关注
Vikas Raman
Vikas Raman
Associate Professor (Senior Lecturer), Lancaster University
在 lancaster.ac.uk 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
472020
Electronic market makers, trader anonymity and market fragility
V Raman, M Robe, PK Yadav
SSRN, 2014
282014
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
132020
Man vs. machine: liquidity provision and market fragility
V Raman, MA Robe, PK Yadav
Machine: Liquidity Provision and Market Fragility (January 13, 2020), 2020
102020
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
92023
Financialization, intraday institutional trading, and commodity market quality
V Raman, MA Robe, PK Yadav
Unpublished manuscript, 2016
82016
Is Hedging bad News? Evidence from Corporate Hedging Announcements
V Raman, C Fernando
SSRN Electronic Journal, 2010
82010
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
72012
Liquidity provision under stress: The fast, the slow, and the dead
V Raman, MA Robe, PK Yadav
Working Paper, American University, 2016
52016
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
42021
Naked short sellers: Angels or barbarians
V Fotak, V Raman, PK Yadav
University of Oklahoma, Price College of Business Working Paper, 2009
42009
Dynamic Risk Management and Private Corporate Information: Evidence from Hedging Announcements
V Raman, CS Fernando, SA Hoelscher
Available at SSRN 2671878, 2016
32016
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
22023
Correlated Portfolio Inventory Risk of Liquidity Providers: Frictions and Market Fragility
R Kozhan, V Raman, PK Yadav
Available at SSRN 3669329, 2021
22021
Style Investing and Commonality in Liquidity
C Antoniou, O Klein, V Raman
Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2018
22018
Informativeness of Orders in Electronic Limit Order Book Markets: A Revealed Preference Framework
S Gupta, V Raman, P Yadav
12019
Performance, Persistence, and Pay: A New Perspective on CTAs
I Krohn, A Mende, M Moore, V Raman
WBS Finance Group Research Paper, 2017
12017
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
系统目前无法执行此操作,请稍后再试。
文章 1–20