Concepedia

Kenneth A. Kavajecz

KA

28

Publications

3K

Citations

20

H-Index

1994

Active since

Affiliations

Duke University(Current)

University of Wisconsin–Madison

Edgewood College

Phoenix Houses of New England

National Bureau of Economic Research

Kenneth A. Kavajecz is an author at Duke University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsLiquidityMarket MicrostructureAsset PricingEconomic AnalysisAccountingMarket Design

Publications per year

1994–2020

28

Publications

28

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

Alessandro Beber, Michael W. Brandt, Kenneth A. Kavajecz · Review of Financial Studies · 2008 · 707 citations · Full text

Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE

Michael A. Goldstein, Kenneth A. Kavajecz · Journal of Financial Economics · 2000 · 412 citations

Economics, Market Depth, Tick Size +6

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

Michael W. Brandt, Kenneth A. Kavajecz · The Journal of Finance · 2004 · 388 citations · Full text

Market Microstructure, Empirical Finance, Economics +12

A Specialist's Quoted Depth and the Limit Order Book

Kenneth A. Kavajecz · The Journal of Finance · 1999 · 280 citations

Market Microstructure, Management, Adverse Selection Risk +16

Trading strategies during circuit breakers and extreme market movements

Michael A. Goldstein, Kenneth A. Kavajecz · Journal of Financial Markets · 2004 · 192 citations

Market Manipulation, High-frequency Trading, Algorithmic Trading +5

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