orders, Depth, Liquidity Provision
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Goldstein, Michael A.
Babson College - Finance Division Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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178
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73
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Tick size, Limit Orders, Depth, Liquidity Provision
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10.
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Jorgensen, Bjorn N.
University of Colorado at Boulder Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking Swisher, Scott N.
University of Wisconsin - Madison
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90
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1
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exchanges, exchange openings, closures and mergers, regulation
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11.
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Odders-White, Elizabeth R.
University of Wisconsin - Madison - Department of Finance, Investment and Banking Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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12.
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Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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13.
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Kavajecz, Kenneth A.
University of Wisconsin, Madison - Department of Finance, Investment and Banking
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