Kenneth A. Kavajecz

Syracuse University - Whitman School

Dean

900 S. Crouse Avenue

Syracuse, NY 13244-2130

United States

University of Wisconsin, Madison - Department of Finance, Investment and Banking

Assistant Professor

975 University Avenue

Madison, WI 53706

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 7,162

SSRN RANKINGS

Top 7,162

in Total Papers Downloads

4,878

CITATIONS
Rank 1,761

SSRN RANKINGS

Top 1,761

in Total Papers Citations

315

Scholarly Papers (13)

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 Syracuse University - Whitman School
Downloads 1,055 (14,171)
Citation 22

Abstract:

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 Syracuse University - Whitman School
Downloads 539 (38,368)
Citation 6

Abstract:

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 Syracuse University - Whitman School
Downloads 372 (60,966)
Citation 6

Abstract:

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, Syracuse University - Whitman School and Duke University - Fuqua School of Business
Downloads 110 (199,116)
Citation 6

Abstract:

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 Syracuse University - Whitman School
Downloads 31 (383,768)
Citation 6

Abstract:

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 Syracuse University - Whitman School
Downloads 449 (48,465)
Citation 64

Abstract:

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
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Syracuse University - Whitman School
Downloads 40 (349,408)
Citation 64

Abstract:

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 Syracuse University - Whitman School

Abstract:

G10, G12

4.

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 Syracuse University - Whitman School
Downloads 467 (37,172)
Citation 15

Abstract:

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 Syracuse University - Whitman School
Downloads 389 (57,781)
Citation 13

Abstract:

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 Syracuse University - Whitman School
Downloads 43 (339,351)
Citation 13

Abstract:

6.

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 Syracuse University - Whitman School
Downloads 310 (73,313)
Citation 9

Abstract:

7.

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 Syracuse University - Whitman School
Downloads 292 (78,668)
Citation 23

Abstract:

price discovery, futures, order flow

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 Syracuse University - Whitman School
Downloads 207 (115,920)
Citation 84

Abstract:

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
Michael W. Brandt and Kenneth A. Kavajecz
Duke University - Fuqua School of Business and Syracuse University - Whitman School
Downloads 41 (345,961)
Citation 84

Abstract:

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 Syracuse University - Whitman School
Downloads 210 (114,252)
Citation 72

Abstract:

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 Syracuse University - Whitman School

Abstract:

Tick size, Limit Orders, Depth, Liquidity Provision

10.

The Historical Evolution of Financial Exchanges

Number of pages: 55 Posted: 05 Sep 2011
Bjorn Jorgensen, Kenneth A. Kavajecz and Scott N. Swisher IV
London School of Economics & Political Science (LSE) - Department of Accounting, Syracuse University - Whitman School and Cambridge University - Faculty of Economics
Downloads 143 (135,214)
Citation 1

Abstract:

exchanges, exchange openings, closures and mergers, regulation

11.

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 Syracuse University - Whitman School

Abstract:

12.

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
Syracuse University - Whitman School

Abstract:

13.

A Specialist's Quoted Depth as a Strategic Choice Variable

12-96
Posted: 18 Sep 1996
Kenneth A. Kavajecz
Syracuse University - Whitman School

Abstract: