S Viswanathan : Citation Profile


Are you S Viswanathan?

Duke University (50% share)
Duke University (50% share)

23

H index

30

i10 index

1966

Citations

RESEARCH PRODUCTION:

29

Articles

13

Papers

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 72
   Journals where S Viswanathan has often published
   Relations with other researchers
   Recent citing documents: 217.    Total self citations: 13 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi157
   Updated: 2017-11-18    RAS profile: 2017-10-06    
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Relations with other researchers


Works with:

Rampini, Adriano (5)

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

Is cited by:

Ito, Takatoshi (16)

Vayanos, Dimitri (16)

Evans, Martin (14)

Subrahmanyam, Avanidhar (14)

Lyons, Richard (14)

Bernhardt, Dan (14)

Nöldeke, Georg (13)

Stulz, René (12)

Engle, Robert (12)

Biais, Bruno (10)

Payne, Richard (10)

Cites to:

Shleifer, Andrei (10)

Foster, Frederick (9)

Rampini, Adriano (9)

Stulz, René (8)

DeMarzo, Peter (7)

Gromb, Denis (6)

Leland, Hayne (6)

Vayanos, Dimitri (6)

Shin, Hyun Song (6)

Rochet, Jean (6)

Biais, Bruno (5)

Main data


Where S Viswanathan has published?


Journals with more than one article published# docs
Journal of Finance12
Journal of Financial Economics4
Review of Financial Studies4
The Journal of Business2

Working Papers Series with more than one paper published# docs
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing S Viswanathan (2017 and 2016)


YearTitle of citing document
2016Endogenous Entry to Security-Bid Auctions. (2016). Sogo, Takeharu ; Bernhardt, Dan ; Liu, Tingjun . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:11:p:3577-89.

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2016Financial Innovation, Collateral, and Investment. (2016). Fostel, Ana ; Geanakoplos, John . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:8:y:2016:i:1:p:242-84.

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2016A Theory of Rational Demand for Index Insurance. (2016). Clarke, Daniel. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:8:y:2016:i:1:p:283-306.

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2016The Impact of Insurance Provision on Household Production and Financial Decisions. (2016). Cai, Jing. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:8:y:2016:i:2:p:44-88.

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2016Agricultural Production, Weather Variability, and Technical Change: 40 Years of Evidence from Indi. (2016). Shively, Gerald ; Michler, Jeffrey. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236342.

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2016Big Data and Smallholder Farmers: Big Data Applications in the Agri-Food Supply Chain in Developing Countries. (2016). Shanoyan, Aleksan . In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:240705.

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2017A market impact game under transient price impact. (2017). Schied, Alexander ; Zhang, Tao. In: Papers. RePEc:arx:papers:1305.4013.

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2016Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. (2016). Danilova, Albina ; cCetin, Umut . In: Papers. RePEc:arx:papers:1407.2420.

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2017Liquidity Effects of Trading Frequency. (2017). Gayduk, Roman ; Nadtochiy, Sergey . In: Papers. RePEc:arx:papers:1508.07914.

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2017High-frequency limit of Nash equilibria in a market impact game with transient price impact. (2017). Schied, Alexander ; Zhang, Tao ; Strehle, Elias . In: Papers. RePEc:arx:papers:1509.08281.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070.

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2017Financial equilibrium with asymmetric information and random horizon. (2017). cCetin, Umut . In: Papers. RePEc:arx:papers:1603.08828.

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2017Are Order Anticipation Strategies Harmful? A Theoretical Approach. (2017). Strehle, Elias . In: Papers. RePEc:arx:papers:1609.00599.

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2016The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function. (2016). Lerner, Peter B. In: Papers. RePEc:arx:papers:1610.08414.

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2016Understanding the Impacts of Dark Pools on Price Discovery. (2016). Ye, Linlin . In: Papers. RePEc:arx:papers:1612.08486.

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2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David . In: Papers. RePEc:arx:papers:1703.09500.

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2017Mini-Flash Crashes, Model Risk, and Optimal Execution. (2017). Bayraktar, Erhan ; Munk, Alexander . In: Papers. RePEc:arx:papers:1705.09827.

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2017Bank lending in uncertain times. (2017). Alessandri, Piergiorgio ; Bottero, Margherita . In: BCAM Working Papers. RePEc:bbk:bbkcam:1703.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stephane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2016How excessive is banks’ maturity transformation?. (2016). Suarez, Javier ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1065_16.

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2017Information Aggregation in Dynamic Markets with Adverse Selection. (2017). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Working Papers. RePEc:bge:wpaper:979.

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2017The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree . In: BIS Working Papers. RePEc:bis:biswps:629.

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2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. (2016). Vasios, Michalis ; Payne, Richard ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0580.

