Ananth Madhavan : Citation Profile

Are you Ananth Madhavan?

24

H index

27

i10 index

3271

Citations

RESEARCH PRODUCTION:

32

Articles

37

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 86
   Journals where Ananth Madhavan has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 8 (0.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma618
   Updated: 2024-11-04    RAS profile: 2023-09-08    
   Missing citations? Add them    Incorrect content? Let us know

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 (33)

Subrahmanyam, Avanidhar (26)

PASCUAL, ROBERTO (26)

Menkhoff, Lukas (23)

Chakravarty, Sugato (23)

Biais, Bruno (19)

Gallagher, David (19)

Menkveld, Albert (18)

Lepone, Andrew (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)

Waldmann, Robert (4)

Milgrom, Paul (4)

Summers, Lawrence (4)

Foucault, Thierry (4)

Main data

Where Ananth Madhavan has published?

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

Recent works citing Ananth Madhavan (2024 and 2023)

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.

Full description at Econpapers || Download paper

2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Efficient 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Liquidity 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

2023Equilibria 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

2024Modeling 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

2023EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading. (2023). An, BO ; Wang, Xinrun ; Xia, Haochong ; Zhang, Wentao ; Sun, Shuo ; Qin, Molei. In: Papers. RePEc:arx:papers:2309.12891.

Full description at Econpapers || Download paper

2024The Costs of Swapping on the Uniswap Protocol. (2023). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

Full description at Econpapers || Download paper

2023Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Ratliff-Crain, Ethan ; van Oort, Colin M ; Wshah, Safwan ; Tivnan, Brian F. In: Papers. RePEc:arx:papers:2311.15974.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140.

Full description at Econpapers || Download paper

2023Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Effective risk aversion in thin risk‐sharing markets. (2020). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1565-1590.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

Full description at Econpapers || Download paper

2023An empirical analysis of exchange-traded funds in the US. (2023). Moradi-Motlagh, Amir ; Valadkhani, Abbas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:995-1009.

Full description at Econpapers || Download paper

2023Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417.

Full description at Econpapers || Download paper

2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Effect of accounting information manipulation on innovation: Evidence from China. (2023). Lin, Zhiyang ; Ning, Shuying. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000638.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564.

Full description at Econpapers || Download paper

2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

Full description at Econpapers || Download paper

2023Is anti-herding always a smart choice? Evidence from mutual funds. (2023). Margaritis, Dimitris ; Lee, John Byong-Tek ; Yang, Wanyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300340x.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290.

Full description at Econpapers || Download paper

2023Who trades at the close? Implications for price discovery and liquidity. (2023). Muravyev, Dmitriy ; Bogousslavsky, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000502.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681.

Full description at Econpapers || Download paper

2023Is institutional common ownership commonly priced? Insights from the cost of equity capital. (2023). Yin, David ; Ni, Xiaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001887.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Time-varying MAX preference: Evidence from revenue announcements. (2023). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001440.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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 ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Corporate governance and price differences between dual-class shares in Korea. (2023). Yoon, Pyung-Sig ; Mi, Hyang ; Lim, Byungkwon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:304-319.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82.

Full description at Econpapers || Download paper

2023Tunisian corporate bond market liquidity: a qualitative approach. (2023). Dabbou, Halim ; Berrich, Olfa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0057.

Full description at Econpapers || Download paper

2023Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Kutan, Ali ; Brzeszczyski, Janusz ; Gajdka, Jerzy ; Bolek, Monika ; Wolski, Rafa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124.

Full description at Econpapers || Download paper

2024Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks. (1996). Tonks, Ian ; snell, andy. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp242.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Digital Interventions to Increase Financial Knowledge: Evidence from a Pilot RCT. (2024). Kaiser, Tim ; Oberrauch, Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp16811.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Public access to in-house meeting reports and stock liquidity: evidence from China. (2024). Zhang, Hanyu ; Ding, Rong ; Zhou, Hang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01237-1.

Full description at Econpapers || Download paper

2024Financial markets value skillful forecasts of seasonal climate. (2024). Kapnick, Sarah ; Lemoine, Derek. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-48420-z.

Full description at Econpapers || Download paper

2023Large Bets and Stock Market Crashes. (2023). Obizhaeva, Anna A ; Kyle, Albert S. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:2163-2203..

Full description at Econpapers || Download paper

2024The Value of Corporate Bond Listing. (2024). Gullett, Nell S ; Cole, Brittany M. In: MPRA Paper. RePEc:pra:mprapa:120601.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

Full description at Econpapers || Download paper

2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

Full description at Econpapers || Download paper

2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

Full description at Econpapers || Download paper

2023Banks holdings of and trading in government bonds. (2023). Nobili, Stefano ; Manna, Michele. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:257-283.

Full description at Econpapers || Download paper

2023Does Random Auction Ending Curb Stock Price Manipulation?. (2023). Zou, MI ; Michayluk, David ; Lin, Yiping. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:13:y:2023:i:04:n:s2010139224500010.

Full description at Econpapers || Download paper

Works by Ananth Madhavan:

YearTitleTypeCited
2018Exchange-Traded Funds 101 for Economists In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article42
2018Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2018Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		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]		article2
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]		article131
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: 131		paper
1992 Trading Mechanisms in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article238
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: 238		paper
1993 An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance.
[Full Text][Citation analysis]		article152
1997 Competition and Collusion in Dealer Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article75
1997 Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance.
[Full Text][Citation analysis]		article116
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]		article67
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]		article389
2005Should securities markets be transparent? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article97
1991A Bayesian model of intraday specialist pricing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article157
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: 157		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: 157		paper
1991A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 157		paper
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
[Full Text][Citation analysis]		article178
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
[Full Text][Citation analysis]		article205
1998An empirical analysis of NYSE specialist trading In: Journal of Financial Economics.
[Full Text][Citation analysis]		article90
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]		article63
1991Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 63		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]		paper400
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: 400		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: 400		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 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]		paper80
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: 80		paper
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper7
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has 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 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]		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. 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]		article110
2000Price Discovery in Auction Markets: A Look Inside the Black Box. In: The Review of Financial Studies.
[Citation analysis]		article94
1995Consolidation, Fragmentation, and the Disclosure of Trading Information. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article136
1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article202
2016Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue.
[Citation analysis]		book26
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team