Details about Sugato Chakravarty

Access statistics for papers by Sugato Chakravarty.

Last updated 2013-05-09. Update your information in the RePEc Author Service.

Short-id: pch25

Working Papers

2012

1. Capacity Constraints and the Opening of New Hedge Funds
   Working Papers, Purdue University, Department of Consumer Sciences
   Also in Working Papers, Purdue University, Department of Consumer Sciences (2012)
2. The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets
   Working Papers, Purdue University, Department of Consumer Sciences
   Also in Working Papers, Purdue University, Department of Consumer Sciences (2011)
   Purdue University Economics Working Papers, Purdue University, Department of Economics (2004) View citations (2)
   See also Journal Article in Journal of Financial Research (2011)
3. The International Evidence on Discouraged Small Businesses
   Working Papers, Purdue University, Department of Consumer Sciences
   See also Journal Article in Journal of Empirical Finance (2013)

2011

4. Clean Sweep: Informed Trading through Intermarket Sweep Orders
   Working Papers, Purdue University, Department of Consumer Sciences
   See also Journal Article in Journal of Financial and Quantitative Analysis (2012)
5. Do Busy Boards Add Value to Standalone Firms relative to Business Groups?Evidence from India
   Working Papers, Purdue University, Department of Consumer Sciences
6. Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom
   Working Papers, Purdue University, Department of Consumer Sciences
7. Lying and Friendship
   Working Papers, Purdue University, Department of Consumer Sciences View citations (3)

2010

8. Relationship Lending in Microcredit: Evidence from Bangladesh
   Working Papers, Purdue University, Department of Consumer Sciences

2002

9. An Integrated Model of Market and Limit Orders
   Finance, EconWPA View citations (5)
   See also Journal Article in Journal of Financial Intermediation (1995)
10. Decimal Trading and Market Impact
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (2)
11. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?
    Econometrics, EconWPA
    Also in Purdue University Economics Working Papers, Purdue University, Department of Economics (2001) View citations (1)
12. Relationships and Rationing in Consumer Loans: Evidence from the Nineties
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (2)
13. Stealth-Trading: Which Traders' Trades Move Stock Prices?
    Finance, EconWPA View citations (13)
    See also Journal Article in Journal of Financial Economics (2001)

2001

14. A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market
    Purdue University Economics Working Papers, Purdue University, Department of Economics
15. A Model of Broker's Trading with Applications to Order Flow Internalization
    Purdue University Economics Working Papers, Purdue University, Department of Economics
    See also Journal Article in Review of Financial Economics (2002)
16. An Examination of Own Account Trading by Dual Traders in Futures Markets
    Purdue University Economics Working Papers, Purdue University, Department of Economics
    See also Journal Article in Journal of Financial Economics (2003)
17. Institutional Trading Patterns and Price Impact around Decimilization
    Purdue University Economics Working Papers, Purdue University, Department of Economics

2000

18. An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach
    Purdue University Economics Working Papers, Purdue University, Department of Economics
19. Are Analyst Recommendations Informative?
    Purdue University Economics Working Papers, Purdue University, Department of Economics
20. Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets
    Purdue University Economics Working Papers, Purdue University, Department of Economics
21. Stealth Trading: The Next Generation
    Purdue University Economics Working Papers, Purdue University, Department of Economics
22. The Determinants of Liquidity in U.S. Corporate, Municipal, and Treasury Bond Markets
    Purdue University Economics Working Papers, Purdue University, Department of Economics

1999

23. Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets
    Staff Reports, Federal Reserve Bank of New York View citations (20)

1998

24. An analysis of brokers' trading with applications to order flow internalization and off-exchange sales
    Research Paper, Federal Reserve Bank of New York View citations (1)
25. Does Insider Trading Really Move Stock Prices?
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (5)
    See also Journal Article in Journal of Financial and Quantitative Analysis (1999)
26. Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
    Research Paper, Federal Reserve Bank of New York View citations (1)
27. Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
    Research Paper, Federal Reserve Bank of New York View citations (29)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1998)

