Details about Nidhi Aggarwal

Access statistics for papers by Nidhi Aggarwal.

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Short-id: pag114

Working Papers

2022

1. Capital account openness in India and a comparison with China: Then versus now
   Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (1)
2. Do decreases in Distance-to-Default predict rating downgrades?
   Working Papers, xKDR
   See also Journal Article Do decreases in Distance-to-Default predict rating downgrades?, Economic Modelling, Elsevier (2023) (2023)
3. When is the order-to-trade ratio fee effective?
   Working Papers, xKDR
   See also Journal Article When is the order-to-trade ratio fee effective?, Journal of Financial Markets, Elsevier (2023) View citations (1) (2023)

2021

4. Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage
   Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (2)

2019

5. When do regulatory interventions work?
   Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India
   Also in Working Papers, eSocialSciences (2019)

2017

6. Impact of India's Demonetization on Domestic Agricultural Markets
   Working Papers, eSocialSciences View citations (9)
   Also in Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India (2017) View citations (5)
7. Response of firms to listing: Evidence from SME exchanges
   Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (2)
8. The Long Road to Transformation of Agricultural Markets in India: Lessons from Karnataka
   Working Papers, eSocialSciences View citations (6)
   Also in Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India (2016) View citations (5)

2015

9. Limits to arbitrage: The case of single stock futures and spot prices
   Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (1)

2014

10. Do futures markets help in price discovery and risk management for commodities in India?
    Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (5)
11. The causal impact of algorithmic trading on market quality
    Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (10)

2012

12. Do changes in distance-to-default anticipate changes in the credit rating?
    Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (7)

2011

13. When do stock futures dominate price discovery
    Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (3)
    See also Journal Article When stock futures dominate price discovery, Journal of Futures Markets, John Wiley & Sons, Ltd. (2019) View citations (11) (2019)

Journal Articles

2023

1. Do decreases in Distance-to-Default predict rating downgrades?
   Economic Modelling, 2023, 129, (C)
   See also Working Paper Do decreases in Distance-to-Default predict rating downgrades?, Working Papers (2022) (2022)
2. The impact of India's demonetization on domestic agricultural trade
   American Journal of Agricultural Economics, 2023, 105, (1), 316-340 View citations (1)
3. When is the order-to-trade ratio fee effective?
   Journal of Financial Markets, 2023, 62, (C) View citations (1)
   See also Working Paper When is the order-to-trade ratio fee effective?, Working Papers (2022) (2022)

2019

4. When stock futures dominate price discovery
   Journal of Futures Markets, 2019, 39, (3), 263-278 View citations (11)
   See also Working Paper When do stock futures dominate price discovery, Indira Gandhi Institute of Development Research, Mumbai Working Papers (2011) View citations (3) (2011)