Kenneth A. Kavajecz

3.1k total citations · 1 hit paper
35 papers, 2.1k citations indexed

About

Kenneth A. Kavajecz is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Kenneth A. Kavajecz has authored 35 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 16 papers in Economics and Econometrics and 12 papers in Accounting. Recurrent topics in Kenneth A. Kavajecz's work include Financial Markets and Investment Strategies (25 papers), Market Dynamics and Volatility (11 papers) and Corporate Finance and Governance (11 papers). Kenneth A. Kavajecz is often cited by papers focused on Financial Markets and Investment Strategies (25 papers), Market Dynamics and Volatility (11 papers) and Corporate Finance and Governance (11 papers). Kenneth A. Kavajecz collaborates with scholars based in United States, United Kingdom and Norway. Kenneth A. Kavajecz's co-authors include Michael W. Brandt, Michael A. Goldstein, Alessandro Beber, Elizabeth R. Odders-White, Shane Underwood, Donald B. Keim, Seán Collins, Richard G. Anderson, Bjørn Jorgensen and Yuko Onozaka and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Kenneth A. Kavajecz

35 papers receiving 2.0k citations

Hit Papers

Flight-to-Quality or Flight-to-Liquidity? Evidence from t... 2008 2026 2014 2020 2008 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
    2008 506 citations Alessandro Beber, Michael W. Brandt et al. Review of Financial Studies profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Kenneth A. Kavajecz United States 18 1.9k 1.0k 665 481 215 35 2.1k
Ruslan Goyenko Canada 14 1.8k 1.0× 813 0.8× 997 1.5× 224 0.5× 178 0.8× 27 2.0k
Jun Cai Hong Kong 19 1.4k 0.7× 1.1k 1.1× 523 0.8× 554 1.2× 131 0.6× 53 1.8k
Stephen Thomas United Kingdom 22 1.1k 0.6× 738 0.7× 536 0.8× 359 0.7× 122 0.6× 91 1.4k
Gautam Kaul United States 12 1.8k 1.0× 1.3k 1.3× 721 1.1× 394 0.8× 233 1.1× 13 2.1k
Steven C. Mann United States 12 1.3k 0.7× 862 0.8× 671 1.0× 199 0.4× 185 0.9× 19 1.6k
Owain ap Gwilym United Kingdom 22 1.3k 0.7× 672 0.6× 522 0.8× 294 0.6× 84 0.4× 114 1.6k
Allen M. Poteshman United States 19 2.1k 1.1× 1.1k 1.0× 983 1.5× 179 0.4× 155 0.7× 29 2.3k
Olivier de Bandt France 21 1.1k 0.6× 1.1k 1.0× 395 0.6× 817 1.7× 95 0.4× 60 1.8k
Kuldeep Shastri United States 22 1.4k 0.7× 666 0.6× 832 1.3× 237 0.5× 119 0.6× 61 1.7k
William Perraudin United Kingdom 23 2.1k 1.1× 933 0.9× 1.0k 1.6× 333 0.7× 141 0.7× 70 2.4k

Countries citing papers authored by Kenneth A. Kavajecz

Since Specialization
Citations

This map shows the geographic impact of Kenneth A. Kavajecz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kenneth A. Kavajecz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kenneth A. Kavajecz more than expected).

Fields of papers citing papers by Kenneth A. Kavajecz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kenneth A. Kavajecz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kenneth A. Kavajecz. The network helps show where Kenneth A. Kavajecz may publish in the future.

Co-authorship network of co-authors of Kenneth A. Kavajecz

This figure shows the co-authorship network connecting the top 25 collaborators of Kenneth A. Kavajecz. A scholar is included among the top collaborators of Kenneth A. Kavajecz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Kenneth A. Kavajecz. Kenneth A. Kavajecz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kavajecz, Kenneth A., et al.. (2022). Effect of gender composition of committees. Human Relations. 77(5). 622–649. 3 indexed citations
2.
Beber, Alessandro, Michael W. Brandt, & Kenneth A. Kavajecz. (2013). Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill. SSRN Electronic Journal. 1 indexed citations
3.
Beber, Alessandro, Kenneth A. Kavajecz, & Michael W. Brandt. (2009). What Does Equity Sector Orderflow Tell Us about the Economy?. SSRN Electronic Journal. 3 indexed citations
4.
Beber, Alessandro, Michael W. Brandt, & Kenneth A. Kavajecz. (2008). What Does Equity Sector Orderflow Tell Us About the Economy?. SSRN Electronic Journal. 2 indexed citations
5.
Beber, Alessandro, Michael W. Brandt, & Kenneth A. Kavajecz. (2008). Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. Review of Financial Studies. 22(3). 925–957. 506 indexed citations breakdown →
6.
Brandt, Michael W., Kenneth A. Kavajecz, & Shane Underwood. (2007). Price discovery in the treasury futures market. Journal of Futures Markets. 27(11). 1021–1051. 51 indexed citations
7.
Beber, Alessandro, Michael W. Brandt, & Kenneth A. Kavajecz. (2006). Intermarket and Intramarket Ordeflow: Sector Rotation and Flights. SSRN Electronic Journal. 1 indexed citations
8.
Brandt, Michael W., Shane Underwood, & Kenneth A. Kavajecz. (2006). Price Discovery in the Treasury Futures Market. SSRN Electronic Journal. 12 indexed citations
9.
Kavajecz, Kenneth A., et al.. (2006). A SPECIALIST'S QUOTED DEPTH AS A STRATEGIC CHOICE VARIABLE: AN APPLICATION TO SPREAD DECOMPOSITION MODELS. The Journal of Financial Research. 29(3). 367–382. 5 indexed citations
10.
Brandt, Michael W. & Kenneth A. Kavajecz. (2004). Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve. The Journal of Finance. 59(6). 2623–2654. 273 indexed citations
11.
Goldstein, Michael A. & Kenneth A. Kavajecz. (2004). Trading strategies during circuit breakers and extreme market movements. Journal of Financial Markets. 7(3). 301–333. 116 indexed citations
12.
Brandt, Michael W. & Kenneth A. Kavajecz. (2002). Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve. SSRN Electronic Journal. 15 indexed citations
13.
Goldstein, Michael A. & Kenneth A. Kavajecz. (2000). Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE. Journal of Financial Economics. 56(1). 125–149. 312 indexed citations
14.
Kavajecz, Kenneth A.. (1999). A Specialist's Quoted Depth and the Limit Order Book. The Journal of Finance. 54(2). 747–771. 221 indexed citations
15.
Goldstein, Michael A. & Kenneth A. Kavajecz. (1999). Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse. SSRN Electronic Journal. 77 indexed citations
16.
Kavajecz, Kenneth A.. (1997). A Specialist's Quoted Depth and the Limit Order Book. SSRN Electronic Journal. 24 indexed citations
17.
Odders-White, Elizabeth R. & Kenneth A. Kavajecz. (1997). An Examination of Changes in Specialists' Posted Price Schedules. SSRN Electronic Journal. 6 indexed citations
18.
Kavajecz, Kenneth A.. (1996). A Specialist's Quoted Depth as a Strategic Choice Variable. SSRN Electronic Journal. 24 indexed citations
19.
Anderson, Richard G. & Kenneth A. Kavajecz. (1994). A Historical Perspective on the Federal Reserve's Monetary Aggregates: Definition, Construction and Targeting. 76(2). 21 indexed citations
20.
Kavajecz, Kenneth A.. (1994). The Evolution of the Federal Reserve's Monetary Aggregates: A Timeline. 76(2). 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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