Ananth Madhavan : Citation Profile

University of California-Berkeley

24

H index

27

i10 index

3411

Citations

RESEARCH PRODUCTION:

39

Articles

37

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 89
   Journals where Ananth Madhavan has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 8 (0.23 %)

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   Permalink: http://citec.repec.org/pma618
   Updated: 2025-12-27    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

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

Is cited by:

Theissen, Erik (42)

Foucault, Thierry (34)

Subrahmanyam, Avanidhar (26)

Chakravarty, Sugato (23)

Menkhoff, Lukas (23)

Gallagher, David (20)

Biais, Bruno (19)

Menkveld, Albert (18)

Lepone, Andrew (16)

PASCUAL, ROBERTO (16)

Camilleri, Silvio (16)

Cites to:

Shleifer, Andrei (10)

Subrahmanyam, Avanidhar (9)

Amihud, Yakov (8)

Christie, William (8)

Easley, David (7)

Lee, Charles (5)

Keim, Donald (5)

Milgrom, Paul (4)

Biais, Bruno (4)

Summers, Lawrence (4)

Lyons, Richard (4)

Main data

Where Ananth Madhavan has published?

Journals with more than one article published# docs
Journal of Finance7
Financial Analysts Journal6
The Review of Financial Studies6
Journal of Financial Economics4
Journal of Financial Markets3
Journal of Financial Intermediation2
Journal of Financial and Quantitative Analysis2
Journal of Food Distribution Research2

Recent works citing Ananth Madhavan (2025 and 2024)

YearTitle of citing document
2024Financial Market Development and the Microstructure of Corporate Bond Markets in Africa: A Survey. (2024). Ojah, Kalu ; Oluoch, Wycliffe. In: The African Finance Journal. RePEc:afj:journl:v:26:y:2024:i:1:p:1-33.

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2025From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2025). Huang, Weibing ; Saliba, Pamela ; Rosenbaum, Mathieu. In: Papers. RePEc:arx:papers:1902.10743.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2025Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models. (2023). Polivka, Jeannine ; Dimitriadis, Timo ; Streicher, Sina ; Halbleib, Roxana. In: Papers. RePEc:arx:papers:2212.11833.

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2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2024Liquidity Dynamics in RFQ Markets and Impact on Pricing. (2024). Bergault, Philippe ; Gu, Olivier. In: Papers. RePEc:arx:papers:2309.04216.

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2024Dont Let MEV Slip: The Costs of Swapping on the Uniswap Protocol. (2024). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

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2024Deep Limit Order Book Forecasting. (2024). Bartolucci, Silvia ; Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267.

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2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2024MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading. (2024). Wang, Xinrun ; Qin, Molei ; Feng, Lei ; Zong, Chuqiao. In: Papers. RePEc:arx:papers:2406.14537.

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2024INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent. (2024). Zhu, Zining ; Jiang, Yuechen ; He, Yueru ; Deng, Zhiyang ; Suchow, Jordan W ; Javaji, Shashidhar Reddy ; Xie, Qianqian ; Yu, Yangyang ; Peng, Xueqing ; Cao, Yupeng ; Qian, Lingfei ; Li, Haohang ; Huang, Jimin ; Xiong, Guojun ; Subbalakshmi, Koduvayur. In: Papers. RePEc:arx:papers:2412.18174.

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2025Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies. (2025). Sunyaev, Ali ; Kannengiesser, Niclas ; Kirste, Daniel ; Drossos, Thanos. In: Papers. RePEc:arx:papers:2501.07828.

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2025Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities. (2025). Chang, Yaming. In: Papers. RePEc:arx:papers:2502.02695.

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2025Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, SR ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625.

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2025Looking into informal currency markets as Limit Order Books: impact of market makers. (2025). Figal, Alejandro Garc'Ia ; Mulet, Roberto ; Castellanos, Alejandro Lage. In: Papers. RePEc:arx:papers:2503.03858.

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2025Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks. (2025). Fabre, Timoth'Ee ; Challet, Damien. In: Papers. RePEc:arx:papers:2504.15908.

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2025FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions. (2025). Yang, Steve ; Chen, Zhi ; Li, Yang. In: Papers. RePEc:arx:papers:2505.05784.

