Details about Ananth Madhavan

Access statistics for papers by Ananth Madhavan.

Last updated 2013-03-12. Update your information in the RePEc Author Service.

Short-id: pma618

Working Papers

2000

1. Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (7)
   See also Journal Article in International Finance (2001)

1996

2. Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (54)
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)
   See also Journal Article in Review of Financial Studies (1997)

1994

3. Price Continuity Rules and Insider Trading
   Working papers, Wisconsin Madison - Social Systems View citations (1)
   Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1992)
   See also Journal Article in Journal of Financial and Quantitative Analysis (1995)

1992

4. Information Aggregation and Strategic Trading in Speculative Markets
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1991

5. A Baysian Model of Intraday Specialist Pricing
   Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (4)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (100)
   See also Journal Article in Journal of Financial Economics (1991)
6. Dynamic Insider Trading
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
   Also in Discussion Papers, Columbia University, Department of Economics (1991)
7. Security Prices and Market Transparency
   Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (1)
   See also Journal Article in Journal of Financial Intermediation (1996)

1990

8. INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING
   Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
   See also Journal Article in Journal of Financial Intermediation (1992)

1988

9. COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION
   Working Papers, Cornell - Department of Economics
10. INSIDER TRADING AND THE VALUE OF THE FIRM
    Working Papers, Cornell - Department of Economics
    See also Journal Article in Journal of Industrial Economics (1991)

Undated

11. An Analysis of Daily Changes in Specialist Inventories and Quotations
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
12. Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
13. Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
14. Country and Currency Risk Premia in an Emerging Market
    IPR working papers, Institute for Policy Resarch at Northwestern University View citations (4)
    See also Journal Article in Journal of Financial and Quantitative Analysis (1998)
15. Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
16. Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)
17. Price Experimentation and Security Market Structure
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    See also Journal Article in Review of Financial Studies (1993)
18. Risky Business: The Clearance and Settlement of Financial Transactions
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
19. Security Prices and Market Transparency (Revised: 1-92)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
20. Security Prices and Market Transparency (Revision of 12-90)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
21. The Cost of Institutional Equity Trades
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (36)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (39)
22. The Information Contained in Stock Exchange Seat Prices
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
23. The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
24. The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
25. Trading Mechanisms in Securities Markets
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article in Journal of Finance (1992)

Journal Articles

2005

1. Should securities markets be transparent?
   Journal of Financial Markets, 2005, 8, (3), 265-287 View citations (28)

2001

2. Discussion
   Journal of Finance, 2001, 56, (4), 1485-1488
3. Liquidity, Volatility and Equity Trading Costs across Countries and over Time
   International Finance, 2001, 4, (2), 221-55 View citations (45)
   See also Working Paper (2000)

2000

4. Market microstructure: A survey
   Journal of Financial Markets, 2000, 3, (3), 205-258 View citations (131)
5. Price Discovery in Auction Markets: A Look Inside the Black Box
   Review of Financial Studies, 2000, 13, (3), 627-58 View citations (37)
6. Stock returns and trading at the close
   Journal of Financial Markets, 2000, 3, (1), 45-67 View citations (19)
7. The Relation between Stock Market Movements and NYSE Seat Prices
   Journal of Finance, 2000, 55, (6), 2817-2840 View citations (3)

1998

8. An empirical analysis of NYSE specialist trading
   Journal of Financial Economics, 1998, 48, (2), 189-210 View citations (54)
9. Country and Currency Risk Premia in an Emerging Market
   Journal of Financial and Quantitative Analysis, 1998, 33, (02), 189-216 View citations (18)
   See also Working Paper
10. International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market
    Journal of Finance, 1998, 53, (6), 2001-2027 View citations (27)

1997

11. Competition and Collusion in Dealer Markets
    Journal of Finance, 1997, 52, (1), 245-76 View citations (43)
12. In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets
    Review of Financial Studies, 1997, 10, (1), 175-203 View citations (40)
13. Market Segmentation and Stock Prices: Evidence from an Emerging Market
    Journal of Finance, 1997, 52, (3), 1059-85 View citations (52)
14. Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
    Journal of Financial Economics, 1997, 46, (3), 265-292 View citations (65)
15. Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
    Review of Financial Studies, 1997, 10, (4), 1035-64 View citations (14)
    See also Working Paper (1996)

1996

16. Security Prices and Market Transparency
    Journal of Financial Intermediation, 1996, 5, (3), 255-283 View citations (22)
    See also Working Paper (1991)
17. The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
    Review of Financial Studies, 1996, 9, (1), 1-36 View citations (41)

1995

18. Anatomy of the trading process Empirical evidence on the behavior of institutional traders
    Journal of Financial Economics, 1995, 37, (3), 371-398 View citations (59)
19. Consolidation, Fragmentation, and the Disclosure of Trading Information
    Review of Financial Studies, 1995, 8, (3), 579-603 View citations (53)
20. Price Continuity Rules and Insider Trading
    Journal of Financial and Quantitative Analysis, 1995, 30, (02), 199-221 View citations (1)
    See also Working Paper (1994)

1994

21. Cooperation for Monopolization? An Empirical Analysis of Cartelization
    The Review of Economics and Statistics, 1994, 76, (1), 161-75 View citations (3)

1993

22. An Analysis of Changes in Specialist Inventories and Quotations
    Journal of Finance, 1993, 48, (5), 1595-1628 View citations (67)
23. Price Experimentation and Security Market Structure
    Review of Financial Studies, 1993, 6, (2), 375-404 View citations (28)
    See also Working Paper

1992

24. Intertemporal price discovery by market makers: Active versus passive learning
    Journal of Financial Intermediation, 1992, 2, (2), 207-235 View citations (6)
    See also Working Paper (1990)
25. Trading Mechanisms in Securities Markets
    Journal of Finance, 1992, 47, (2), 607-41 View citations (99)
    See also Working Paper

1991

26. A Bayesian model of intraday specialist pricing
    Journal of Financial Economics, 1991, 30, (1), 99-134 View citations (100)
    See also Working Paper (1991)
27. Insider Trading and the Value of the Firm
    Journal of Industrial Economics, 1991, 39, (4), 333-53 View citations (1)
    See also Working Paper (1988)

1986

28. ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION
    Journal of Food Distribution Research, 1986, 17, (2)

1985

29. COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION
    Journal of Food Distribution Research, 1985, 16, (1)