Treasury bill auctions: do bidders' cost of funds and winning probability matter?

DOI10.1016/j.econlet.2019.06.014zbMath1418.91223OpenAlexW2952788869MaRDI QIDQ2315411

Jia-Peng Liu, Enmeng Liu, Jia Wang, Hong Qiu

Publication date: 5 August 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.06.014

zbMATH Keywords

uniform price auctiondiscriminatory auctionwinning probabilitytreasury securitiescost of funds

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Auctioning divisible goods
• Auctions of Shares
• Continuous Auctions and Insider Trading

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