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2025Agent-based Liquidity Risk Modelling for Financial Markets. (2025). Stillman, Namid ; Baggott, Rory ; Vytelingum, Perukrishnen ; Zhang, Jianfei ; Chen, Tao ; Zhu, Dingqiu ; Lyon, Justin. In: Papers. RePEc:arx:papers:2505.15296.

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2025On the hidden costs of passive investing. (2025). Tasitsiomi, Iro. In: Papers. RePEc:arx:papers:2506.21775.

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2025Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence. (2025). Karimi, Nader ; Salavati, Erfan. In: Papers. RePEc:arx:papers:2507.09196.

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2025Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734.

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2025FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance. (2025). Li, Yang ; Chen, Zhi. In: Papers. RePEc:arx:papers:2510.15883.

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2025Algorithmic Predation: Equilibrium Analysis in Dynamic Oligopolies with Smooth Market Sharing. (2025). Pieroth, Fabian Raoul ; Bichler, Martin ; Petersen, Ole. In: Papers. RePEc:arx:papers:2510.27008.

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2025Asset Pricing in the Presence of Market Microstructure Noise. (2025). Yegon, Peter ; Rachev, Svetlozar T ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2511.00308.

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2025Push-response anomalies in high-frequency S&P 500 price series. (2025). Smirnov, Mikhail ; Vlasiuk, Dmitrii. In: Papers. RePEc:arx:papers:2511.06177.

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2024Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust. (2024). faff, robert ; Xiao, Yuchao ; Shao, Pei ; Huang, Jianning ; Zhou, Fuzhao. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:627-664.

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2024Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198.

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2024A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882.

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2024Earnings News and Over‐the‐Counter Markets. (2024). Watts, Edward M ; Kim, Chongho ; Huber, Stefan J. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:701-735.

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2024Value‐at‐Risk under Measurement Error. (2024). Taamouti, Abderrahim ; Song, Xiaojun ; Doukali, Mohamed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:690-713.

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2025Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2025ETF (Mis)pricing. (2025). Kraus, W ; Kirilenko, A ; Xiao, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2537.

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2025ETF (Mis)pricing. (2025). Kirilenko, A ; Kraus, W ; Xiao, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2515.

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2024Financial Education or Incentivizing Learning-by-Doing? Evidence from an RCT with Undergraduate Students. (2024). Kaiser, Tim ; Oberrauch, Luis. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11187.

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2025Cost mitigation of factor investing in emerging equity markets. (2025). Stankov, Kay ; Schiereck, Dirk ; Flgel, Volker. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156140.

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2024Financial Education or Incentivizing Learning-By-Doing? Evidence from an RCT with Undergraduate Students. (2024). Kaiser, Tim ; Oberrauch, Luis. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000698.

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2024Stock exchange oversight and investor quotes: Evidence from initial public offering comment letters in China. (2024). Leng, Zhou ; Wu, Yujun ; Tsang, Albert ; Yu, Xiaohong. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838924001008.

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2025Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100.

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2025The information advantage of industry common owners and its spillover effect on stock price crash risk. (2025). Li, Qingyuan ; Ni, Xiaoran ; Yeung, Eric P ; Yin, David. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s092911992500032x.

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2025Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781.

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2024Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724.

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2024Nonparametric estimation for high-frequency data incorporating trading information. (2024). Cui, Wenhao ; Hu, Jie ; Wang, Jiandong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Zhao, LU ; Wang, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2025Message traffic and short-term illiquidity in high-speed markets. (2025). Pascual, Roberto ; Yage, Jos ; Nawn, Samarpan ; Massot, Magdalena ; Abad, David. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001468.

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2025Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms. (2025). Si, Haitao ; Zhu, Dandan ; Li, Yuyan ; Jin, Xianzhe. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000342.

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2024Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653.

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2024Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536.

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2025ESG ratings and ESG mutual fund management compensation. (2025). Huang, Binghua ; Li, Rui. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003354.

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2025News sentiment, climate conditions, and New Zealand electricity market: A real-time bidding policy perspective. (2025). Sbai, Erwann ; Tao, Miaomiao ; Sheng, Mingyue Selena ; Wang, Guanghao. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004268.