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2016Bid-Ask Spreads in OTC Markets. (2016). Osler, Carol ; Kathitziotis, Neophytos ; Bjonnes, Geir . In: Working Papers. RePEc:brd:wpaper:102.

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2017Do Firms Mitigate or Magnify Capital Misallocation? Evidence from Plant-Level Data. (2017). Kehrig, Matthias ; Vincent, Nicolas. In: Working Papers. RePEc:cen:wpaper:17-14.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2017Do Firms Mitigate or Magnify Capital Misallocation? Evidence from Planet-Level Data. (2017). Kehrig, Matthias ; Vincent, Nicolas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6401.

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2017How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Basten, Christoph ; Koch, Catherine Tahmee ; Guin, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6649.

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2016Smooth Trading with Overconfidence and Market Power. (2016). Obizhaeva, Anna ; Wang, Yajun ; Kyle, Albert S. In: Working Papers. RePEc:cfr:cefirw:w0226.

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2016Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. (2016). Garcia, René ; Fontaine, Jean-Sebastien ; Gungor, Sermin . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-21.

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2016How Excessive Is Banks Maturity Transformation?. (2016). Suarez, Javier ; Segura, Anatoli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11111.

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2016Bank Leverage and Monetary Policys Risk-Taking Channel: Evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo ; Dellariccia, Giovanni . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11230.

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2016Non-Precautionary Cash Hoarding and the Evolution of Growth Firms. (2016). Boot, Arnoud ; Vladimirov, Vladimir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11510.

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2017Are stock-financed takeovers opportunistic?. (2017). Thorburn, Karin ; Eckbo, B. ; Makaew, Tanakorn . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11974.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2016Determinants of Chinese Cross-Border M&As. (2016). Hu, Nan ; Tan, Songtao ; Zhang, Yun . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:1:hu.

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2016Does Financial Education Impact Financial Literacy and Financial Behavior, and if So, When?. (2016). Menkhoff, Lukas ; Kaiser, Tim. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1562.

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2017Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2016Bank leverage and monetary policys risk-taking channel: evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo A ; Dellariccia, Giovanni . In: Working Paper Series. RePEc:ecb:ecbwps:20161903.

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2016Corporate Governance, Investment in Research and Development and Company Performance: A Data Envelopment Analysis Approach Based on Data from a Developing Country. (2016). Setayesh, Mohammad-Hossein ; Kazemnezhad, Mostafa ; Rezaei, Gholamreza . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-38.

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2016Are offshore firms worth more?. (2016). Durnev, Art ; Li, Tiemei ; Magnan, Michel . In: Journal of Corporate Finance. RePEc:eee:corfin:v:36:y:2016:i:c:p:131-156.

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2016Product market effects of real estate collateral. (2016). Alimov, Azizjon . In: Journal of Corporate Finance. RePEc:eee:corfin:v:36:y:2016:i:c:p:75-92.

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2016Institutional investments in pure play stocks and implications for hedging decisions. (2016). Minton, Bernadette A ; Schrand, Catherine . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:132-151.

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2016Leveraged buybacks. (2016). Lei, Zicheng ; Zhang, Chendi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:242-262.

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2016Market timing of seasoned equity offerings with long regulative process. (2016). Huang, Yong ; Zha, Daolin ; Uchida, Konari . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:278-294.

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2016Trust and corporate cash holdings. (2016). Zhang, Ning ; Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:363-387.

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2016Trust and the regulation of corporate self-dealing. (2016). Williamson, Claudia ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:572-590.

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2017Do operating leases expand credit capacity? Evidence from borrowing costs and credit ratings. (2017). Mann, Steven ; Mihov, Vassil T ; Lim, Steve C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:100-114.

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2017Do financial analysts play a role in shaping the rival response of target firms? International evidence. (2017). Li, Donghui ; Murong, Michael ; An, Zhe ; Chen, Zhian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:84-103.

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2017Do managerial risk-taking incentives influence firms exchange rate exposure?. (2017). Hasan, Iftekhar ; Zhu, Yun ; Francis, Bill B ; Hunter, Delroy M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:154-169.

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2017Cross-border merger waves. (2017). Xu, Emma Qianying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:207-231.

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2017What determines horizontal merger antitrust case selection?. (2017). Gao, Ning ; Strong, Norman ; Peng, NI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:51-76.

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2016Macroinsurance for microenterprises: A randomized experiment in post-revolution Egypt. (2016). McKenzie, David ; Groh, Matthew . In: Journal of Development Economics. RePEc:eee:deveco:v:118:y:2016:i:c:p:13-25.

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2016Sons as widowhood insurance: Evidence from Senegal. (2016). Rossi, Pauline ; Lambert, Sylvie. In: Journal of Development Economics. RePEc:eee:deveco:v:120:y:2016:i:c:p:113-127.

