Ananth Madhavan : Citation Profile


Are you Ananth Madhavan?

23

H index

27

i10 index

3186

Citations

RESEARCH PRODUCTION:

32

Articles

37

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 83
   Journals where Ananth Madhavan has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 8 (0.25 %)

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   Permalink: http://citec.repec.org/pma618
   Updated: 2023-11-04    RAS profile: 2023-09-08    
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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 (42)

Foucault, Thierry (33)

PASCUAL, ROBERTO (26)

Subrahmanyam, Avanidhar (26)

Chakravarty, Sugato (23)

Menkhoff, Lukas (23)

Biais, Bruno (19)

Gallagher, David (19)

Menkveld, Albert (18)

Camilleri, Silvio (16)

Daures (formerly Lescourret), Laurence (15)

Cites to:

Subrahmanyam, Avanidhar (9)

Shleifer, Andrei (9)

Amihud, Yakov (8)

Christie, William (8)

Easley, David (7)

Keim, Donald (5)

Lee, Charles (5)

Milgrom, Paul (4)

Summers, Lawrence (4)

Foucault, Thierry (4)

Lyons, Richard (4)

Main data


Where Ananth Madhavan has published?


Journals with more than one article published# docs
Journal of Finance7
Review of Financial Studies6
Journal of Financial Economics4
Journal of Financial Markets3
Journal of Food Distribution Research2
Journal of Financial and Quantitative Analysis2
Journal of Financial Intermediation2

Recent works citing Ananth Madhavan (2023 and 2022)


YearTitle of citing document
2023Disentangling Short-Run COVID-19 Price Impact Pathways in the U.S. Corn Market. (2022). , Gao. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322846.

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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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2023Price 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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2022Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827.

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2022Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2022). Streicher, Sina ; Polivka, Jeannine ; Halbleib, Roxana ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2212.11833.

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2023PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets. (2023). An, BO ; Wang, Xinrun ; Qin, Molei ; Sun, Shuo. In: Papers. RePEc:arx:papers:2302.00586.

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2023FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. (2023). Adams, Austin ; Wan, Xin ; Milionis, Jason. In: Papers. RePEc:arx:papers:2306.09421.

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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Equilibria and incentives for illiquid auction markets. (2023). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Kavvathas, Dimitrios ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2307.15805.

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2023Modeling liquidity in corporate bond markets: applications to price adjustments. (2023). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2309.04216.

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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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2022The Market Reaction to Cross?border Listings: Evidence from AH Listed Firms. (2022). Zhang, John Fan. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:6:p:183-218.

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2022Are the flows of exchange?traded funds informative?. (2022). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1165-1200.

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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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2023Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?. (2023). Kruger, Samuel ; Hirschey, Nicholas ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:887-934.

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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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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023A Leland model for delta hedging in central risk books. (2023). Webster, Kevin ; Wang, Zexin ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:504-547.

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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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2022Over-the-counter versus double auction in asset markets with near-zero-intelligence traders. (2022). Zhan, Yaosong ; Lu, Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002147.

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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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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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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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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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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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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753.

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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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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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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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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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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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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023The effect of bond market transparency on bank loan contracting. (2023). Kyung, Hoyoun ; Chy, Mahfuz. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000593.

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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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2023Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260.

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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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2022Salience theory and the cross-section of stock returns: International and further evidence. (2022). Zaremba, Adam ; Cakici, Nusret. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725.

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2023Heterogeneous liquidity providers and night-minus-day return predictability. (2023). Qin, Zhongling ; Malliaris, Steven ; Lu, Zhongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:175-200.

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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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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2022How does the exchange-rate regime affect dual-listed share price parity? Evidence from China’s A- and H-share markets. (2022). Hua, Jian ; Girardin, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001413.

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2023Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence. (2023). Furceri, Davide ; Choi, Sangyup ; Ciminelli, Gabriele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200167x.

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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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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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2022Domestic liquidity of cross-listed stocks: Evidence from the ADR market. (2022). Hassan, Kabir M ; Azmat, Saad ; Ghaffar, Hamza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x2200138x.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023ETF ownership and informational efficiency of underlying stocks: Evidence from China. (2023). Zhu, Feifei ; Wu, Weili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000719.

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2023An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147.

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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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2023Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

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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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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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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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2023On the Competition Between ECNs, Stock Markets and Market Makers. (2000). Benhamou, Eric ; Serval, Thomas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp345.

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2022.

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2022Intraday Patterns of Liquidity on the Warsaw Stock Exchange before and after the Outbreak of the COVID-19 Pandemic. (2022). Tuszkiewicz, Marcin ; Kubiczek, Jakub. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:1:p:13-:d:750789.

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2023How Do Stock Market Development and Competitiveness Affect Equity Risk Premium? Implications from World Economies. (2023). Rashwan, Mohamed ; Yusuf, Mona ; Apaydin, Marina ; Eldomiaty, Tarek. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:30-:d:1055438.

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2022Mean–Variance Portfolio Efficiency under Leverage Aversion and Trading Impact. (2022). Jeong, Jaehwan ; Edirisinghe, Chanaka. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:98-:d:756769.

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2022.

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2022.

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2022Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique. (2022). Marta, Thomas ; Riva, Fabrice. In: Post-Print. RePEc:hal:journl:hal-03969597.

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2022Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique. (2022). Riva, Fabrice ; Marta, Thomas. In: Post-Print. RePEc:hal:journl:hal-03969602.

