Ananth Madhavan : Citation Profile


Are you Ananth Madhavan?

23

H index

26

i10 index

3044

Citations

RESEARCH PRODUCTION:

29

Articles

36

Papers

1

Books

RESEARCH ACTIVITY:

   33 years (1985 - 2018). See details.
   Cites by year: 92
   Journals where Ananth Madhavan has often published
   Relations with other researchers
   Recent citing documents: 156.    Total self citations: 8 (0.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma618
   Updated: 2022-11-19    RAS profile: 2019-08-16    
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Relations with other researchers


Works with:

Lettau, Martin (3)

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

Is cited by:

Theissen, Erik (41)

Foucault, Thierry (33)

Subrahmanyam, Avanidhar (26)

PASCUAL, ROBERTO (25)

Chakravarty, Sugato (23)

Menkhoff, Lukas (23)

Biais, Bruno (19)

Menkveld, Albert (18)

Gallagher, David (17)

Bikker, Jacob (16)

Camilleri, Silvio (16)

Cites to:

Stoll, Hans (12)

Christie, William (10)

Shleifer, Andrei (9)

Subrahmanyam, Avanidhar (9)

Amihud, Yakov (8)

Easley, David (7)

Harris, Jeffrey (5)

Lee, Charles (5)

Brennan, Michael (4)

Biais, Bruno (4)

Lyons, Richard (4)

Main data


Where Ananth Madhavan has published?


Journals with more than one article published# docs
Review of Financial Studies6
Journal of Finance5
Journal of Financial Economics4
Journal of Financial Markets3
Journal of Financial and Quantitative Analysis2
Journal of Financial Intermediation2
Journal of Food Distribution Research2

Recent works citing Ananth Madhavan (2022 and 2021)


YearTitle of citing document
2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2021Optimal make take fees in a multi market maker environment. (2019). Rosenbaum, Mathieu ; Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.11053.

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2021Effective Algorithms for Optimal Portfolio Deleveraging Problem with Cross Impact. (2020). Chen, Yuanyuan ; Luo, Hezhi ; Li, Duan ; Zhang, Xianye. In: Papers. RePEc:arx:papers:2012.07368.

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2021Liquidity Stress Testing using Optimal Portfolio Liquidation. (2021). Baldacci, Bastien ; Manziuk, Iuliia ; Weber, Mike. In: Papers. RePEc:arx:papers:2102.02877.

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2021Phase Transitions in Kyles Model with Market Maker Profit Incentives. (2021). Shlomov, Segev ; Neuman, Eyal ; Lehalle, Charles-Albert. In: Papers. RePEc:arx:papers:2103.04481.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2021Order flow and price formation. (2021). Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2105.00521.

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2022The Inelastic Market Hypothesis: A Microstructural Interpretation. (2021). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2108.00242.

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2021Unihedge -- A decentralized market prediction platform. (2021). Rovzman, Nejc ; Corn, Marko. In: Papers. RePEc:arx:papers:2108.11631.

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2021Market Microstructure of Non Fungible Tokens. (2021). Mukhopadhyay, Mayukh ; Ghosh, Kaushik. In: Papers. RePEc:arx:papers:2112.03172.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2022Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213.

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2022DeepScalper: A Risk-Aware Deep Reinforcement Learning Framework for Intraday Trading with Micro-level Market Embedding. (2021). He, XU ; Wang, Rundong ; Sun, Shuo ; Li, Jian ; Zhu, Junlei. In: Papers. RePEc:arx:papers:2201.09058.

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2022A mean-field game of market-making against strategic traders. (2022). Possamai, Dylan ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2203.13053.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2021Volatility Bursts: A discrete-time option model with multiple volatility components. (2021). Lilla, Francesca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1336_21.

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2021The anatomy of bond ETF arbitrage. (2021). Todorov, Karamfil. In: BIS Quarterly Review. RePEc:bis:bisqtr:2103d.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2022To batch or not to batch? The release of USDA crop reports. (2022). Garcia, Philip ; Serra, Teresa ; Huang, Joshua ; Irwin, Scott H. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:143-154.