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2016Strategic noise trading of later-informed traders in a multi-market framework. (2016). Hsu, Chih-Hsiang . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:235-243.

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2016Heterogeneous noisy beliefs and dynamic competition in financial markets. (2016). Rousseau, Fabrice ; Germain, Laurent ; Boco, Herve . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:347-363.

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2016On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. (2016). PETITJEAN, Mikael ; Mazza, Paolo . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:67-81.

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2016Do stock market trading activities forecast recessions?. (2016). Chatterjee, Ujjal K. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:370-386.

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2017Competition in the stock market with asymmetric information. (2017). Wang, Wanbin Walter . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:40-49.

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2017Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131.

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2016Optimal auctions with endogenous budgets. (2016). Rabinovich, Stanislav ; Baisa, Brian . In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:162-165.

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2017Trading mechanisms and market quality: Limit-order books versus dealership markets. (2017). Xing, Xiaochuan ; Xue, YI. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:35-44.

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2017Financial versus strategic bidders: Evidence from unsuccessful takeover bids. (2017). Blomkvist, Magnus ; Korkeamaki, Timo. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:142-144.

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2017What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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2016On the strategic behavior of large investors: A mean-variance portfolio approach. (2016). Villena, Marcelo J ; Reus, Lorenzo . In: European Journal of Operational Research. RePEc:eee:ejores:v:254:y:2016:i:2:p:679-688.

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2016The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98.

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2017Housing boom, real estate diversification, and capital structure: Evidence from China. (2017). Huang, Jialin ; Rong, Zhao. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:74-95.

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2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

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2016On the properties of the constrained Hansen–Jagannathan distance. (2016). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:121-150.

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2016Liquidation discount—a novel application of ARFIMA–GARCH. (2016). Chan, Felix ; Yang, Joey Wenling ; Gould, John ; Singh, Ranjodh B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:151-161.

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2016Leverage changes and growth options in mergers and acquisitions. (2016). agliardi, elettra ; Koussis, Nicos ; Amel-Zadeh, Amir . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:37-58.

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2016The effect of overvaluation on investment and accruals: The role of information. (2016). Lai, Christine W ; Hu, Shing-yang ; Lin, Yueh-Hsiang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:181-201.

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2016Free float and market liquidity around the world. (2016). Ding, Xiaoya ; Ni, Yang ; Zhong, Ligang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:236-257.

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2016The short trading day anomaly. (2016). Kliger, Doron ; Qadan, Mahmoud . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:62-80.

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2016Target signaling with material adverse change clauses in merger agreements. (2016). Macias, Antonio J ; Moeller, Thomas . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:69-92.

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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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2017Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Boudt, Kris ; Dale, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

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2017What motivates merger and acquisition activities in the upstream oil & gas sectors in the U.S.?. (2017). Hsu, Kuang-Chung ; Zhu, Zhen ; Wright, Michael . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:240-250.

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2016Price discovery of cross-listed firms. (2016). Ghadhab, Imen ; Hellara, Slaheddine . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:177-188.

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2016Do targets grab the cash in takeovers: The role of earnings management. (2016). Campa, Domenico ; Hajbaba, Amir . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:56-64.

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2016A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

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2017The effect of data breach announcements beyond the stock price: Empirical evidence on market activity. (2017). Cummins, Mark ; Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Gogolin, Fabian ; Deeney, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:146-154.

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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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2017Bank market power, asset liquidity and funding liquidity: International evidence. (2017). Nguyen, My ; Skully, Michael ; Perera, Shrimal . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:23-38.

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2016Stock price synchronicity and information disclosure: Evidence from an emerging market. (2016). Farooq, Omar ; Hamouda, Moataz . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:250-254.

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2016Do managers learn from the market? Firm level evidence in merger investment. (2016). Ouyang, Wenjing ; Szewczyk, Samuel H. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:139-145.

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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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2017Optimal hedge ratio in a biased forward market under liquidity constraints. (2017). Dömötör, Barbara ; Domotor, Barbara . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:259-263.

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2017Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum. (2017). Ben Sita, Bernard . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:137-146.

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2016Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S. In: Journal of Financial Markets. RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

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2017Lockstep in liquidity: Common dealers and co-movement in bond liquidity. (2017). Gissler, Stefan . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:1-21.

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2017The determinants and pricing of liquidity commonality around the world. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Ghee, Claudia Koon ; Qian, Xiaolin . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:22-41.

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2017When chasing the offender hurts the victim: The case of insider legislation. (2017). Palan, Stefan ; Stockl, Thomas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:104-129.

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2016Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks. (2016). Slim, Skander ; Dahmene, Meriam . In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:70-84.

