Author Page for Kenneth A. Kavajecz

1.

What Does Equity Sector Orderflow Tell Us About the Economy?

Downloads 1,164 ( 25,181)

Citation 9

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 588 (63,159)

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 399 (101,219)

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, Edgewood College and Duke University - Fuqua School of Business

Downloads 130 (296,592)

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: 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 47 (537,368)

Citation 1

Abstract:

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 1,149 (25,679)

Citation 16

Abstract:

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 658 (55,419)

Citation 17

Abstract:

4.

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

Downloads 530 ( 72,865)

Citation 115

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 481 (81,208)

Citation 76

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 Apr 2022

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

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

Downloads 49 (527,879)

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

Abstract:

5.

On the Formation and Structure of International Exchanges

Downloads 466 ( 85,235)

Citation 11

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 415 (96,695)

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 51 (518,603)

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 350 (118,228)

Citation 14

Abstract:

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 338 (122,961)

Citation 10

Abstract:

8.

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

Downloads 307 (136,034)

Citation 75

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 255 (163,883)

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: 15 Jan 2022

Michael W. Brandt and Kenneth A. Kavajecz

Duke University - Fuqua School of Business and Edgewood College

Downloads 52 (514,219)

Citation 11

Abstract:

9.

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

Downloads 268 (156,484)

Citation 20

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 268 (155,841)

Citation 20

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

Abstract:

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 219 (190,208)

Citation 1

Abstract:

11.

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

Downloads 204 (203,250)

Citation 2

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 188 (218,588)

Citation 1

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 16 (741,944)

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 University of Stavanger Business School

Downloads 46 (531,914)

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

Abstract:

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

Abstract:

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

Phoenix Rising Advisory

15

Top 11,878

5,699

Top 2,562

257

253

Scholarly Papers (15)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: