Sugato Chakravarty : Citation Profile


Are you Sugato Chakravarty?

Purdue University

14

H index

18

i10 index

834

Citations

RESEARCH PRODUCTION:

26

Articles

42

Papers

RESEARCH ACTIVITY:

   19 years (1995 - 2014). See details.
   Cites by year: 43
   Journals where Sugato Chakravarty has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 14 (1.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch25
   Updated: 2019-09-14    RAS profile: 2018-01-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sugato Chakravarty.

Is cited by:

Menkhoff, Lukas (14)

Schmeling, Maik (13)

Blau, Benjamin (9)

Menkveld, Albert (9)

PASCUAL, ROBERTO (8)

Bernales, Alejandro (8)

Osler, Carol (7)

Subrahmanyam, Avanidhar (7)

van der Wel, Michel (7)

Ramadorai, Tarun (6)

Ongena, Steven (6)

Cites to:

Madhavan, Ananth (20)

Grossman, Sanford (9)

Kyle, Albert (9)

Subrahmanyam, Avanidhar (8)

Sarkar, Asani (8)

Easley, David (8)

Keim, Donald (7)

Brennan, Michael (7)

Longstaff, Francis (6)

Bessembinder, Hendrik (6)

Cole, Rebel (5)

Main data


Where Sugato Chakravarty has published?


Journals with more than one article published# docs
Journal of Financial Markets3
Journal of Financial and Quantitative Analysis3
Financial Management2
Journal of Financial Economics2
Journal of Financial Research2
Journal of Economic Psychology2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Purdue University Economics Working Papers / Purdue University, Department of Economics14
Working Papers / Purdue University, Department of Consumer Sciences14
Research Paper / Federal Reserve Bank of New York7
Staff Reports / Federal Reserve Bank of New York3
Finance / University Library of Munich, Germany2

Recent works citing Sugato Chakravarty (2018 and 2017)


YearTitle of citing document
2018You are Approved! Insured Loans Improve Credit Access and Technology Adoption of Ghanaian Farmers.. (2018). Mishra, K. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277089.

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2018Mini-Flash Crashes, Model Risk, and Optimal Execution. (2018). Bayraktar, Erhan ; Munk, Alexander . In: Papers. RePEc:arx:papers:1705.09827.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2017ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING. (2017). Johnson, Hardy ; Roseman, Brian. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:249-281.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2019Strategic Trading as a Response to Short Sellers. (2019). di Maggio, Marco ; Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2018Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896. (2018). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7618.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2017To stay or go? Consumer bank switching behaviour after government interventions. (2017). Cruijsen, Carin ; van der Cruijsen, Carin ; Diepstraten, Maaike. In: DNB Working Papers. RePEc:dnb:dnbwpp:550.

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2017Bank switching and deposit rates: Evidence for crisis and non-crisis years. (2017). Gerritsen, Dirk ; Bikker, Jacob ; Brandsen, Mike . In: DNB Working Papers. RePEc:dnb:dnbwpp:552.

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2017Can firms with political connections borrow more than those without? Evidence from firm-level data for Indonesia. (2017). Todo, Yasuyuki ; Shimamoto, Daichi ; Fu, Jiangtao. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:45-55.

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2017What do stock price levels tell us about the firms?. (2017). Chan, Konan ; Li, Fengfei ; Lin, Tse-Chun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:34-50.

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2018A J-shaped cross-sectional relation between dividends and firm value. (2018). Kim, Soojung ; Suh, Jungwon ; Park, Soon Hong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:857-877.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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2017Fake news. (2017). Brigida, Matt ; Pratt, William R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:564-573.

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2018The impact of funding liquidity on market quality. (2018). Chen, Wei-Peng ; Wu, Chih-Chiang ; Lu, Jun ; Lin, Shu Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:153-166.

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2017Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

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2017Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market. (2017). Lee, Soonhee . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:77-79.

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2017Why discouraged borrowers exist? An empirical (re)examination from less developed countries. (2017). Matias, Ana Paula ; Esperana, Jose Paulo ; Duarte, Fabio Dias. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:19-41.

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2017The success of option listings. (2017). Bernales, Alejandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:139-161.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2017Determinants of price discovery in the VIX futures market. (2017). Chen, Yu-Lun ; Tsai, Wei-Che. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

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2017Idiosyncratic returns and relative value in the US Treasury market. (2017). Nielsen, Youngju ; Pungaliya, Raunaq S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:125-144.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2018Relative spread and price discovery. (2018). Aldrich, Eric M ; Lee, Seung . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:81-98.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2017Does ETF trading affect the efficiency of the underlying index?. (2017). Yin, Xiangkang ; Xu, Liao . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:82-101.

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2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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2017Dynamic autocorrelation of intraday stock returns. (2017). Dong, XI ; Feng, Shu ; Song, Pingping ; Ling, Leng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:274-280.

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2018Bid–ask spread and liquidity searching behaviour of informed investors in option markets. (2018). Verousis, Thanos ; CAON, Carlos ; Bernales, Alejandro. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:96-102.

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2018Chinese Lunar New Year effect, investor sentiment, and market deregulation. (2018). Teng, Chia-Chen ; Yang, Jimmy J. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:175-184.

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2017Intraday price discovery in fragmented markets. (2017). van der Wel, Michel ; Ozturk, Sait ; van Dijk, Dick. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:28-48.

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2017Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68.

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2019Informed contrarian trades and stock returns. (2019). Chang, Sanders ; Wang, Albert F. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:75-93.

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2017What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets. (2017). Petrella, Giovanni ; Resti, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:297-310.

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2018Media censorship and stock price: Evidence from the foreign share discount in China. (2018). Ding, Rong ; Zhang, John Ziyang ; Liu, Yue ; Hou, Wenxuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:112-133.

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2018Directional information effects of options trading: Evidence from the banking industry. (2018). Du, Brian ; Fung, Scott. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:149-168.

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2019Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity. (2019). Roseman, Brian S ; Griffith, Todd G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:104-121.

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20171-share orders and trades. (2017). Davis, Ryan L ; van Ness, Robert ; Roseman, Brian S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:109-117.

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2017Insider trading, stock return volatility, and the option markets pricing of the information content of insider trading. (2017). Louis, Henock ; Chiang, Chin-Han ; Chung, Sung Gon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:65-73.

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2018Differences in options investors’ expectations and the cross-section of stock returns. (2018). Andreou, Panayiotis C ; Tuneshev, Ruslan ; Philip, Dennis ; Kagkadis, Anastasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:315-336.

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2017How rumors fly. (2017). Zhang, Zhe ; Ruan, Hongfei ; Jia, Ming. In: Journal of Business Research. RePEc:eee:jbrese:v:72:y:2017:i:c:p:33-45.

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2018Round-number biases and informed trading in global markets. (2018). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:105-117.

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2019Price reversals and price continuations following large price movements. (2019). Dyl, Edward A ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:1-12.

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2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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2017Selloffs, bailouts, and feedback: Can asset markets inform policy?. (2017). Kelly, David ; Taylor, Curtis R ; Boleslavsky, Raphael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:294-343.

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2017Information networks: Evidence from illegal insider trading tips. (2017). Ahern, Kenneth. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:26-47.

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2017The bright side of financial derivatives: Options trading and firm innovation. (2017). Wehrheim, David ; Blanco, Ivan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:99-119.

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2017Informed trading and price discovery before corporate events. (2017). Baruch, Shmuel ; Venkataraman, Kumar ; Panayides, Marios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:561-588.

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2017Designated market makers still matter: Evidence from two natural experiments. (2017). Clark-Joseph, Adam D ; Zi, Chao ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:652-667.

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2018Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market. (2018). Li, Xindan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:38-65.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2019Institutional herding and its price impact: Evidence from the corporate bond market. (2019). Cai, Fang ; Li, YI ; Han, Song. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:139-167.

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2019Does corporate social responsibility disclosure reduce the information disadvantage of foreign investors?. (2019). Zeng, Cheng ; Xu, Alice Liang ; Lee, Edward ; Cai, Weixing. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:34:y:2019:i:c:p:12-29.

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2017Gender differences in honesty: The role of social value orientation. (2017). Rau, Holger A ; Grosch, Kerstin. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:62:y:2017:i:c:p:258-267.

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2019How unit price awareness and usage encourages grocery brand switching and expenditure. (2019). Weeks, Clinton S ; Mortimer, Gary. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:49:y:2019:i:c:p:346-356.

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2018Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets. (2018). Alhaj-Yaseen, Yaseen S ; Yau, Siu-Kong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:60-75.

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2017Pre-trade transparency in over-the-counter bond markets. (2017). Chen, Fan ; Zhong, Zhuo . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:14-33.

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2017An empirical analysis of algorithmic trading around earnings announcements. (2017). Zheng, Hui ; Prodromou, Tina ; Westerholm, Joakim P ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:34-51.

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2017The information content of special orders. (2017). Lajbcygier, Paul ; Duong, Huu Nhan ; Vu, Van Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:68-81.

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2018The effect of anonymity on price efficiency: Evidence from the removal of broker identities. (2018). Duong, Huu Nhan ; Vu, Van Hoang ; Lu, Jerry Shuai ; Lajbcygier, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:95-107.

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2019Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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2019Crouching tigers, hidden dragons: Private equity fund selection in China. (2019). Suchard, Jo-Ann ; Azzi, Sarah. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:236-253.

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2018The relative pricing of cross-listed securities: The case of Chinese A- and H-share. (2018). Zheng, Yao ; Osmer, Eric. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:297-310.

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2018Equivalent volume and comovement. (2018). Staer, Arsenio ; Sottile, Pedro . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:143-157.

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2018Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

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2018Odd-lot trading in U.S. equities. (2018). Roseman, Brian S ; van Ness, Robert A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:125-133.

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2018Does public latency influence market quality? An analysis of pre-trade transparency at the Taiwan futures exchange. (2018). Wang, Ming-Chang ; Chou, Pang-Ying ; Ko, Chien-Chuan ; Cheng, Lee-Young. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:227-240.

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2017The dynamic and asymmetric herding behavior of US equity fund managers in the stock market. (2017). Fang, Hao ; Lee, Yen-Hsien ; Shen, Chung-Hua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:353-369.

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2018Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico. (2018). Martinez, Valeria ; Tse, Yiuman. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:271-284.

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2019Financial constraints on investment: Effects of firm size and the financial crisis. (2019). Driver, Ciaran ; Muoz-Bugarin, Jair . In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:441-457.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017The impact of sovereign ratings on euro zone SMEs’ credit rationing. (2017). Giannakopoulos, Nicholas ; Drakos, Konstantinos ; Demoussis, Michael . In: Journal of Economic Studies. RePEc:eme:jespps:jes-03-2016-0046.

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2017Improving on daily measures of price discovery. (2017). Fernandes, Marcelo ; Scherrer, Cristina Mabel ; Dias, Gustavo Fruet . In: Textos para discussão. RePEc:fgv:eesptd:444.

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2019Tick size change and market quality in the U.S. treasury market. (2019). Fleming, Michael ; Ruela, Francisco ; Nguyen, Giang. In: Staff Reports. RePEc:fip:fednsr:886.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2018Managing Bubbles in the Korean Real Estate Market: A Real Options Framework. (2018). Kim, Kyungwon ; Song, Jae Wook. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2875-:d:163542.

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2019Full steam ahead: Insider knowledge, stock trading and the nationalization of the railways in Prussia around 1879. (2019). Jopp, Tobias A ; Buchner, Michael. In: Working Papers. RePEc:hes:wpaper:0151.

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2017Tick sizes in illiquid order books. (2017). Meling, Tom Grimstvedt . In: Working Papers in Economics. RePEc:hhs:bergec:2017_006.

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2018Does Collateral Reduce Loan-Size Credit Rationing? Survey Evidence. (2018). Forssbæck, Jens ; Forssbaeck, Jens ; Chala, Alemu Tulu. In: Working Papers. RePEc:hhs:lunewp:2018_036.

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2017The Relationship between Customer Satisfaction and Customer Trust on Customer Loyalty. (2017). Leninkumar, Vithya . In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:4:p:450-465.

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2017Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market. (2017). Chung, Chune Young ; Ryu, Doojin ; Lee, Yunjae. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9235-0.

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2017Banking Products: You Can Take Them with You, So Why Don’t You?. (2017). Cruijsen, Carin ; Diepstraten, Maaike. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:52:y:2017:i:1:d:10.1007_s10693-017-0276-3.

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2018An empirical investigation of large trader market manipulation in derivatives markets. (2018). Jarrow, Robert ; Tsai, Shih-Chuan ; Fung, Scott. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-018-9143-0.

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2017Order cancellations across investor groups: evidence from an emerging order-driven market. (2017). Chiao, Chaoshin ; Tong, Shiau-Yuan ; Wang, Zi-May . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0620-6.

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2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. (2018). Verousis, Thanos ; Sermpinis, Georgios ; Perotti, Pietro. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2.