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2016Entry by takeover: Auctions vs. bilateral negotiations. (2016). Rosato, Antonio ; Pagnozzi, Marco. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:44:y:2016:i:c:p:68-84.

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2016Trust, firm organization, and the pattern of comparative advantage. (2016). pinotti, paolo ; Cingano, Federico. In: Journal of International Economics. RePEc:eee:inecon:v:100:y:2016:i:c:p:1-13.

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2016IPOs and SEOs, real investments, and market timing: Emerging market evidence. (2016). Goyal, Abhinav ; Reddy, Nagi V ; Mohamed, Abdulkadir ; Wadhwa, Kavita . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:21-41.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2016The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds. (2016). Black, Jeffrey R ; Yadav, Pradeep K ; Stock, Duane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:119-132.

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

Works by S Viswanathan:


YearTitleTypeCited
2008How to Define Illegal Price Manipulation In: American Economic Review.
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article14
1995Can Speculative Trading Explain the Volume-Volatility Relation? In: Journal of Business & Economic Statistics.
[Citation analysis]
article71
1993 Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models. In: Journal of Finance.
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article177
1993 No Arbitrage and Arbitrage Pricing: A New Approach. In: Journal of Finance.
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article69
1993 A New Approach to International Arbitrage Pricing. In: Journal of Finance.
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article62
1996 Strategic Trading When Agents Forecast the Forecasts of Others. In: Journal of Finance.
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article132
1998Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange In: Journal of Finance.
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article71
1999Preferencing, Internalization, Best Execution, and Dealer Profits In: Journal of Finance.
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article30
2000Corporate Reorganizations and Non-Cash Auctions In: Journal of Finance.
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article24
2004Market Valuation and Merger Waves In: Journal of Finance.
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article157
2007Episodic Liquidity Crises: Cooperative and Predatory Trading In: Journal of Finance.
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article54
2010Stock Market Declines and Liquidity In: Journal of Finance.
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article98
2010Collateral, Risk Management, and the Distribution of Debt Capacity In: Journal of Finance.
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article48
2011Leverage, Moral Hazard, and Liquidity In: Journal of Finance.
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article90
2010Leverage, Moral Hazard and Liquidity.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 90
paper
2001On the Existence of Linear Equilibria in Models of Market Making In: Mathematical Finance.
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article12
2004Merger Mechanisms In: Levine's Bibliography.
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paper4
2004Mergers Mechanisms.(2004) In: Econometric Society 2004 North American Winter Meetings.
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This paper has another version. Agregated cites: 4
paper
2004Merger Mechanisms.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2004Merger Mechanisms.(2004) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 4
paper
2008Moral Hazard, Collateral and Liquidity In: CEPR Discussion Papers.
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paper4
1994Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article64
2004Optimal Bidding in Multi-Unit Discriminatory Auctions: Two Bidders In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
paper3
2002Market architecture: limit-order books versus dealership markets In: Journal of Financial Markets.
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article25
2013Collateral and capital structure In: Journal of Financial Economics.
[Full Text][Citation analysis]
article23
2009Collateral and Capital Structure.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2014Dynamic risk management In: Journal of Financial Economics.
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article15
2005Valuation waves and merger activity: The empirical evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]
article168
2009Public trust, the law, and financial investment In: Journal of Financial Economics.
[Full Text][Citation analysis]
article43
2007EFFICIENT MECHANISMS FOR MERGERS AND ACQUISITIONS In: International Economic Review.
[Full Text][Citation analysis]
article21
2016Household Risk Management In: NBER Working Papers.
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paper75
2013Household risk management.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 75
paper
2017Financial Intermediary Capital In: NBER Working Papers.
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paper12
2010Financial Intermediary Capital.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1999Trade Disclosure Regulations in Markets with Negotiated Trades. In: Review of Financial Studies.
[Citation analysis]
article47
2008Endogenous Events and Long-Run Returns In: Review of Financial Studies.
[Full Text][Citation analysis]
article8
1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets. In: Review of Financial Studies.
[Full Text][Citation analysis]
article200
1993The Effect of Public Information and Competition on Trading Volume and Price Volatility. In: Review of Financial Studies.
[Full Text][Citation analysis]
article87
2008Collateral, Financial Intermediation, and the Distribution of Debt Capacity In: 2008 Meeting Papers.
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paper1
2005Financing Auction Bids In: RAND Journal of Economics.
[Citation analysis]
article17
1994The Direct Entry versus Takeover Decision and Stock Price Performance around Takeovers. In: The Journal of Business.
[Full Text][Citation analysis]
article27
2004Inter-Dealer Trading in Financial Markets In: The Journal of Business.
[Full Text][Citation analysis]
article13

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