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Details about Ananth Madhavan

Phone:4155192057
Workplace:BlackRock

Access statistics for papers by Ananth Madhavan.

Last updated 2013-12-07. Update your information in the RePEc Author Service.

Short-id: pma618


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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 Downloads View citations (7)
    See also Journal Article in International Finance (2001)

1996

  1. 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 (84)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)

    See also Journal Article in Review of Financial Studies (1997)

1994

  1. 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

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

1991

  1. 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 (7)
    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)
  2. Dynamic Insider Trading
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
    Also in Discussion Papers, Columbia University, Department of Economics (1991)
  3. Security Prices and Market Transparency
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (3)
    See also Journal Article in Journal of Financial Intermediation (1996)

1990

  1. 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

  1. COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION
    Working Papers, Cornell - Department of Economics
  2. 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

  1. 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 (7)
  2. 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
  3. 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
  4. Country and Currency Risk Premia in an Emerging Market
    IPR working papers, Institute for Policy Resarch at Northwestern University View citations (3)
    See also Journal Article in Journal of Financial and Quantitative Analysis (1998)
  5. 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)
  6. 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)
  7. 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)
  8. 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)
  9. 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
  10. 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
  11. 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 (39)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (41)
  12. 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 Downloads
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)
  13. 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
  14. 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
  15. 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 Downloads View citations (51)

2001

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

2000

  1. Market microstructure: A survey
    Journal of Financial Markets, 2000, 3, (3), 205-258 Downloads View citations (184)
  2. Price Discovery in Auction Markets: A Look Inside the Black Box
    Review of Financial Studies, 2000, 13, (3), 627-58 View citations (54)
  3. Stock returns and trading at the close
    Journal of Financial Markets, 2000, 3, (1), 45-67 Downloads View citations (27)
  4. The Relation between Stock Market Movements and NYSE Seat Prices
    Journal of Finance, 2000, 55, (6), 2817-2840 Downloads View citations (4)

1998

  1. An empirical analysis of NYSE specialist trading
    Journal of Financial Economics, 1998, 48, (2), 189-210 Downloads View citations (67)
  2. Country and Currency Risk Premia in an Emerging Market
    Journal of Financial and Quantitative Analysis, 1998, 33, (02), 189-216 Downloads View citations (20)
    See also Working Paper
  3. International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market
    Journal of Finance, 1998, 53, (6), 2001-2027 Downloads View citations (72)

1997

  1. Competition and Collusion in Dealer Markets
    Journal of Finance, 1997, 52, (1), 245-76 Downloads View citations (44)
  2. In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets
    Review of Financial Studies, 1997, 10, (1), 175-203 View citations (48)
  3. Market Segmentation and Stock Prices: Evidence from an Emerging Market
    Journal of Finance, 1997, 52, (3), 1059-85 Downloads View citations (67)
  4. Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
    Journal of Financial Economics, 1997, 46, (3), 265-292 Downloads View citations (102)
  5. Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
    Review of Financial Studies, 1997, 10, (4), 1035-64 View citations (94)
    See also Working Paper (1996)

1996

  1. Security Prices and Market Transparency
    Journal of Financial Intermediation, 1996, 5, (3), 255-283 Downloads View citations (34)
    See also Working Paper (1991)
  2. The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
    Review of Financial Studies, 1996, 9, (1), 1-36 Downloads View citations (81)

1995

  1. Anatomy of the trading process Empirical evidence on the behavior of institutional traders
    Journal of Financial Economics, 1995, 37, (3), 371-398 Downloads View citations (79)
  2. Consolidation, Fragmentation, and the Disclosure of Trading Information
    Review of Financial Studies, 1995, 8, (3), 579-603 Downloads View citations (69)
  3. Price Continuity Rules and Insider Trading
    Journal of Financial and Quantitative Analysis, 1995, 30, (02), 199-221 Downloads View citations (5)
    See also Working Paper (1994)

1994

  1. Cooperation for Monopolization? An Empirical Analysis of Cartelization
    The Review of Economics and Statistics, 1994, 76, (1), 161-75 Downloads View citations (4)

1993

  1. An Analysis of Changes in Specialist Inventories and Quotations
    Journal of Finance, 1993, 48, (5), 1595-1628 Downloads View citations (80)
  2. Price Experimentation and Security Market Structure
    Review of Financial Studies, 1993, 6, (2), 375-404 Downloads View citations (31)
    See also Working Paper

1992

  1. Intertemporal price discovery by market makers: Active versus passive learning
    Journal of Financial Intermediation, 1992, 2, (2), 207-235 Downloads View citations (10)
    See also Working Paper (1990)
  2. Trading Mechanisms in Securities Markets
    Journal of Finance, 1992, 47, (2), 607-41 Downloads View citations (121)
    See also Working Paper

1991

  1. A Bayesian model of intraday specialist pricing
    Journal of Financial Economics, 1991, 30, (1), 99-134 Downloads View citations (106)
    See also Working Paper (1991)
  2. Insider Trading and the Value of the Firm
    Journal of Industrial Economics, 1991, 39, (4), 333-53 Downloads View citations (1)
    See also Working Paper (1988)

1986

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

1985

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