Follow
KENNETH ANDREW KAVAJECZ
KENNETH ANDREW KAVAJECZ
Phoenix Rising Advisory and Edgewood College
Verified email at pr-advisory.com
Title
Cited by
Cited by
Year
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
10402009
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
6092000
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
4932004
A specialist's quoted depth and the limit order book
KA Kavajecz
The Journal of Finance 54 (2), 747-771, 1999
3931999
Technical analysis and liquidity provision
KA Kavajecz, ER Odders-White
Review of Financial Studies 17 (4), 1043-1071, 2004
2482004
Trading strategies during circuit breakers and extreme market movements
MA Goldstein, KA Kavajecz
Journal of Financial Markets 7 (3), 301-333, 2004
231*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
952011
An examination of changes in specialists’ posted price schedules
KA Kavajecz, ER Odders-White
The Review of Financial Studies 14 (3), 681-704, 2001
882001
Price discovery in the treasury futures market
MW Brandt, KA Kavajecz, SE Underwood
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
842007
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
83*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
75*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
412001
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
291995
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
132021
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
12023
Committees and decision making
N Arora, KA Kavajecz, Y Onozaka, S Valseth
Available at SSRN 3546986, 2020
12020
Price discovery in the Treasury futures market
KA Kavajecz, S Underwood
2007
The system can't perform the operation now. Try again later.
Articles 1–20