Kenneth A. Kavajecz

Finance · 2000–2006

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #3,392 of 10,518 by trust here, #1,605 by citations
• Accounting — 7 citations into it; #5,275 of 8,970 by trust here, #4,680 by citations

Whom Kenneth A. Kavajecz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis A. Longstaff

Who trusts Kenneth A. Kavajecz overall

1. P. Brockman
2. Ruslan Goyenko
3. M. Arghyrou

Papers from Kenneth A. Kavajecz's perspective

Ordered by how strongly the researchers Kenneth A. Kavajecz trusts endorse each paper. Same corpus, a different order for every researcher.

1. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
2. Measuring Systematic Risk in EMU Government Yield Spreads
3. Commonality in Liquidity
4. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
5. The relationship between credit default swap spreads, bond yields, and credit rating announcements
6. The Determinants of Credit Spread Changes
7. Liquidity and Credit Risk
8. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
9. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
10. The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices

Their papers

• Trading strategies during circuit breakers and extreme market movements (2004) — 148 citations
• Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2006) — 797 citations
• Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse (2000) — 415 citations