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2021Do volatility extensions improve the quality of closing call auctions?. (2021). Hagstromer, Bjorn ; Felezvias, Ester. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:385-406.

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2021Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market. (2021). Rhee, Ghon S ; Liu, Chunlin ; Ekaputra, Irwan A ; Zeng, Hongchao. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:404-429.

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2022Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?. (2022). Lewis, Ryan ; Franks, Julian ; Demiroglu, Cem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1179-1218.

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2022Preopening price indications and market quality: Evidence from NYSE Rule 48. (2022). Kim, Youngsoo ; Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:205-228.

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2021Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148.

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2021Institutional common ownership and firm value: Evidence from real estate investment trusts. (2021). Ling, David ; Zhou, Tingyu ; Wang, Chongyu. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:187-223.

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2021Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway. (2021). Findreng, Jon H. In: Working Paper. RePEc:bno:worpap:2021_2.

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2021Robust Estimation of Integrated Volatility. (2021). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2115.

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2021Corporate financing of investment opportunities in a world of institutional cross-ownership. (2021). Wang, Chong ; Li, Qingyuan ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001632.

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2021Institutional dual holdings and risk-shifting: Evidence from corporate innovation. (2021). Yang, Huan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921002108.

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2021Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145.

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2022A theory of procyclical market liquidity. (2022). Strobl, Gunter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000318.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2022Trade friction and price discovery in the USD–CAD spot and forward markets. (2022). Xu, Ke ; Song, Victor ; Chen, Jian ; Yan, Meng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002217.

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2022Local mispricing and microstructural noise: A parametric perspective. (2022). Hautsch, Nikolaus ; Cebiroglu, Gokhan ; Archakov, Ilya ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:510-534.

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2022Endogenous market development for government securities in lower-income economies. (2022). Endo, Tadashi. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000522.

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2021Does vega-neutral options trading contain information?. (2021). Yang, Heejin ; Ryu, Doojin ; Lee, Jaeram. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

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2021City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

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2021Is competition beneficial? The case of exchange traded funds. (2021). Eugster, Nicolas ; Kharma, Celine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001241.

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2021Unskilled fund managers: Replicating active fund performance with few ETFs. (2021). De-Losso, Rodrigo ; Bueno, Rodrigo ; Cavalcante-Filho, Elias ; Moraes, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100226x.

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2022Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments. (2022). Strange, Roger ; Chen, Ding ; Zhang, Xiaoxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002830.

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2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

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2022Dependence dynamics of US REITs. (2022). Vo, Xuan Vinh ; Ahmad, Nasir ; Hussain, Syed Jawad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928.

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2021Do intra-day auctions improve market liquidity?. (2021). Zhou, Zhou ; Leung, Henry ; Gan, Quan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315889.

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2021Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components. (2021). Kanamura, Takashi. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316809.

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2022Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846.

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2022From upstairs to downstairs trading: Evidence from a highly segmented market. (2022). Wagner, Moritz ; Hong, Sanghyun ; Biakowski, Jdrzej. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004839.

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2022Greenwashing and credit spread: Evidence from the Chinese green bond market. (2022). Xu, Guoquan ; Lu, Nuotian ; Tong, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001830.

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2021Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525.

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2022Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300860.

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2022Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange. (2022). Park, Seongkyu (Gilbert) ; Wan, Kam-Ming ; Suen, Wing. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000732.

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2022Price impact versus bid–ask spreads in the index option market. (2022). van Kervel, Vincent ; Seeger, Norman J ; Kaeck, Andreas. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000550.

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2022Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation. (2022). Milo, Orit ; Kedar-Levy, Haim ; Hauser, Shmuel . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000015.

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2022Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379.

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2022Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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2022Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential. (2022). Wang, Zhiqin ; Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s104402832100017x.

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2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487.

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2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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2022Impact of Coronavirus on liquidity in financial markets. (2022). Haar, Lawrence ; Gregoriou, Andros ; Gofran, Ruhana Zareen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200049x.

