Markups, quantity risk, and bidding strategies at treasury coupon auctions
- 1 February 1994
- journal article
- research article
- Published by Elsevier in Journal of Financial Economics
- Vol. 35 (1) , 43-62
- https://doi.org/10.1016/0304-405x(94)90017-5
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- The Efficient Diversification of Bids in Treasury Bill AuctionsThe Review of Economics and Statistics, 1979