Multiple Unit Auctions and Short Squeezes
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- Kjell G. Nyborg, 2004. "Multiple Unit Auctions and Short Squeezes," The Review of Financial Studies, Society for Financial Studies, vol. 17(2), pages 545-580.
References listed on IDEAS
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- Robert Wilson, 1979. "Auctions of Shares," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 93(4), pages 675-689.
- Chatterjea, Arkadev & Jarrow, Robert A., 1998. "Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(2), pages 255-289, June.
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More about this item
Keywords
Multiple unit auction; uniform auction; discriminatory auction; treasury auction; repo auction; short squeeze; market manipulation; market power;All these keywords.
JEL classification:
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- D62 - Microeconomics - - Welfare Economics - - - Externalities
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2004-09-12 (Financial Markets)
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