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2021Short-term reversals, short-term momentum, and news-driven trading activity. (2021). Nie, Ziye Zoe ; Kirby, Chris ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000261.

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2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

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2022Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983.

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2022Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

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2022Common institutional ownership and corporate social responsibility. (2022). Wang, Xianjue ; Cheng, Xin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001771.

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2022Index fund trading costs are inversely related to fund and family size. (2022). Mansi, Sattar ; Hayunga, Darren ; Adams, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001212.

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2021The impact of ETFs in secondary asset markets: Experimental evidence. (2021). Rud, Olga ; Rabanal, Jean Paul ; Duffy, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:674-696.

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2021Measuring institutional trading costs and the implications for finance research: The case of tick size reductions. (2021). Liu, Tingting ; Irvine, Paul J ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:832-851.

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2021Slow-moving capital and execution costs: Evidence from a major trading glitch. (2021). Salam, Mehmet ; Collin-Dufresne, Pierre ; Bogousslavsky, Vincent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:922-949.

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2021What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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2021The electronic evolution of corporate bond dealers. (2021). Zhou, Xing Alex ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:368-390.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2021The cross-section of intraday and overnight returns. (2021). Bogousslavsky, Vincent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:172-194.

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2021The impact of arbitrage on market liquidity. (2021). Roesch, Dominik ; Rosch, Dominik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:195-213.

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2021Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis. (2021). Zhou, Xing ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:46-68.

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2022Closing auctions: Nasdaq versus NYSE. (2022). Wu, Yanbin ; Jegadeesh, Narasimhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1120-1139.

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2022Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; Jarnecic, Elvis ; James, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358.

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2021Informed trading and earnings announcement driven disagreement in global markets. (2021). Chen, Tao. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000045.

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2021Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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2022Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information. (2022). Yu, Chia-Feng ; Brockman, Paul ; Zurbruegg, Ralf ; Phan, Hoang-Long. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000258.

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2022Commodity markets intervention: Consequences of speculation, and informed trading. (2022). Sopranzetti, Ben ; Luong, Phat V. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s240585132100026x.

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2021Big data analytics, order imbalance and the predictability of stock returns. (2021). Sensoy, Ahmet ; Corbet, Shaen ; Salari, Hajar Novin ; Gulay, Guzhan ; Akyildirim, Erdinc. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000402.

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2021Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market. (2021). Ly, Phuong Thi ; Lin, Hai ; Geng, Heng ; Chen, Rong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000743.

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2021Does corporate social responsibility reduce share price premium? Evidence from Chinas A- and H-shares. (2021). Xu, Chen ; Sun, Jianfei ; Luo, Rui ; Liao, Mingqing ; Deng, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000767.

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2021Political uncertainty and A-H share premium. (2021). Wang, Junbo ; Kong, Dongmin ; Cheng, XU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304925.

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2022Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange. (2022). Guo, Qian ; Chen, Jing ; Zhao, Chengzhi ; Han, Qian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001160.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021Trading leveraged Exchange-Traded products is hazardous to your wealth. (2021). Roger, Patrick ; McGowan, Richard ; Dhondt, Catherine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:287-302.

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2021Short-term stock price reversals after extreme downward price movements. (2021). Utz, Sebastian ; Rif, Alexandru. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:123-133.

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2021Endogenous liquidity risk and dealer market structure. (2021). Jarrow, Robert ; Li, Siguang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:449-453.

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2022The liquidity impact of Chinese green bonds spreads. (2022). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:318-334.

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2022Information demand and net selling around earnings announcement. (2022). Zhang, Yongjie ; Li, Xiao ; Chu, Gang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001434.

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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001153.

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2021On the upside or flipside: Where is venture capital positioned in the era of digital disruptions?. (2021). Zada, Shehnaz Sahib ; Hameed, Affan ; Khan, Zafir Ullah. In: Technology in Society. RePEc:eee:teinso:v:65:y:2021:i:c:s0160791x21000300.