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2018Odd lot trading and earnings announcements. (2018). Johnson, Hardy ; Zhang, Tianming ; Chua, Ansley . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0679-0.

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2019Relative option liquidity and price efficiency. (2019). Du, Brian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0738-1.

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2019Security price formation and informed trading with constrained short selling. (2019). Henry, Tyler R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0745-2.

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2018Bank debt and trade credit for SMEs in Europe: firm-, industry-, and country-level determinants. (2018). Andrieu, Guillaume ; Zwan, Peter ; Stagliano, Raffaele. In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:1:d:10.1007_s11187-017-9926-y.

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2019Bank market power and the intensity of borrower discouragement: analysis of SMEs across developed and developing European countries. (2019). Koeter-Kant, Johanna ; Hernandez-Canovas, Gines ; Mol-Gomez, Ana. In: Small Business Economics. RePEc:kap:sbusec:v:53:y:2019:i:1:d:10.1007_s11187-018-0056-y.

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2017Options Order Flow, Volatility Demand and Variance Risk Premium. (2017). Chakrabarti, Prasenjit ; Kotha, Kiran Kumar . In: Multinational Finance Journal. RePEc:mfj:journl:v:21:y:2017:i:2:p:49-90.

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2018Structure of Small and Medium-Sized Business- Results of Total Statistic Observations in Russia. (2018). Pinkovetskaia, Iuliia S ; Balynin, Igor V. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:1:p:143-158.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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2019Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency. (2019). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2019_003.

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2017Una Subasta Doble de Divisas para la Determinación del Tipo de Cambio en Bolivia. (2017). Fernandez, Bernardo ; Aldazosa, Rene E. In: Documentos de trabajo. RePEc:ris:iisecd:2017_004.

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2017Information as potential key determinant in switching electricity suppliers. (2017). Wirl, Franz ; Six, Magdalena ; Wolf, Jaqueline . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:2:d:10.1007_s11573-016-0821-9.

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More than 100 citations found, this list is not complete...

Works by Sugato Chakravarty:


YearTitleTypeCited
2009A Multistage Model of Loans and the Role of Relationships In: Financial Management.
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article22
2011Determinants of Profit Reinvestment by Small Businesses in Emerging Economies In: Financial Management.
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article4
2005The Effect of Decimalization on Trade Size and Adverse Selection Costs In: Journal of Business Finance & Accounting.
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2004Informed Trading in Stock and Option Markets In: Journal of Finance.
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article164
2004Decimals And Liquidity: A Study Of The Nyse In: Journal of Financial Research.
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article30
2011THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS In: Journal of Financial Research.
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article4
2011The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets.(2011) In: Working Papers.
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2012The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets.(2012) In: Working Papers.
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paper
2004The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets..(2004) In: Purdue University Economics Working Papers.
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This paper has another version. Agregated cites: 4
paper
2010Relationship Lending in Microcredit: Evidence from Bangladesh In: Working Papers.
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paper1
2011Clean Sweep: Informed Trading through Intermarket Sweep Orders In: Working Papers.
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paper10
2012Clean Sweep: Informed Trading through Intermarket Sweep Orders.(2012) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 10
article
2011Lying and Friendship In: Working Papers.
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paper7
2011Do Busy Boards Add Value to Standalone Firms relative to Business Groups?Evidence from India In: Working Papers.
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paper0
2011Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom In: Working Papers.
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paper0
2012The International Evidence on Discouraged Small Businesses In: Working Papers.
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paper14
2013The international evidence on discouraged small businesses.(2013) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 14
article
2013Capacity Constraints and the Opening of New Hedge Funds In: Working Papers.
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paper0
2013Selection of Borrowing Partners in Joint-Liability-Based Microcredit: Evidence from Framed Field Experiments in Bangladesh In: Working Papers.
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2013Selection of Borrowing Partners in Joint-Liability-Based Microcredit: Evidence from Framed Field Experiments in Bangladesh.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013The Role of Subsidization and Organizational Status on Borrower Repayment Rates in Microfinance Institutions In: Working Papers.
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paper1
2013Are Women “Naturally” Better Credit Risks in Microcredit? Evidence from Field Experiments in Patriarchal and Matrilineal Societies in Bangladesh In: Working Papers.
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paper0
2014Are Women “The role of lender-entrepreneur relationships on the availability of entrepreneurial microfinance for the poor In: Working Papers.
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paper0
1999Does Insider Trading Really Move Stock Prices? In: Journal of Financial and Quantitative Analysis.
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article33
1998Does Insider Trading Really Move Stock Prices?.(1998) In: Purdue University Economics Working Papers.
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This paper has another version. Agregated cites: 33
paper
2007Stealth Trading in Options Markets In: Journal of Financial and Quantitative Analysis.
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article34
2002An examination of own account trading by dual traders in futures markets In: Economics Bulletin.
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article12
2003An examination of own account trading by dual traders in futures markets.(2003) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 12
article
2001An Examination of Own Account Trading by Dual Traders in Futures Markets..(2001) In: Purdue University Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2003A Bayesian analysis of dual trader informativeness in futures markets In: Journal of Empirical Finance.
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article3
2009Cleaning house: Stock reassignments on the NYSE In: Journal of Financial Markets.
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article1
2005Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders In: Journal of Financial Markets.
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article44
2005Did decimalization hurt institutional investors? In: Journal of Financial Markets.
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article20
1998Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares In: Journal of International Financial Markets, Institutions and Money.
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article68
1998Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares.(1998) In: Research Paper.
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This paper has another version. Agregated cites: 68
paper
2001Stealth-trading: Which traders trades move stock prices? In: Journal of Financial Economics.
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article174
2002Stealth-Trading: Which Traders Trades Move Stock Prices?.(2002) In: Finance.
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This paper has another version. Agregated cites: 174
paper
1995An Integrated Model of Market and Limit Orders In: Journal of Financial Intermediation.
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article72
2002An Integrated Model of Market and Limit Orders.(2002) In: Finance.
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This paper has another version. Agregated cites: 72
paper
2004Relationships and individuals bank switching behavior In: Journal of Economic Psychology.
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article11
2005Individual investors reactions to decimalization: Innovation diffusion in financial markets In: Journal of Economic Psychology.
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article1
2002A model of brokers trading, with applications to order flow internalization In: Review of Financial Economics.
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article6
2001A Model of Brokers Trading with Applications to Order Flow Internalization..(2001) In: Purdue University Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005A re-examination of the role of relationships in the loan-granting process In: Proceedings.
[Citation analysis]
paper2
1997Traders broker choice, market liquidity and market structure In: Research Paper.
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paper0
1997Traders broker choice, market liquidity and market structure.(1997) In: Staff Reports.
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This paper has another version. Agregated cites: 0
paper
1997Can competition between brokers mitigate agency conflicts with their customers? In: Research Paper.
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paper0
1997Can competition between brokers mitigate agency conflicts with their customers?.(1997) In: Staff Reports.
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This paper has another version. Agregated cites: 0
paper
1997Estimating the adverse selection cost in markets with multiple informed traders In: Research Paper.
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paper0
1997A general model of brokers trading, with applications to order flow internalization, insider trading and off-exchange block sales In: Research Paper.
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paper0
1998An analysis of brokers trading with applications to order flow internalization and off-exchange sales In: Research Paper.
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paper0
1998Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders In: Research Paper.
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paper0
1999Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets In: Staff Reports.
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paper35
1997An Analysis of Prices, Bid/Ask Spreads, and Bid and Ask Depths Surrounding Ivan Boeskys Illegal Trading in Carnations Stock In: Financial Management.
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article24
2002Comment on Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market. In: Journal of Money, Credit and Banking.
[Citation analysis]
article1
2000An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2000Stealth Trading: The Next Generation. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2000Are Analyst Recommendations Informative? In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2000The Determinants of Liquidity in U.S. Corporate, Municipal, and Treasury Bond Markets. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2000Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2001A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2001Do Bid-Ask Spreads or Bid and Ask Depths Convey New Information First? In: Purdue University Economics Working Papers.
[Citation analysis]
paper1
2002Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?.(2002) In: Econometrics.
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This paper has another version. Agregated cites: 1
paper
2001Institutional Trading Patterns and Price Impact around Decimilization. In: Purdue University Economics Working Papers.
[Citation analysis]
paper0
2002Relationships and Rationing in Consumer Loans: Evidence from the Nineties. In: Purdue University Economics Working Papers.
[Citation analysis]
paper3
2002Decimal Trading and Market Impact. In: Purdue University Economics Working Papers.
[Citation analysis]
paper1
2006Regional variation in banking services and social exclusion In: Regional Studies.
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article0
1999Relationships and Rationing in Consumer Loans. In: The Journal of Business.
[Full Text][Citation analysis]
article18

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team