| What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic? S Aggarwal, S Nawn, A Dugar Finance Research Letters 38, 101827, 2021 | 105 | 2021 |
| Order exposure in high frequency markets B Chakrabarty, T Hendershott, S Nawn, R Pascual Available at SSRN 3074049, 2022 | 26 | 2022 |
| Do proprietary algorithmic traders withdraw liquidity during market stress? S Nawn, A Banerjee Financial Management 48 (2), 641-676, 2019 | 26 | 2019 |
| Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices? S Nawn, A Banerjee Journal of Empirical Finance 53, 109-125, 2019 | 14 | 2019 |
| Message Traffic and Short-Term Illiquidity in High-Speed Markets D Abad, M Massot, S Nawn, R Pascual, J Yagüe Available at SSRN 3474294, 2022 | 2 | 2022 |
| Price discovery contribution of proprietary and agency algorithmic traders S Nawn, A Banerjee Available at SSRN 3059527, 2017 | 2 | 2017 |
| Proprietary algorithmic traders and liquidity supply during the pandemic A Banerjee, S Nawn Finance Research Letters 61, 105052, 2024 | 1 | 2024 |
| Who wins in the modern equity markets? S Nawn, G Raizada Available at SSRN 3946565, 2021 | 1 | 2021 |
| Order Flow Toxicity under the Microscope D Abad, M Massot, S Nawn, R Pascual, J Yagüe Available at SSRN 3474294, 2020 | 1 | 2020 |
| Bulk Volume Classification Under the Microscope: Estimating the Net Order Flow M Massot, S Nawn, R Pascual working paper, 2018 | 1 | 2018 |
| OVERINVESTMENT–A New Measure of Discretionary Accruals S Nawn | | 2023 |
| Trade Informativeness in Modern Markets S Nawn, G Raizada Financial Analysts Journal 79 (1), 77-98, 2023 | | 2023 |
| Non-Current Discretionary Accruals and early detection of frauds S Nawn Non-Current Discretionary Accruals and early detection of frauds: Nawn …, 2023 | | 2023 |
| High-Frequency Traders and Liquidity Supply During the Pandemic A Banerjee, S Nawn Available at SSRN 4209507, 2022 | | 2022 |
| Who trades and who provides liquidity around unscheduled corporate announcements? S Nawn, A Banerjee Available at SSRN 3937240, 2021 | | 2021 |
| Analysis of Indian market microstructure in light of algorithmic trading S Nawn, A Banerjee Indian Institutte of Management Calcutta, 2018 | | 2018 |
| Market liquidity: A study from proprietary algorithmic traders perspective A Banerjee, S Nawn Asian Finance Association (AsianFA) 2016 Conference, 2016 | | 2016 |