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2021Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data. (2021). von Beschwitz, Bastian ; Schmidt, Daniel ; Lunghi, Sandro. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-22.

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2022Slope-takers in anonymous markets. (2022). Weretka, Marek ; Quint, Daniel. In: GRAPE Working Papers. RePEc:fme:wpaper:64.

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2022Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks. (1996). Tonks, Ian ; snell, andy. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp242.

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2021Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709.

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

Works by Ananth Madhavan:


YearTitleTypeCited
2018Exchange-Traded Funds 101 for Economists In: Journal of Economic Perspectives.
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article29
2018Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 29
paper
2018Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
1986ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research.
[Full Text][Citation analysis]
article0
1985COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research.
[Full Text][Citation analysis]
article0
2014Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts In: Annual Review of Financial Economics.
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article1
1994Price Continuity Rules and Insider Trading. In: Working papers.
[Citation analysis]
paper10
1995Price Continuity Rules and Insider Trading.(1995) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
1992Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
1992 Trading Mechanisms in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]
article229
1990Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 229
paper
1993 An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance.
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article147
1997 Competition and Collusion in Dealer Markets. In: Journal of Finance.
[Full Text][Citation analysis]
article72
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
[Full Text][Citation analysis]
article109
2015Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance.
[Full Text][Citation analysis]
article57
1991Insider Trading and the Value of the Firm. In: Journal of Industrial Economics.
[Full Text][Citation analysis]
article6
1988INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2001Pre-Trade Transparency In: Istanbul Stock Exchange Review.
[Full Text][Citation analysis]
article1
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
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article32
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 32
paper
2000Stock returns and trading at the close In: Journal of Financial Markets.
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article62
2000Market microstructure: A survey In: Journal of Financial Markets.
[Full Text][Citation analysis]
article360
2005Should securities markets be transparent? In: Journal of Financial Markets.
[Full Text][Citation analysis]
article96
1991A Bayesian model of intraday specialist pricing In: Journal of Financial Economics.
[Full Text][Citation analysis]
article156
2002A Bayesian Model of Intraday Specialist Pricing.(2002) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 156
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 156
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 156
paper
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
[Full Text][Citation analysis]
article160
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
[Full Text][Citation analysis]
article190
1998An empirical analysis of NYSE specialist trading In: Journal of Financial Economics.
[Full Text][Citation analysis]
article89
1992Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article19
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
1996Security Prices and Market Transparency In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article57
1991Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 57
paper
1988COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION In: Cornell - Department of Economics.
[Citation analysis]
paper0
1996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper382
1994Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks.(1994) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 382
paper
1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks..(1997) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 382
article
2001Security Prices and Market Transparency (Revision of 12-90) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1992Security Prices and Market Transparency (Revision of 12-90).(1992) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1998The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1998The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper73
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 73
paper
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper7
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1994The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1990Security Prices and Market Transparency (Revised: 1-92) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1993Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1992Price Experimentation and Security Market Structure In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper46
1993Price Experimentation and Security Market Structure..(1993) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
1992The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1992An Analysis of Daily Changes in Specialist Inventories and Quotations. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper6
1994Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1988Risky Business: The Clearance and Settlement of Financial Transactions In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1997In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets. In: Review of Financial Studies.
[Citation analysis]
article106
2000Price Discovery in Auction Markets: A Look Inside the Black Box. In: Review of Financial Studies.
[Citation analysis]
article92
1995Consolidation, Fragmentation, and the Disclosure of Trading Information. In: Review of Financial Studies.
[Full Text][Citation analysis]
article122
1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Review of Financial Studies.
[Full Text][Citation analysis]
article182
2016Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue.
[Citation analysis]
book20
1991Dynamic Insider Trading. In: RCER Working Papers.
[Citation analysis]
paper0
1992Information Aggregation and Strategic Trading in Speculative Markets. In: RCER Working Papers.
[Citation analysis]
paper0
1994Cooperation for Monopolization? An Empirical Analysis of Cartelization. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article7
2000Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
paper115

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