Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Ranjan R. Chakravarty"'
Autor:
Ranjan R. Chakravarty, Sudhanshu Pani
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 2, Pp 64-78 (2021)
This paper provides a practical, empirical and theoretical framework that allows investment managers to evaluate stock exchanges’ market quality when choosing among different plausible international trading venues. To compare trading exchanges, it
Externí odkaz:
https://doaj.org/article/429545a74d5e4dc5b1b78958727d9355
Autor:
Ranjan R. Chakravarty, Sudhanshu Pani
Publikováno v:
Algorithmic Finance. 9:81-102
The pattern of dependence between liquidity, durations (orders and trades) and bid-ask spreads in a limit order market are examined in high resolution invoking copulas and graph theory. Using intraday data from a sample of NASDAQ 100 stocks and an ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed4b92c95fe180584058fc4942830fd7
https://doi.org/10.3233/af-200362
https://doi.org/10.3233/af-200362
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 2, Pp 64-78 (2021)
This paper provides a practical, empirical and theoretical framework that allows investment managers to evaluate stock exchanges’ market quality when choosing among different plausible international trading venues. To compare trading exchanges, it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d50c89e2f355032db9db8b002a00c21
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/14968/IMFI_2021_02_Chakravarty.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/14968/IMFI_2021_02_Chakravarty.pdf
Publikováno v:
SSRN Electronic Journal.
When should a capital markets regulator introduce competition and restrictions into business segments? This paper examines a possible basis to aid such decision making in the regulation of stock exchanges that deal with equities and linked derivative
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9df206eadcd5d07292d4d87dfadee843
https://doi.org/10.2139/ssrn.3330989
https://doi.org/10.2139/ssrn.3330989
Publikováno v:
SSRN Electronic Journal.
The complex pattern of the dependence that exists between liquidity, durations and spread in a limit order market is examined. These relationships evolve during the trading day and can change on an hourly basis. Using intraday data for a NASDAQ 100 s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23845b3e8aef3d7a75cb757924f7d51b
https://doi.org/10.2139/ssrn.3296798
https://doi.org/10.2139/ssrn.3296798
Publikováno v:
SSRN Electronic Journal.
High resolution Ultra High Frequency (UHF) quotes and trades are examined to detect patterns which do not correspond to plausible market activity as in Brownlees and Gallo (2006). Non-microstructure noise is identified as a process. Methods of treatm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e645331118bb1b2978d269a6face1ea
https://doi.org/10.2139/ssrn.3222147
https://doi.org/10.2139/ssrn.3222147
Autor:
Ranjan R. Chakravarty, D.G. Praveen
Publikováno v:
Macroeconomics and Finance in Emerging Market Economies. 3:139-146
Indian exchanges have recently been permitted to offer currency futures on their platforms to the market participants. The paper outlines the contract, and charts the development and growth of currency futures in India since their inception in 2008.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d80ccaad806e00c867c77f6808740b6c
https://doi.org/10.1080/17520840903498172
https://doi.org/10.1080/17520840903498172
Publikováno v:
Journal of Banking & Finance. 19:323-345
Microstructure research has recently forged two theoretical frameworks characterizing stock specialist behavior: a Walrasian inventory-theoretic individual optimization model sometimes with asymmetric information, and a queue-theoretic disequilibrium
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0172428b2e439c4df45ed1f68231ba8a
https://doi.org/10.1016/0378-4266(94)00049-9
https://doi.org/10.1016/0378-4266(94)00049-9
Autor:
Rani, Seema1, Sardana, Kabir1
Publikováno v:
Journal of Cosmetic Dermatology. Apr2019, Vol. 18 Issue 2, p464-468. 5p.
Publikováno v:
Journal of Finance (Wiley-Blackwell). Dec1998, Vol. 53 Issue 6, p2205-2223. 19p.