Kenneth A. Kavajecz

Phoenix Rising Advisory

519 NORTH PINCKNEY STREET

MADISON, WI 53703

United States

http://www.pr-advisory.com

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 9,256

SSRN RANKINGS

Top 9,256

in Total Papers Downloads

5,400

SSRN CITATIONS
Rank 2,636

SSRN RANKINGS

Top 2,636

in Total Papers Citations

195

CROSSREF CITATIONS

252

Scholarly Papers (15)

1.

Technical Analysis and Liquidity Provision

Rodney L. White Center for Financial Research Working Paper No. 11-02
Number of pages: 48 Posted: 25 Jul 2002
Elizabeth R. Odders-White and Kenneth A. Kavajecz
University of Wisconsin - Madison - Department of Finance, Investment and Banking and Phoenix Rising Advisory
Downloads 1,126 (19,951)
Citation 15

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What Does Equity Sector Orderflow Tell Us About the Economy?

Number of pages: 44 Posted: 21 Jun 2008
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 573 (50,421)
Citation 1

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orderflow, macroeconomy, sector rotation, style investing, asset allocation

What Does Equity Sector Orderflow Tell Us About the Economy?

AFA 2010 Atlanta Meetings Paper
Number of pages: 61 Posted: 23 Mar 2009 Last Revised: 05 Nov 2010
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 387 (81,759)
Citation 7

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What Does Equity Sector Orderflow Tell Us about the Economy?

EFA 2009 Bergen Meetings Paper
Number of pages: 51 Posted: 17 Feb 2009
Alessandro Beber, Kenneth A. Kavajecz and Michael W. Brandt
Cass Business School, Phoenix Rising Advisory and Duke University - Fuqua School of Business
Downloads 120 (253,147)
Citation 2

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What Does Equity Sector Orderflow Tell Us About the Economy?

NBER Working Paper No. w16534
Number of pages: 62 Posted: 22 Nov 2010
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 40 (467,512)

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3.

Liquidity Provision During Circuit Breakers and Extreme Market Movements

AFA 2001 New Orleans; Rodney L. White Ctr for Financial Research Working Paper No. 01-00
Number of pages: 49 Posted: 07 Mar 2000
Michael A. Goldstein and Kenneth A. Kavajecz
Babson College - Finance Division and Phoenix Rising Advisory
Downloads 637 (44,498)
Citation 17

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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

Number of pages: 37 Posted: 17 Mar 2006
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 476 (63,822)
Citation 60

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flight-to-quality, flight-to-liquidity, net order flow

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

NBER Working Paper No. w12376
Number of pages: 38 Posted: 26 Jul 2006 Last Revised: 28 Sep 2006
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 46 (441,727)
Citation 7

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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

The Review of Financial Studies, Vol. 22, Issue 3, pp. 925-957, 2009
Posted: 17 Mar 2009
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory

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G10, G12

On the Formation and Structure of International Exchanges

AFA 2001 New Orleans; NYU Ctr for Law and Business Research Paper No. 00-08; RLW Center Working Paper No. 22-99
Number of pages: 33 Posted: 16 Nov 1999
Matthew J. Clayton, Bjorn Jorgensen and Kenneth A. Kavajecz
University of Virginia - McIntire School of Commerce, London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Phoenix Rising Advisory
Downloads 404 (77,766)
Citation 16

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On the Formation and Structure of International Exchanges

NYU Working Paper No. FIN-99-057
Number of pages: 35 Posted: 11 Nov 2008
Matthew J. Clayton, Bjorn Jorgensen and Kenneth A. Kavajecz
University of Virginia - McIntire School of Commerce, London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Phoenix Rising Advisory
Downloads 49 (429,756)

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6.

Price Discovery in the Treasury Futures Market

Number of pages: 36 Posted: 19 Nov 2006
Michael W. Brandt, Shane Underwood and Kenneth A. Kavajecz
Duke University - Fuqua School of Business, Baylor University and Phoenix Rising Advisory
Downloads 335 (97,295)
Citation 12

Abstract:

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price discovery, futures, order flow

7.

