Author Page for Kenneth A. Kavajecz

1.

What Does Equity Sector Orderflow Tell Us About the Economy?

Downloads 1,303 (30,523)

Citation 11

4

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 644 (79,000)

Citation 1

Abstract:

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 427 (131,013)

Citation 7

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, Edgewood College and Duke University - Fuqua School of Business

Downloads 159 (355,036)

Citation 2

Abstract:

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: 06 Mar 2023

Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz

Cass Business School, Duke University - Fuqua School of Business and Edgewood College

Downloads 73 (621,515)

Citation 1

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2.

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 1,234 (32,957)

Citation 19

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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 701 (71,936)

Citation 17

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4.

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

Downloads 611 (85,473)

Citation 164

3

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 536 (99,742)

Citation 120

Abstract:

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: 27 Oct 2022

Alessandro Beber, Michael W. Brandt and Kenneth A. Kavajecz

Cass Business School, Duke University - Fuqua School of Business and Edgewood College

Downloads 75 (611,898)

Citation 8

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 Edgewood College

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5.

On the Formation and Structure of International Exchanges

Downloads 521 (104,413)

Citation 10

2

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 449 (123,454)

Citation 18

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, affiliation not provided to SSRN and Edgewood College

Downloads 72 (626,469)

Abstract:

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 407 (139,916)

Citation 18

Abstract:

7.

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

Downloads 367 (157,153)

Citation 89

2

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 285 (204,518)

Citation 2

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 Last Revised: 17 Jul 2022

Michael W. Brandt and Kenneth A. Kavajecz

Duke University - Fuqua School of Business and Edgewood College

Downloads 82 (580,373)

Citation 26

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8.

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 367 (157,153)

Citation 10

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9.

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

Downloads 318 (183,380)

Citation 38

2

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 318 (182,067)

Citation 38

Abstract:

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

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10.

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

Downloads 281 (208,789)

Citation 4

2

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 237 (246,190)

Citation 4

Abstract:

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 44 (794,433)

Abstract:

11.

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 255 (230,208)

Citation 1

Abstract:

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, Edgewood College, University of Stavanger and OsloMet - Oslo Metropolitan University

Downloads 98 (512,791)

Citation 1

Abstract:

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 Edgewood College

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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

Edgewood College

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15.

A Specialist's Quoted Depth as a Strategic Choice Variable

12-96

Posted: 18 Sep 1996

Kenneth A. Kavajecz

Edgewood College

Kenneth A. Kavajecz

Edgewood College

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Scholarly Papers (15)

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