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2025Role of fourth industrial revolution on dirty and clean energy under bearish, neutral and bullish market conditions: A quantile-on-quantile Granger causality approach. (2025). USMAN, OJONUGWA ; Ibrahim, Blend ; Ozkan, Oktay ; Ike, George N. In: Energy. RePEc:eee:energy:v:322:y:2025:i:c:s0360544225012241.

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2025Do market makers matter for price efficiency?—Evidence from China’s Sci-Tech Innovation Board. (2025). Li, Jianyu ; Kong, AO. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925003953.

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2024Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Zhang, Sijia ; Wu, HE ; Gregoriou, Andros. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485.

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2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

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2024Can you keep a secret? The dissemination of false rumors and the evolution of bubbles in perceived predatory trading games. (2024). Muck, Matthias ; Herzing, Tobias J. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005246.

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2024Mandatory CSR disclosure and stock liquidity: Evidence from Chinese listed firms. (2024). Ling, Yishu ; Lu, YE ; Xue, Shuyu ; Wu, Huilin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011893.

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2024Excess return and tracking errors of Chinese ETFs. (2024). Yuan, Zhiqi ; Liang, Hengyue ; Hu, Dongmei. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008882.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024The icing on the cake: ESG effect on the quality factor portfolios. (2024). Wu, Hsueh-Ling ; Lu, Chia-Wu ; Su, Yu-Hsuan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013333.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market. (2024). Yuferova, Darya. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272.

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2024Margin trading, short selling, and information asymmetry. (2024). Zhang, Yeqing ; Xu, Minggang. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000442.

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2025An ETF-based measure of stock price fragility. (2025). Lazo Paz, Renato ; Lazo-Paz, Renato ; Gil, Hamilton Galindo. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000648.

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2025Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates. (2025). Bernhardt, Dan ; Barardehi, Yashar H. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000114.

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2025Auction-based tests of inventory control and private information in a centralized interdealer FX market. (2025). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000217.

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2024Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706.

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2024Performance implications of hedging with industry ETFs. (2024). Atilgan, Yigit ; Demirtas, Ozgur K ; Oztekin, Mustafa ; Gunaydin, Doruk A. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000620.

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2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

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2025The stock market and corporate consequences of ethical exclusions by the world’s largest fund. (2025). Ødegaard, Bernt ; Berle, Erika ; He, Wanwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000642.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891.

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2024Managing decision fatigue: Evidence from analysts’ earnings forecasts. (2024). Jiao, Yawen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000393.

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2024Overnight earnings announcements and preopening price discovery. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000124.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2025Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique. (2025). Marta, Thomas ; Riva, Fabrice. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002474.

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2025Crowdedness, mispricing, crashes, and spikes. (2025). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625001050.

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2025The impact of search frictions in experimental asset markets: Over-the-counter versus double auction. (2025). Puzzello, Daniela ; Lu, Dong ; Ding, Shuze. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004438.

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2025Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets. (2025). Perlin, Marcelo Scherer ; Almeida, Lucas Mussoi ; Mller, Fernanda Maria. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000663.

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2024When failure is an option: Fragile liquidity in over-the-counter markets. (2024). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000825.

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2024The passive ownership share is double what you think it is. (2024). Sammon, Marco ; Chinco, Alex. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000837.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2024Uncertainty about what is in the price. (2024). peress, joel ; Schmidt, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001387.

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2025Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169.

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2025Receiving investors in the block market for corporate bonds. (2025). Jacobsen, Stacey ; Venkataraman, Kumar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000698.

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2025Differential access to dark markets and execution outcomes. (2025). Comerton-Forde, Carole ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000947.

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2024Expected returns on commodity ETFs and their underlying assets. (2024). Ortega, Hector ; Cortazar, Gonzalo ; Schwartz, Eduardo S ; Maria, Joaquin Santa. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000588.

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2025ETF connectedness and its applications: Evidence from RCEP member countries. (2025). Jiang, Yuanying ; Li, Zhenyang. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:78:y:2025:i:c:s1042444x2500012x.

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2024The enhanced benefits of ESG in portfolios: A multi-factor model perspective based on LightGBM. (2024). Zhou, Zhongsheng ; Gong, Xiaomin ; Xie, Fei ; Zhang, Chenyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001161.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2024Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032.

