23
H index
27
i10 index
3186
Citations
Ananth Madhavan : Citation Profile
| RESEARCH PRODUCTION: 32 Articles 37 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
38 years (1985 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Ananth Madhavan. | Is cited by:
| Cites to:
|
Main data
Where Ananth Madhavan has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 7 |
| Review of Financial Studies | 6 |
| Journal of Financial Economics | 4 |
| Journal of Financial Markets | 3 |
| Journal of Food Distribution Research | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| Journal of Financial Intermediation | 2 |
Recent works citing Ananth Madhavan (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Disentangling 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. Full description at Econpapers || Download paper | |
| 2022 | The Inelastic Market Hypothesis: A Microstructural Interpretation. (2021). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2108.00242. Full description at Econpapers || Download paper | |
| 2023 | Price 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. Full description at Econpapers || Download paper | |
| 2022 | DeepScalper: 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. Full description at Econpapers || Download paper | |
| 2022 | A mean-field game of market-making against strategic traders. (2022). Possamai, Dylan ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2203.13053. Full description at Econpapers || Download paper | |
| 2022 | Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827. Full description at Econpapers || Download paper | |
| 2022 | Efficient 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. Full description at Econpapers || Download paper | |
| 2023 | PRUDEX-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. Full description at Econpapers || Download paper | |
| 2023 | FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. (2023). Adams, Austin ; Wan, Xin ; Milionis, Jason. In: Papers. RePEc:arx:papers:2306.09421. Full description at Econpapers || Download paper | |
| 2023 | Liquidity 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. Full description at Econpapers || Download paper | |
| 2023 | Equilibria and incentives for illiquid auction markets. (2023). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Kavvathas, Dimitrios ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2307.15805. Full description at Econpapers || Download paper | |
| 2023 | Modeling liquidity in corporate bond markets: applications to price adjustments. (2023). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2309.04216. Full description at Econpapers || Download paper | |
| 2022 | To 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Are 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. Full description at Econpapers || Download paper | |
| 2022 | Do 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. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper | |
| 2022 | Preopening 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. Full description at Econpapers || Download paper | |
| 2023 | Homemade 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. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2022 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Over-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. Full description at Econpapers || Download paper | |
| 2022 | Trade 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. Full description at Econpapers || Download paper | |
| 2022 | Order 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. Full description at Econpapers || Download paper | |
| 2023 | Can 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. Full description at Econpapers || Download paper | |
| 2022 | Local 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. Full description at Econpapers || Download paper | |
| 2022 | Endogenous 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. Full description at Econpapers || Download paper | |
| 2023 | Stock 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. Full description at Econpapers || Download paper | |
| 2022 | Market 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Dependence 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. Full description at Econpapers || Download paper | |
| 2023 | Hidden 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. Full description at Econpapers || Download paper | |
| 2023 | Market 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. Full description at Econpapers || Download paper | |
| 2022 | Herding 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. Full description at Econpapers || Download paper | |
| 2022 | From 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. Full description at Econpapers || Download paper | |
| 2022 | Greenwashing 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. Full description at Econpapers || Download paper | |
| 2022 | Dealer 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. Full description at Econpapers || Download paper | |
| 2022 | Call 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. Full description at Econpapers || Download paper | |
| 2022 | Price 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. Full description at Econpapers || Download paper | |
| 2022 | Price 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. Full description at Econpapers || Download paper | |
| 2022 | Information 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. Full description at Econpapers || Download paper | |
| 2023 | ETF 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. Full description at Econpapers || Download paper | |
| 2023 | Spoilt 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. Full description at Econpapers || Download paper | |
| 2022 | Which 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. Full description at Econpapers || Download paper | |
| 2022 | Price 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. Full description at Econpapers || Download paper | |
| 2022 | Impact 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. Full description at Econpapers || Download paper | |
| 2023 | Recency 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Information 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. Full description at Econpapers || Download paper | |
| 2022 | Post-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. Full description at Econpapers || Download paper | |
| 2022 | Common 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. Full description at Econpapers || Download paper | |
| 2022 | Index 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. Full description at Econpapers || Download paper | |
| 2023 | Intraday 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. Full description at Econpapers || Download paper | |
| 2022 | Closing 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. Full description at Econpapers || Download paper | |
| 2022 | Salience 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. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneous 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. Full description at Econpapers || Download paper | |
| 2022 | Who 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. Full description at Econpapers || Download paper | |
| 2022 | Who 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. Full description at Econpapers || Download paper | |
| 2022 | How 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. Full description at Econpapers || Download paper | |
| 2023 | Is 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. Full description at Econpapers || Download paper | |
| 2022 | Time-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. Full description at Econpapers || Download paper | |
| 2022 | Commodity 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. Full description at Econpapers || Download paper | |
| 2022 | Reexamining 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. Full description at Econpapers || Download paper | |
| 2022 | Domestic 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. Full description at Econpapers || Download paper | |
| 2023 | Dealership 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. Full description at Econpapers || Download paper | |
| 2023 | ETF 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. Full description at Econpapers || Download paper | |
| 2023 | An 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Who 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. Full description at Econpapers || Download paper | |
| 2022 | Information 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Return–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. Full description at Econpapers || Download paper | |
| 2022 | Slope-takers in anonymous markets. (2022). Weretka, Marek ; Quint, Daniel. In: GRAPE Working Papers. RePEc:fme:wpaper:64. Full description at Econpapers || Download paper | |
