| Flight-to-quality or flight-to-liquidity? Evidence from the euro-area bond market A Beber, MW Brandt, KA Kavajecz The Review of Financial Studies 22 (3), 925-957, 2009 | 1035 | 2009 |
| Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE MA Goldstein, KA Kavajecz Journal of financial economics 56 (1), 125-149, 2000 | 608 | 2000 |
| Price discovery in the US Treasury market: The impact of orderflow and liquidity on the yield curve MW Brandt, KA Kavajecz The Journal of Finance 59 (6), 2623-2654, 2004 | 491 | 2004 |
| A specialist's quoted depth and the limit order book KA Kavajecz The Journal of Finance 54 (2), 747-771, 1999 | 391 | 1999 |
| Technical analysis and liquidity provision KA Kavajecz, ER Odders-White Review of Financial Studies 17 (4), 1043-1071, 2004 | 251 | 2004 |
| Trading strategies during circuit breakers and extreme market movements MA Goldstein, KA Kavajecz Journal of Financial Markets 7 (3), 301-333, 2004 | 233* | 2004 |
| What does equity sector orderflow tell us about the economy? A Beber, MW Brandt, KA Kavajecz The Review of Financial Studies 24 (11), 3688-3730, 2011 | 93 | 2011 |
| An examination of changes in specialists’ posted price schedules KA Kavajecz, ER Odders-White The Review of Financial Studies 14 (3), 681-704, 2001 | 91 | 2001 |
| Price discovery in the treasury futures market MW Brandt, KA Kavajecz, SE Underwood Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 84 | 2007 |
| On the presence and market-structure of exchanges around the world MJ Clayton, BN Jorgensen, KA Kavajecz Journal of Financial Markets 9 (1), 27-48, 2006 | 81* | 2006 |
| A historical perspective on the Federal Reserve's monetary aggregates: definition, construction and targeting R Anderson, KA Kavajecz Federal Reserve Bank of St. Louis Proceedings, 1-31, 1994 | 76* | 1994 |
| A specialist's quoted depth as a strategic choice variable: An application to spread decomposition models C Caglio, KA Kavajecz Journal of Financial Research 29 (3), 367-382, 2006 | 49* | 2006 |
| Volatility and market structure KA Kavajecz, ER Odders-White Journal of Financial Markets 4 (4), 359-384, 2001 | 40 | 2001 |
| Packaging liquidity: blind auctions and transaction efficiencies KA Kavajecz, DB Keim Journal of Financial and Quantitative Analysis 40 (3), 465-492, 2005 | 37* | 2005 |
| Rationality of preliminary money stock estimates K Kavajecz, S Collins The Review of Economics and Statistics, 32-41, 1995 | 29 | 1995 |
| Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill A Beber, MW Brandt, J Cen, KA Kavajecz Journal of Empirical Finance 60, 74-93, 2021 | 14 | 2021 |
| The Historical Dynamics of Financial Exchanges B Jorgensen, KA Kavajecz, SN Swisher Financial History Review, 2021 | 6* | 2021 |
| Effect of gender composition of committees EC Berle, K Kavajecz, Y Onozaka Human Relations, 00187267221135846, 2023 | 1 | 2023 |
| Committees and decision making N Arora, KA Kavajecz, Y Onozaka, S Valseth Available at SSRN 3546986, 2020 | 1 | 2020 |
| Price discovery in the Treasury futures market KA Kavajecz, S Underwood | | 2007 |
Michael A. GoldsteinProfessor of Finance, Babson CollegeVerified email at babson.edu