1997

28. A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales
    Research Paper, Federal Reserve Bank of New York
29. Can competition between brokers mitigate agency conflicts with their customers?
    Staff Reports, Federal Reserve Bank of New York
    Also in Research Paper, Federal Reserve Bank of New York (1997)
30. Estimating the adverse selection cost in markets with multiple informed traders
    Research Paper, Federal Reserve Bank of New York
31. Traders' broker choice, market liquidity and market structure
    Staff Reports, Federal Reserve Bank of New York
    Also in Research Paper, Federal Reserve Bank of New York (1997)

Journal Articles

2013

1. The international evidence on discouraged small businesses
   Journal of Empirical Finance, 2013, 20, (C), 63-82
   See also Working Paper (2012)

2012

2. Clean Sweep: Informed Trading through Intermarket Sweep Orders
   Journal of Financial and Quantitative Analysis, 2012, 47, (02), 415-435
   See also Working Paper (2011)

2011

3. Determinants of Profit Reinvestment by Small Businesses in Emerging Economies
   Financial Management, 2011, 40, (3), 553-590
4. THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS
   Journal of Financial Research, 2011, 34, (4), 537-567
   See also Working Paper (2012)

2009

5. A Multistage Model of Loans and the Role of Relationships
   Financial Management, 2009, 38, (4), 781-816 View citations (10)
6. Cleaning house: Stock reassignments on the NYSE
   Journal of Financial Markets, 2009, 12, (4), 727-753 View citations (1)

2007

7. Stealth Trading in Options Markets
   Journal of Financial and Quantitative Analysis, 2007, 42, (01), 167-187 View citations (5)

2006

8. Regional variation in banking services and social exclusion
   Regional Studies, 2006, 40, (4), 415-428

2005

9. A re-examination of the role of relationships in the loan-granting process
   Proceedings, 2005, (Apr) View citations (2)
10. Did decimalization hurt institutional investors?
    Journal of Financial Markets, 2005, 8, (4), 400-420 View citations (4)
11. Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders
    Journal of Financial Markets, 2005, 8, (3), 288-308 View citations (15)
12. Individual investors' reactions to decimalization: Innovation diffusion in financial markets
    Journal of Economic Psychology, 2005, 26, (1), 89-103
13. The Effect of Decimalization on Trade Size and Adverse Selection Costs
    Journal of Business Finance & Accounting, 2005, 32, (5-6), 1063-1081 View citations (2)

2004

14. Decimals And Liquidity: A Study Of The Nyse
    Journal of Financial Research, 2004, 27, (1), 75-94 View citations (12)
15. Informed Trading in Stock and Option Markets
    Journal of Finance, 2004, 59, (3), 1235-1258 View citations (49)
16. Relationships and individuals' bank switching behavior
    Journal of Economic Psychology, 2004, 25, (4), 507-527

2003

17. A Bayesian analysis of dual trader informativeness in futures markets
    Journal of Empirical Finance, 2003, 10, (3), 355-371 View citations (3)
18. An examination of own account trading by dual traders in futures markets
    Journal of Financial Economics, 2003, 69, (2), 375-397 View citations (10)
    See also Working Paper (2001)

2002

19. A model of broker's trading, with applications to order flow internalization
    Review of Financial Economics, 2002, 11, (1), 19-36 View citations (5)
    See also Working Paper (2001)
20. Comment on Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market
    Journal of Money, Credit and Banking, 2002, 34, (3), 763-66 View citations (1)

2001

21. Stealth-trading: Which traders' trades move stock prices?
    Journal of Financial Economics, 2001, 61, (2), 289-307 View citations (39)
    See also Working Paper (2002)

1999

22. Does Insider Trading Really Move Stock Prices?
    Journal of Financial and Quantitative Analysis, 1999, 34, (02), 191-209 View citations (11)
    See also Working Paper (1998)
23. Relationships and Rationing in Consumer Loans
    The Journal of Business, 1999, 72, (4), 523-44 View citations (12)

1998

24. Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (3-4), 325-356 View citations (31)
    See also Working Paper (1998)

1997

25. An Analysis of Prices, Bid/Ask Spreads, and Bid and Ask Depths Surrounding Ivan Boesky's Illegal Trading in Carnation's Stock
    Financial Management, 1997, 26, (2) View citations (11)

1995

26. An Integrated Model of Market and Limit Orders
    Journal of Financial Intermediation, 1995, 4, (3), 213-241 View citations (36)
    See also Working Paper (2002)