| 2023 | On the Competition Between ECNs, Stock Markets and Market Makers. (2000). Benhamou, Eric ; Serval, Thomas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp345. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Intraday 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. Full description at Econpapers || Download paper | |
| 2023 | How 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. Full description at Econpapers || Download paper | |
| 2022 | Mean–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. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Do 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. Full description at Econpapers || Download paper | |
| 2022 | Do 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. Full description at Econpapers || Download paper | |
| 2022 | Tick 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. Full description at Econpapers || Download paper | |
| 2022 | Tax-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. Full description at Econpapers || Download paper | |
| 2022 | Plumbing 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. Full description at Econpapers || Download paper | |
| 2022 | Do 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. Full description at Econpapers || Download paper | |
| 2022 | Can 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. Full description at Econpapers || Download paper | |
| 2023 | Trade-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. Full description at Econpapers || Download paper | |
| 2022 | Secondary 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.. Full description at Econpapers || Download paper | |
| 2022 | The Bright Side of Dark Markets: Experiments. (2022). Riyanto, Yohanes ; Wang, Yan ; Roy, Nilanjan ; Halim, Edward. In: MPRA Paper. RePEc:pra:mprapa:111803. Full description at Econpapers || Download paper | |
| 2022 | On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies. (2022). Hatemi, Abdulnasser ; El-Khatib, Youssef. In: MPRA Paper. RePEc:pra:mprapa:114556. Full description at Econpapers || Download paper | |
| 2022 | Foreign 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. Full description at Econpapers || Download paper | |
| 2022 | Assessment 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. Full description at Econpapers || Download paper | |
| 2022 | Building 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. Full description at Econpapers || Download paper | |
| 2023 | Competition 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. Full description at Econpapers || Download paper | |
| 2022 | Distributed 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. Full description at Econpapers || Download paper | |
| 2022 | Profitability 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. Full description at Econpapers || Download paper | |
| 2022 | Bank 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Ananth Madhavan:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Exchange-Traded Funds 101 for Economists In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 33 |
| 2018 | Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2018 | Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 1986 | ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research. [Full Text][Citation analysis] | article | 0 |
| 1985 | COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research. [Full Text][Citation analysis] | article | 0 |
| 2014 | Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1994 | Price Continuity Rules and Insider Trading. In: Working papers. [Citation analysis] | paper | 10 |
| 1995 | Price 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 | |
| 1992 | Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2001 | Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance. [Full Text][Citation analysis] | article | 127 |
| 2000 | Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
| 1992 | Trading Mechanisms in Securities Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 232 |
| 1990 | Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 232 | paper | |
| 1993 | An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance. [Full Text][Citation analysis] | article | 152 |
| 1997 | Competition and Collusion in Dealer Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 74 |
| 1997 | Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 112 |
| 2000 | The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
| 2001 | Discussion In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance. [Full Text][Citation analysis] | article | 60 |
| 1991 | Insider Trading and the Value of the Firm. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 6 |
| 1988 | INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2001 | Pre-Trade Transparency In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 1 |
| 2023 | IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 33 |
| 1997 | Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2000 | Stock returns and trading at the close In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 66 |
| 2000 | Market microstructure: A survey In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 374 |
| 2005 | Should securities markets be transparent? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 96 |
| 1991 | A Bayesian model of intraday specialist pricing In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 157 |
| 2002 | A 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: 157 | paper | |
| 1991 | A 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: 157 | paper | |
| 1991 | A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 1995 | Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 173 |
| 1997 | Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 199 |
| 1998 | An empirical analysis of NYSE specialist trading In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 89 |
| 1992 | Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 19 |
| 1990 | INTERTEMPORAL 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 | |
| 1990 | INTERTEMPORAL 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 | |
| 1996 | Security Prices and Market Transparency In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 60 |
| 1991 | Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 1988 | COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION In: Cornell - Department of Economics. [Citation analysis] | paper | 0 |
| 1996 | Why 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] | paper | 394 |
| 1994 | Why 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: 394 | paper | |
| 1997 | Why 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: 394 | article | |
| 2001 | Security Prices and Market Transparency (Revision of 12-90) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1992 | Security 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 | |
| 1998 | The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1998 | The 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 | |
| 1998 | The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 78 |
| 1998 | The 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: 78 | paper | |
| 1995 | Execution 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] | paper | 7 |
| 1995 | Execution 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 | |
| 1994 | The 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] | paper | 1 |
| 1990 | Security Prices and Market Transparency (Revised: 1-92) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1994 | Anatomy 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] | paper | 0 |
| 1993 | Anatomy 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] | paper | 0 |
| 1992 | Price Experimentation and Security Market Structure In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 46 |
| 1993 | Price Experimentation and Security Market Structure..(1993) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
| 1992 | The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1992 | An Analysis of Daily Changes in Specialist Inventories and Quotations. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 6 |
| 1994 | Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1988 | Risky Business: The Clearance and Settlement of Financial Transactions In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1997 | In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets. In: Review of Financial Studies. [Citation analysis] | article | 109 |
| 2000 | Price Discovery in Auction Markets: A Look Inside the Black Box. In: Review of Financial Studies. [Citation analysis] | article | 95 |
| 1995 | Consolidation, Fragmentation, and the Disclosure of Trading Information. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 129 |
| 1996 | The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 201 |
| 2016 | Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue. [Citation analysis] | book | 23 |
| 1991 | Dynamic Insider Trading. In: RCER Working Papers. [Citation analysis] | paper | 0 |
| 1992 | Information Aggregation and Strategic Trading in Speculative Markets. In: RCER Working Papers. [Citation analysis] | paper | 0 |
| 1994 | Cooperation for Monopolization? An Empirical Analysis of Cartelization. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team