Fails-to-deliver, short selling, and market quality V Fotak, V Raman, PK Yadav Journal of Financial Economics 114 (3), 493-516, 2014 | 111* | 2014 |
Short selling and price discovery in corporate bonds T Hendershott, R Kozhan, V Raman Journal of Financial and Quantitative Analysis 55 (1), 77-115, 2020 | 47 | 2020 |
Electronic market makers, trader anonymity and market fragility V Raman, M Robe, PK Yadav SSRN, 2014 | 28 | 2014 |
The informativeness of derivatives use: Evidence from corporate disclosure through public announcements CS Fernando, SA Hoelscher, V Raman Journal of Banking & Finance 114, 105731, 2020 | 13 | 2020 |
Man vs. machine: liquidity provision and market fragility V Raman, MA Robe, PK Yadav Machine: Liquidity Provision and Market Fragility (January 13, 2020), 2020 | 10 | 2020 |
The third dimension of financialization: Electronification, intraday institutional trading, and commodity market quality V Raman, MA Robe, PK Yadav Intraday Institutional Trading, and Commodity Market Quality (October 19, 2023), 2023 | 9 | 2023 |
Financialization, intraday institutional trading, and commodity market quality V Raman, MA Robe, PK Yadav Unpublished manuscript, 2016 | 8 | 2016 |
Is Hedging bad News? Evidence from Corporate Hedging Announcements V Raman, C Fernando SSRN Electronic Journal, 2010 | 8 | 2010 |
The who, why, and how well of order revisions: An analysis of limit order trading V Raman Why, and How Well of Order Revisions: An Analysis of Limit Order Trading …, 2012 | 7 | 2012 |
Liquidity provision under stress: The fast, the slow, and the dead V Raman, MA Robe, PK Yadav Working Paper, American University, 2016 | 5 | 2016 |
The third dimension of financialization: Intraday institutional financial traders and commodity market quality V Raman, MA Robe, PK Yadav The Third Dimension of Financialization: Intraday Institutional Financial …, 2021 | 4 | 2021 |
Naked short sellers: Angels or barbarians V Fotak, V Raman, PK Yadav University of Oklahoma, Price College of Business Working Paper, 2009 | 4 | 2009 |
Dynamic Risk Management and Private Corporate Information: Evidence from Hedging Announcements V Raman, CS Fernando, SA Hoelscher Available at SSRN 2671878, 2016 | 3 | 2016 |
Liquidity Providers in “Extreme” Periods: High Frequency Machines vs. Human Electronic and Floor Traders V Raman, MA Robe, PK Yadav Human Electronic and Floor Traders (October 12, 2023), 2023 | 2 | 2023 |
Correlated Portfolio Inventory Risk of Liquidity Providers: Frictions and Market Fragility R Kozhan, V Raman, PK Yadav Available at SSRN 3669329, 2021 | 2 | 2021 |
Style Investing and Commonality in Liquidity C Antoniou, O Klein, V Raman Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2018 | 2 | 2018 |
Informativeness of Orders in Electronic Limit Order Book Markets: A Revealed Preference Framework S Gupta, V Raman, P Yadav | 1 | 2019 |
Performance, Persistence, and Pay: A New Perspective on CTAs I Krohn, A Mende, M Moore, V Raman WBS Finance Group Research Paper, 2017 | 1 | 2017 |
JFQA 2020 Symposium on the Microstructure of Fixed Income Markets A Survey of the Microstructure of Fixed-Income Markets Hendrik Bessembinder, Chester Spatt, and Kumar … K Back, R Liu, A Teguia, T Hendershott, R Kozhan, V Raman, UST Market, ... | | 2020 |
Revealing Private Information: The Informativeness of Corporate Derivatives Use CS Fernando, SA Hoelscher, V Raman | | 2017 |