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2024Are pre-opening periods important? Evidence from Chinese market lunch breaks. (2024). Chu, Gang ; Li, Xiao ; Goodell, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003299.

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2025How retail investors affect the stock market?. (2025). Chan, Chang ; Zhan, Feng ; Zhou, Xiaozhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x2400372x.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2025SDR adjustment and FX liquidity. (2025). Yang, Jimmy J ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000484.

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2025The role of market makers in hybrid markets. (2025). Kong, AO ; Zhang, Jinqing ; Li, Jiayi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001027.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammed ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2024Transparency in the equity market: Evidence from a natural experiment. (2024). Chiou, Wan-Jiun Paul ; Serrano, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368.

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2025The dual role of sentiment on housing prices in China. (2025). Fang, Zhuangzhi ; Wang, Zhenxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400724x.

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2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

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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.
[Full Text][Citation analysis]		article54
2018Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2018Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1986ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research.
[Full Text][Citation analysis]		article0
1985COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research.
[Full Text][Citation analysis]		article0
2014Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article5
1994Price Continuity Rules and Insider Trading. In: Working papers.
[Citation analysis]		paper10
1995Price Continuity Rules and Insider Trading.(1995) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
1992Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance.
[Full Text][Citation analysis]		article136
2000Liquidity, 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 nother version. Agregated cites: 136		paper
1992 Trading Mechanisms in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article241
1990Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 241		paper
1993 An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance.
[Full Text][Citation analysis]		article156
1997 Competition and Collusion in Dealer Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article76
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
[Full Text][Citation analysis]		article117
2000The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance.
[Full Text][Citation analysis]		article11
2001Discussion In: Journal of Finance.
[Full Text][Citation analysis]		article0
2015Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance.
[Full Text][Citation analysis]		article74
1991Insider Trading and the Value of the Firm. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article6
1988INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2001Pre-Trade Transparency In: Istanbul Stock Exchange Review.
[Full Text][Citation analysis]		article1
2023IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper0
1998Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article33
1997Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2000Stock returns and trading at the close In: Journal of Financial Markets.
[Full Text][Citation analysis]		article68
2000Market microstructure: A survey In: Journal of Financial Markets.
[Full Text][Citation analysis]		article416
2005Should securities markets be transparent? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article100
1991A Bayesian model of intraday specialist pricing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article156
2002A Bayesian Model of Intraday Specialist Pricing.(2002) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 156		paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 156		paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 156		paper
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
[Full Text][Citation analysis]		article179
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
[Full Text][Citation analysis]		article213
1998An empirical analysis of NYSE specialist trading In: Journal of Financial Economics.
[Full Text][Citation analysis]		article94
1992Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article19
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1990INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1996Security Prices and Market Transparency In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article66
1991Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 66		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]		paper417
1994Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks.(1994) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 417		paper
1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks..(1997) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 417		article
2001Security Prices and Market Transparency (Revision of 12-90) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1991Security Prices and Market Transparency..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1998The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper1
1998The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has nother 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]		paper81
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 81		paper
1998The Cost of Institutional Equity Trades.(1998) In: Financial Analysts Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		article
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper7
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother 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 Trading Process: Empirical Evidence on the Behavior of Institutioanl Traders. 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]		paper47
1993Price Experimentation and Security Market Structure..(1993) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		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 (Revised: 9-95) 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: The Review of Financial Studies.
[Citation analysis]		article113
2000Price Discovery in Auction Markets: A Look Inside the Black Box. In: The Review of Financial Studies.
[Citation analysis]		article97
1995Consolidation, Fragmentation, and the Disclosure of Trading Information. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article139
1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article210
2016Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue.
[Citation analysis]		book32
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
1994Book Reviews In: International Studies.
[Full Text][Citation analysis]		article0
2002Market Microstructure: A Practitioners Guide In: Financial Analysts Journal.
[Full Text][Citation analysis]		article2
2003The Russell Reconstitution Effect In: Financial Analysts Journal.
[Full Text][Citation analysis]		article3
2012Exchange-Traded Funds, Market Structure, and the Flash Crash In: Financial Analysts Journal.
[Full Text][Citation analysis]		article7
2017Estimating Time-Varying Factor Exposures (Corrected October 2017) In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2021Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens In: Financial Analysts Journal.
[Full Text][Citation analysis]		article5
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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