Kenneth A. Kavajecz

Edgewood College

1000 Edgewood College Dr.

Madison, WI 53711

United States

Phoenix Rising Advisory

519 NORTH PINCKNEY STREET

MADISON, WI 53703

United States

http://www.pr-advisory.com

SCHOLARLY PAPERS

16

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5,612

SSRN CITATIONS
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SSRN RANKINGS

Top 2,607

in Total Papers Citations

254

CROSSREF CITATIONS

250

Scholarly Papers (16)

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 Edgewood College
Downloads 1,137 (22,359)
Citation 16

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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 Edgewood College
Downloads 579 (55,979)
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 Edgewood College
Downloads 392 (90,038)
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, Edgewood College and Duke University - Fuqua School of Business
Downloads 124 (272,614)
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 Last Revised: 07 Mar 2021
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 41 (507,929)
Citation 1

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3.

Liquidity Provision During Circuit Breakers and Extreme Market Movements

Number of pages: 49 Posted: 07 Mar 2000
Michael A. Goldstein and Kenneth A. Kavajecz
Babson College - Finance Division and Edgewood College
Downloads 654 (48,477)
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 Edgewood College
Downloads 479 (70,955)
Citation 74

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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: 26 Apr 2021
Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz
Cass Business School, Duke University - Fuqua School of Business and Edgewood College
Downloads 47 (480,346)
Citation 8

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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 Edgewood College

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G10, G12

On the Formation and Structure of International Exchanges

Number of pages: 33 Posted: 16 Nov 1999
Matthew J. Clayton, Bjorn Jorgensen and Kenneth A. Kavajecz
University of Virginia - McIntire School of Commerce, affiliation not provided to SSRN and Edgewood College
Downloads 407 (86,217)
Citation 18

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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, affiliation not provided to SSRN and Edgewood College
Downloads 50 (467,584)

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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 Edgewood College
Downloads 347 (104,294)
Citation 13

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 Edgewood College
Downloads 331 (110,040)
Citation 10

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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 Edgewood College
Downloads 242 (152,425)
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 Edgewood College
Downloads 50 (467,584)
Citation 10

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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 Edgewood College
Downloads 263 (139,646)
Citation 20

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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 Edgewood College

Abstract:

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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
affiliation not provided to SSRN, Edgewood College and Cambridge University - Faculty of Economics
Downloads 211 (173,528)
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 Edgewood College
Downloads 174 (206,571)
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 Edgewood College
Downloads 14 (682,292)

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portfolio choice, investment decisions

12.

Effects of Gender Composition in Committees

Number of pages: 39 Posted: 18 Feb 2021
Erika Christie Berle, Kenneth A. Kavajecz and Yuko Onozaka
University of Stavanger - Business School, Edgewood College and University of Stavanger
Downloads 36 (520,861)

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Gender composition, Committee, FOMC, Text analysis

13.

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, Edgewood College, University of Stavanger and University of Stavanger Business School
Downloads 34 (531,155)
Citation 1

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

14.

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 Edgewood College

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15.

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
Edgewood College

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16.

A Specialist's Quoted Depth as a Strategic Choice Variable

12-96
Posted: 18 Sep 1996
Kenneth A. Kavajecz
Edgewood College

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