Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Sudhanshu Pani"'
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
Autor:
Sudhanshu Pani
Stakeholders can characterise housing markets based on long term fundamental value and short-term house price dynamics. This study explores spatial heterogeneity in house price dynamics, using data for 35 Indian cities with a million-plus population.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b938d7db04c66cfce305cfc5c55750d
https://doi.org/10.21203/rs.3.rs-2065912/v1
https://doi.org/10.21203/rs.3.rs-2065912/v1
Autor:
Sudhanshu Pani
Publikováno v:
International Journal of Financial Markets and Derivatives. 8:23
This paper investigates, in high resolution, the role of liquidity in a limit order market. Liquidity in these markets has two parts - a liquidity store and liquidity flow (time dimension). We model the liquidity residing in a limit order book and th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::232a92654ef4daa965dd60594be0a30f
https://doi.org/10.1504/ijfmd.2021.10036436
https://doi.org/10.1504/ijfmd.2021.10036436