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Volumn 20, Issue 1, 1996, Pages 25-40

Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner

Author keywords

Market manipulation; Salomon brothers; Special financing

Indexed keywords


EID: 0029691112     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(94)00105-7     Document Type: Article
Times cited : (37)

References (11)
  • 1
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    • Auctions of divisible goods: On the rationale for the treasury experiment
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    • (1993) Review of Financial Studies , vol.6 , pp. 733-764
    • Back, K.1    Zender, J.2
  • 3
    • 0000443418 scopus 로고
    • Optimal bond trading with personal taxes
    • Reprinted in: S. Bhattacharya and G.M. Constantinides, eds., 1989, Theory of valuation, I (Rowman and Littlefield Publishers, Inc., Totowa, NJ) 165-201
    • Constantinides, G.M. and J.E. Ingersoll, Jr., 1984, Optimal bond trading with personal taxes, Journal of Financial Economics 13, 299-335, Reprinted in: S. Bhattacharya and G.M. Constantinides, eds., 1989, Theory of valuation, I (Rowman and Littlefield Publishers, Inc., Totowa, NJ) 165-201.
    • (1984) Journal of Financial Economics , vol.13 , pp. 299-335
    • Constantinides, G.M.1    Ingersoll J.E., Jr.2
  • 4
    • 21144461273 scopus 로고
    • The mispricing of U.S. Treasury bonds: A case study
    • Cornell, B. and A.C. Shapiro, 1989, The mispricing of U.S. Treasury bonds: A case study, Review of Financial Studies 2, 297-310.
    • (1989) Review of Financial Studies , vol.2 , pp. 297-310
    • Cornell, B.1    Shapiro, A.C.2
  • 6
    • 0011462251 scopus 로고
    • Working paper (Stanford University)
    • Duffie, D., 1995, Special repo rates, Working paper (Stanford University).
    • (1995) Special Repo Rates
    • Duffie, D.1
  • 7
    • 0000569319 scopus 로고
    • Comment on 'Collusion in the auction market for treasury bills'
    • Friedman, M., 1964, Comment on 'Collusion in the auction market for Treasury bills', Journal of Political Economy 72, 513-514.
    • (1964) Journal of Political Economy , vol.72 , pp. 513-514
    • Friedman, M.1
  • 8
    • 84993661010 scopus 로고
    • Treasury auction bids and the Salomon squeeze
    • Jegadeesh, N., 1993, Treasury auction bids and the Salomon squeeze, Journal of Finance 48, 1403-1419.
    • (1993) Journal of Finance , vol.48 , pp. 1403-1419
    • Jegadeesh, N.1
  • 9
    • 0000148371 scopus 로고
    • Tax options and the pricing of treasury bond triplets: Theory and evidence
    • Jordan, B.D. and S.D. Jordan, 1991, Tax options and the pricing of treasury bond triplets: Theory and evidence, Journal of Financial Economics 30, 135-164.
    • (1991) Journal of Financial Economics , vol.30 , pp. 135-164
    • Jordan, B.D.1    Jordan, S.D.2
  • 10
    • 0000131654 scopus 로고
    • Arbitrage pricing, transaction costs and taxation of capital gains: A study of government bonds with the same maturity date
    • Litzenberger, R.H. and J. Rolfo, 1984, Arbitrage pricing, transaction costs and taxation of capital gains: A study of government bonds with the same maturity date, Journal of Financial Economics 13, 337-351.
    • (1984) Journal of Financial Economics , vol.13 , pp. 337-351
    • Litzenberger, R.H.1    Rolfo, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.