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2022Tick Size and Informed Trading: Evidence from the Taiwanese Stock Market. (2022). Liu, Shinhua ; Hung, Ken ; Duan, Chang-Wen. In: International Business Research. RePEc:ibn:ibrjnl:v:15:y:2022:i:1:p:1.

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2022Tax-Favored Stock Donations by Corporate Insiders and Consequences for Equity Markets. (2022). , Ram ; Mittendorf, Brian ; Arya, Anil. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8506-8514.

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2022Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare. (2022). Wuyts, Gunther ; van Achter, Mark ; Degryse, Hans. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:635-653.

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2022Do traders learn to select efficient market institutions?. (2022). Kirchsteiger, Georg ; Alós-Ferrer, Carlos ; Buckenmaier, Johannes ; Alos-Ferrer, Carlos. In: Experimental Economics. RePEc:kap:expeco:v:25:y:2022:i:1:d:10.1007_s10683-021-09710-1.

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2022Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market. (2022). Ahmed, Sheraz ; Leivo, Timo H ; Patari, Eero J. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:3:d:10.1007_s11408-021-00400-9.

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2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

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2022Secondary Market Transparency and Corporate Bond Issuing Costs. (2022). Martin, Spencer J ; Comerton-Forde, Carole ; Brugler, James. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:43-77..

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2022The Bright Side of Dark Markets: Experiments. (2022). Riyanto, Yohanes ; Wang, Yan ; Roy, Nilanjan ; Halim, Edward. In: MPRA Paper. RePEc:pra:mprapa:111803.

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2022On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies. (2022). Hatemi, Abdulnasser ; El-Khatib, Youssef. In: MPRA Paper. RePEc:pra:mprapa:114556.

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2022Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India. (2022). Kumar, Kiran K ; Anshuman, Ravi V ; Acharya, Viral V. In: ADBI Working Papers. RePEc:ris:adbiwp:1333.

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2022Assessment of Asymmetric Information Cost in Indian Stock Market: A Sectoral Approach. (2022). Misra, Arun Kumar ; Pan, Aritra. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:512-535.

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2022Building Knowledge in the Oil Market. (2022). Paraskevopoulos, Ioannis ; Corzo, Teresa ; Figuerola-Ferretti, Isabel ; Martn-Bujack, Karin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068491.

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2023Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century. (2023). Riva, Angelo ; Rezaee, Amir ; Hautcoeur, Pierre-Cyrille. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:2:d:10.1007_s11698-022-00248-7.

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2022Distributed knowledge and the organization of economic activity. (2022). Veetil, Vipin P. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:28:y:2022:i:2:d:10.1007_s10588-021-09350-z.

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2022Profitability of technical trading strategies under market manipulation. (2022). Ma, Alfred. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00304-7.

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2022Bank loan information and information asymmetry in the stock market: evidence from China. (2022). Yang, Xiaoguang ; Wang, Yun ; Ye, Yanyi. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00367-0.

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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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article33
2018Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers.
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2018Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers.
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1986ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research.
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article0
1985COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research.
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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.
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paper10
1995Price Continuity Rules and Insider Trading.(1995) In: Journal of Financial and Quantitative Analysis.
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1992Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers.
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2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance.
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article127
2000Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series.
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paper
1992 Trading Mechanisms in Securities Markets. In: Journal of Finance.
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article232
1990Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers.
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paper
1993 An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance.
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article152
1997 Competition and Collusion in Dealer Markets. In: Journal of Finance.
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article74
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
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article112
2000The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance.
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article11
2001Discussion In: Journal of Finance.
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article0
2015Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance.
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article60
1991Insider Trading and the Value of the Firm. In: Journal of Industrial Economics.
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article6
1988INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics.
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paper
2001Pre-Trade Transparency In: Istanbul Stock Exchange Review.
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article1
2023IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? In: Department of Economics, Working Paper Series.
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paper0
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
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article33
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
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paper
2000Stock returns and trading at the close In: Journal of Financial Markets.
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article66
2000Market microstructure: A survey In: Journal of Financial Markets.
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article374
2005Should securities markets be transparent? In: Journal of Financial Markets.
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article96
1991A Bayesian model of intraday specialist pricing In: Journal of Financial Economics.
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article157
2002A Bayesian Model of Intraday Specialist Pricing.(2002) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 157
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 157
paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers.
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This paper has another version. Agregated cites: 157
paper
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
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article173
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
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article199
1998An empirical analysis of NYSE specialist trading In: Journal of Financial Economics.
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article89
1992Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation.
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article19
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Rodney L. White Center for Financial Research Working Papers.
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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.
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This paper has another version. Agregated cites: 19
paper
1996Security Prices and Market Transparency In: Journal of Financial Intermediation.
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article60
1991Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers.
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This paper has another version. Agregated cites: 60
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]
paper394
1994Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks.(1994) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 394
paper
1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks..(1997) In: Review of Financial Studies.
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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.
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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]
paper78
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 78
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.
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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]
article109
2000Price Discovery in Auction Markets: A Look Inside the Black Box. In: Review of Financial Studies.
[Citation analysis]
article95
1995Consolidation, Fragmentation, and the Disclosure of Trading Information. In: Review of Financial Studies.
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article129
1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Review of Financial Studies.
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article201
2016Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue.
[Citation analysis]
book23
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
2006Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter2

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