Samita Sareen
Personal Details
First Name: | Samita |
Middle Name: | |
Last Name: | Sareen |
Suffix: | |
RePEc Short-ID: | psa16 |
| |
http://sites.google.com/site/samitasareen/ | |
555 Fifth Ave, NY 10017 | |
Research output
Jump to: Working papers ArticlesWorking papers
- Michael J. Fleming & Seema Saggar & Samita Sareen, 2016. "Trading activity in the Indian government bond market," Staff Reports 785, Federal Reserve Bank of New York.
- Ali Hortacsu & Samita Sareen, 2005. "Order Flow and the Formation of Dealer Bids: Information Flows and Strategic Behavior in the Government of Canada Securities Auctions," NBER Working Papers 11116, National Bureau of Economic Research, Inc.
- Ali Hortacsu & Samita Sareen, 2004. "Order Flow and the Formation of Dealer Bids in Treasury Auctions," 2004 Meeting Papers 50, Society for Economic Dynamics.
- Samita Sareen & Ali Hortacsu, 2004. "Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions," Working Papers 2004.145, Fondazione Eni Enrico Mattei.
Articles
- Sareen, Samita, 2003. "Reference Bayesian inference in nonregular models," Journal of Econometrics, Elsevier, vol. 113(2), pages 265-288, April.
- Sareen, Samita, 1999. "Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(6), pages 651-676, Nov.-Dec..
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Sareen, Samita, 1999.
"Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(6), pages 651-676, Nov.-Dec..
Mentioned in:
Working papers
- Michael J. Fleming & Seema Saggar & Samita Sareen, 2016.
"Trading activity in the Indian government bond market,"
Staff Reports
785, Federal Reserve Bank of New York.
Cited by:
- Ajit Dayanandan & Jai Chander & N. R. V. V. M. K. Rajendra Kumar, 2023. "Size and liquidity of government securities in India," Indian Economic Review, Springer, vol. 58(1), pages 71-90, June.
- Deuskar, Prachi & Johnson, Timothy C., 2021. "Funding liquidity and market liquidity in government bonds," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Ali Hortacsu & Samita Sareen, 2005.
"Order Flow and the Formation of Dealer Bids: Information Flows and Strategic Behavior in the Government of Canada Securities Auctions,"
NBER Working Papers
11116, National Bureau of Economic Research, Inc.
Cited by:
- Matoso, Rafael & Rezende, Marcelo, 2014. "Asymmetric information in oil and gas lease auctions with a national company," International Journal of Industrial Organization, Elsevier, vol. 33(C), pages 72-82.
- Rydqvist, Kristian & Wu, Mark, 2014. "Pre-Auction Inventory and Bidding Behavior?An Analysis of Canadian Treasury Auctions," CEPR Discussion Papers 10112, C.E.P.R. Discussion Papers.
- Alan Mehlenbacher, 2007. "Multiagent System Simulations of Treasury Auctions," Department Discussion Papers 0709, Department of Economics, University of Victoria.
- Rafael Romeu & Lawrence Ausubel, 2005. "Bidder Participation and Information in Currency Auctions," IMF Working Papers 2005/157, International Monetary Fund.
- Bidisha Chakrabarty, 2007. "Do Dealers Infer Information From Order Flow?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 30(2), pages 181-200, June.
- Rydqvist, Kristian & Wu, Mark, 2016. "Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions," Journal of Financial Markets, Elsevier, vol. 30(C), pages 78-102.
- Ali Hortacsu & Samita Sareen, 2004.
"Order Flow and the Formation of Dealer Bids in Treasury Auctions,"
2004 Meeting Papers
50, Society for Economic Dynamics.
Cited by:
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004.
"Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations,"
University of California at Los Angeles, Anderson Graduate School of Management
qt9878h0kn, Anderson Graduate School of Management, UCLA.
- Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers 2005/13, Norwegian School of Economics, Department of Business and Management Science.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 157, European Central Bank.
- Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
- Kastl, Jakub, 2020. "Auctions in financial markets," International Journal of Industrial Organization, Elsevier, vol. 70(C).
- Ali Hortacsu & Jakub Kastl, "undated". "Testing for Common Values in Canadian Treasury Bill Auctions," Discussion Papers 07-053, Stanford Institute for Economic Policy Research.
- Ali Hortaçsu & David McAdams, 2010. "Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market," Journal of Political Economy, University of Chicago Press, vol. 118(5), pages 833-865.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004.
"Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations,"
University of California at Los Angeles, Anderson Graduate School of Management
qt9878h0kn, Anderson Graduate School of Management, UCLA.
- Samita Sareen & Ali Hortacsu, 2004.
"Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions,"
Working Papers
2004.145, Fondazione Eni Enrico Mattei.
Cited by:
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004.
"Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations,"
University of California at Los Angeles, Anderson Graduate School of Management
qt9878h0kn, Anderson Graduate School of Management, UCLA.
- Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers 2005/13, Norwegian School of Economics, Department of Business and Management Science.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 157, European Central Bank.
- Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
- Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004.
"Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations,"
University of California at Los Angeles, Anderson Graduate School of Management
qt9878h0kn, Anderson Graduate School of Management, UCLA.
Articles
- Sareen, Samita, 2003.
"Reference Bayesian inference in nonregular models,"
Journal of Econometrics, Elsevier, vol. 113(2), pages 265-288, April.
Cited by:
- Kim, Dong-Hyuk & Ratan, Anmol, 2022. "Disentangling risk aversion and loss aversion in first-price auctions: An empirical approach," European Economic Review, Elsevier, vol. 150(C).
- Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2012. "Bayesian estimation approaches to first-price auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 47-59.
- Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018. "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, vol. 204(2), pages 189-206.
- Sareen, Samita, 1999.
"Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(6), pages 651-676, Nov.-Dec..
Cited by:
- Tong Li & Xiaoyong Zheng, 2006.
"Entry and competition effects in first-price auctions: theory and evidence from procurement auctions,"
CeMMAP working papers
CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tong Li & Xiaoyong Zheng, 2009. "Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(4), pages 1397-1429.
- Sareen, Samita, 2003. "Reference Bayesian inference in nonregular models," Journal of Econometrics, Elsevier, vol. 113(2), pages 265-288, April.
- Xinyu Hua, 2007.
"Strategic ex ante contracts: rent extraction and opportunity costs,"
RAND Journal of Economics, RAND Corporation, vol. 38(3), pages 786-803, September.
- Xinyu Hua, 2004. "Strategic Ex-ante Contracts: Rent-Extraction and Opportunity Costs," Econometric Society 2004 North American Summer Meetings 564, Econometric Society.
- A Banerji & J.V. Meenakshi, 2010. "Competition and Collusion in Grain Markets: Basmati Auctions in North India," Working Papers id:2701, eSocialSciences.
- Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
- Kim, Dong-Hyuk & Ratan, Anmol, 2022. "Disentangling risk aversion and loss aversion in first-price auctions: An empirical approach," European Economic Review, Elsevier, vol. 150(C).
- Dutra, Renato Cabral Dias & Carpio, Lucio Guido Tapia, 2021. "Biodiesel auctions in Brazil: Symmetry of bids and informational paradigm," Renewable and Sustainable Energy Reviews, Elsevier, vol. 137(C).
- Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2012. "Bayesian estimation approaches to first-price auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 47-59.
- Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018. "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, vol. 204(2), pages 189-206.
- Tong Li & Xiaoyong Zheng, 2006.
"Entry and competition effects in first-price auctions: theory and evidence from procurement auctions,"
CeMMAP working papers
CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (1) 2005-02-20
- NEP-FMK: Financial Markets (1) 2005-01-16
- NEP-GTH: Game Theory (1) 2005-01-16
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