Kumar Venkataraman
Kumar Venkataraman
Professor of Finance, Southern Methodist University
Geverifieerd e-mailadres voor mail.cox.smu.edu
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Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
H Bessembinder, W Maxwell, K Venkataraman
Journal of Financial Economics 82 (2), 251-288, 2006
6172006
Does earnings quality affect information asymmetry? Evidence from trading costs
N Bhattacharya, H Desai, K Venkataraman
Contemporary Accounting Research, 2012
4782012
Do short sellers target firms with poor earnings quality? Evidence from earnings restatements
H Desai, S Krishnamurthy, K Venkataraman
Review of Accounting Studies 11 (1), 71-90, 2006
3692006
The impact of Regulation Fair Disclosure: Trading costs and information asymmetry
VR Eleswarapu, R Thompson, K Venkataraman
Journal of Financial and Quantitative Analysis 39 (02), 209-225, 2004
3532004
Automated versus floor trading: An analysis of execution costs on the Paris and New York exchanges
K Venkataraman
The Journal of Finance 56 (4), 1445-1485, 2001
2592001
The impact of legal and political institutions on equity trading costs: A cross-country analysis
VR Eleswarapu, K Venkataraman
The Review of Financial Studies 19 (3), 1081-1111, 2006
2322006
Capital commitment and illiquidity in corporate bonds
H Bessembinder, S Jacobsen, W Maxwell, K Venkataraman
The Journal of Finance 73 (4), 1615-1661, 2018
2252018
Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis
A Anand, P Irvine, A Puckett, K Venkataraman
Journal of Financial Economics 108 (3), 773-797, 2013
221*2013
Does an electronic stock exchange need an upstairs market?
H Bessembinder, K Venkataraman
Journal of Financial Economics 73 (1), 3-36, 2004
1962004
Performance of institutional trading desks: An analysis of persistence in trading costs
A Anand, P Irvine, A Puckett, K Venkataraman
Review of Financial Studies 25 (2), 557-598, 2012
1832012
The value of the designated market maker
K Venkataraman, AC Waisburd
Journal of Financial and Quantitative Analysis 42 (3), 735, 2007
178*2007
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
H Bessembinder, M Panayides, K Venkataraman
Journal of Financial Economics 94 (3), 361-383, 2009
1652009
Market conditions, fragility, and the economics of market making
A Anand, K Venkataraman
Journal of Financial Economics 121 (2), 327-349, 2016
111*2016
Bid–Ask Spreads
H Bessembinder, K Venkataraman
Encyclopedia of Quantitative Finance, 2010
952010
Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence
H Bessembinder, A Carrion, LA Tuttle, K Venkataraman
Journal of Financial Economics 121 (1), 142-166, 2016
87*2016
Informed Trading and Price Discovery before Corporate Events
S Baruch, MA Panayides, K Venkataraman
Journal of Financial Economics 125, 561-588, 2017
76*2017
A survey of the microstructure of fixed-income markets
H Bessembinder, C Spatt, K Venkataraman
Journal of Financial and Quantitative Analysis 55 (1), 1-45, 2020
472020
Trading activity and transaction costs in structured credit products
H Bessembinder, WF Maxwell, K Venkataraman
Financial Analysts Journal 69 (6), 55-67, 2013
37*2013
Mutual fund trading style and bond market fragility
A Anand, C Jotikasthira, K Venkataraman
The Review of Financial Studies 34 (6), 2993-3044, 2021
22*2021
Institutional order handling and broker-affiliated trading venues
A Anand, M Samadi, JS Sokobin, K Venkataraman
Review of Financial Studies, Forthcoming, 2020
182020
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Artikelen 1–20