Packaging Liquidity: Blind Auctions and Transaction Cost Efficiencies

Rodney L. White Center Finance Working Paper
Number of pages: 43 Posted: 16 Aug 2002
Donald B. Keim and Kenneth A. Kavajecz
University of Pennsylvania - Wharton School and Phoenix Rising Advisory
Downloads 328 (99,618)
Citation 9

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Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

Rodney L. White Center for Financial Research Working Paper No. 14-02
Number of pages: 38 Posted: 02 Dec 2002
Michael W. Brandt and Kenneth A. Kavajecz
Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 219 (151,036)
Citation 2

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Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

NBER Working Paper No. w9529
Number of pages: 39 Posted: 03 Mar 2003 Last Revised: 31 Oct 2010
Michael W. Brandt and Kenneth A. Kavajecz
Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 49 (429,756)
Citation 5

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Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse

Rodney L. White Center Working Paper No. 14-98
Number of pages: 32 Posted: 02 Jul 1998
Michael A. Goldstein and Kenneth A. Kavajecz
Babson College - Finance Division and Phoenix Rising Advisory
Downloads 246 (134,639)
Citation 12

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Tick size, Limit Orders, Depth, Liquidity Provision

Eighths, Sixteenths, and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE

Journal of Financial Economics, Vol. 56, No. 1, pp. 125-149, April 2000
Posted: 09 Apr 2007
Michael A. Goldstein and Kenneth A. Kavajecz
Babson College - Finance Division and Phoenix Rising Advisory

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Tick size, Limit Orders, Depth, Liquidity Provision

10.

The Historical Dynamics of Financial Exchanges

Number of pages: 47 Posted: 05 Sep 2011 Last Revised: 07 Feb 2019
Bjorn Jorgensen, Kenneth A. Kavajecz and Scott N. Swisher
London School of Economics & Political Science (LSE) - Department of Accounting and Finance, Phoenix Rising Advisory and Cambridge University - Faculty of Economics
Downloads 207 (159,641)
Citation 1

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Financial exchanges, entry, exit, mergers, hazard model

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Number of pages: 47 Posted: 31 Jul 2018 Last Revised: 09 Feb 2019
Alessandro Beber, Michael W. Brandt, Jason Cen and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business, University of Exeter Business School and Phoenix Rising Advisory
Downloads 129 (239,693)
Citation 1

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mutual funds, performance evaluation, benchmarks, constraints, active manager skill

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Number of pages: 23 Posted: 22 Jul 2013
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory
Downloads 12 (639,659)

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portfolio choice, investment decisions

12.

Committees and Decision Making

Number of pages: 48 Posted: 20 Mar 2020
Neeraj Arora, Kenneth A. Kavajecz, Yuko Onozaka and Siri Valseth
Wisconsin School of Business, Phoenix Rising Advisory, University of Stavanger and University of Stavanger Business School
Downloads 17 (581,850)

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Committee Decisions, Group Decisions, Text Analysis, Information Interpretation, Cognitive Persuasion, Affective Persuasion

13.

An Examination of Changes in Specialists' Posted Price Schedules

Rodney L. White Center Working Paper No. 11-97
Posted: 20 Nov 1997
Elizabeth R. Odders-White and Kenneth A. Kavajecz
University of Wisconsin - Madison - Department of Finance, Investment and Banking and Phoenix Rising Advisory

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14.

A Specialist's Quoted Depth and the Limit Order Book

Rodney L. White Center for Financial Research Working Paper No. 4-97
Posted: 08 Oct 1997
Kenneth A. Kavajecz
Phoenix Rising Advisory

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15.

A Specialist's Quoted Depth as a Strategic Choice Variable

12-96
Posted: 18 Sep 1996
Kenneth A. Kavajecz
Phoenix Rising Advisory

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