Details about Sugato Chakravarty

Access statistics for papers by Sugato Chakravarty.

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Short-id: pch25

Working Papers

2014

1. Are Women “The role of lender-entrepreneur relationships on the availability of entrepreneurial microfinance for the poor"
   Working Papers, Purdue University, Department of Consumer Sciences

2013

2. Are Women “Naturally” Better Credit Risks in Microcredit? Evidence from Field Experiments in Patriarchal and Matrilineal Societies in Bangladesh
   Working Papers, Purdue University, Department of Consumer Sciences View citations (2)
3. Capacity Constraints and the Opening of New Hedge Funds
   Working Papers, Purdue University, Department of Consumer Sciences
4. Selection of Borrowing Partners in Joint-Liability-Based Microcredit: Evidence from Framed Field Experiments in Bangladesh
   Working Papers, Purdue University, Department of Consumer Sciences
   Also in Working Papers, Purdue University, Department of Consumer Sciences (2013)
5. The Role of Subsidization and Organizational Status on Borrower Repayment Rates in Microfinance Institutions
   Working Papers, Purdue University, Department of Consumer Sciences View citations (1)

2012

6. 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 Purdue University Economics Working Papers, Purdue University, Department of Economics (2004) View citations (2)
   Working Papers, Purdue University, Department of Consumer Sciences (2011) View citations (2)
   See also Journal Article 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, Southern Finance Association (2011) View citations (2) (2011)
7. The International Evidence on Discouraged Small Businesses
   Working Papers, Purdue University, Department of Consumer Sciences View citations (1)
   See also Journal Article The international evidence on discouraged small businesses, Journal of Empirical Finance, Elsevier (2013) View citations (61) (2013)

2011

8. Clean Sweep: Informed Trading through Intermarket Sweep Orders
   Working Papers, Purdue University, Department of Consumer Sciences View citations (4)
   See also Journal Article Clean Sweep: Informed Trading through Intermarket Sweep Orders, Journal of Financial and Quantitative Analysis, Cambridge University Press (2012) View citations (27) (2012)
9. Do Busy Boards Add Value to Standalone Firms relative to Business Groups?Evidence from India
   Working Papers, Purdue University, Department of Consumer Sciences
10. Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom
    Working Papers, Purdue University, Department of Consumer Sciences
11. Lying and Friendship
    Working Papers, Purdue University, Department of Consumer Sciences View citations (12)

2010

12. Relationship Lending in Microcredit: Evidence from Bangladesh
    Working Papers, Purdue University, Department of Consumer Sciences View citations (4)

2005

13. A re-examination of the role of relationships in the loan-granting process
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

2002

14. An Integrated Model of Market and Limit Orders
    Finance, University Library of Munich, Germany View citations (3)
    See also Journal Article An Integrated Model of Market and Limit Orders, Journal of Financial Intermediation, Elsevier (1995) View citations (95) (1995)
15. Decimal Trading and Market Impact
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (2)
16. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?
    Econometrics, University Library of Munich, Germany
    Also in Purdue University Economics Working Papers, Purdue University, Department of Economics (2001) View citations (1)
17. Relationships and Rationing in Consumer Loans: Evidence from the Nineties
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (4)
18. Stealth-Trading: Which Traders' Trades Move Stock Prices?
    Finance, University Library of Munich, Germany View citations (16)
    See also Journal Article Stealth-trading: Which traders' trades move stock prices?, Journal of Financial Economics, Elsevier (2001) View citations (246) (2001)

2001

19. 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
20. 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 A model of broker's trading, with applications to order flow internalization, Review of Financial Economics, Elsevier (2002) View citations (10) (2002)
21. 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 An examination of own account trading by dual traders in futures markets, Journal of Financial Economics, Elsevier (2003) View citations (13) (2003)
22. Institutional Trading Patterns and Price Impact around Decimilization
    Purdue University Economics Working Papers, Purdue University, Department of Economics

2000

23. 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
24. Are Analyst Recommendations Informative?
    Purdue University Economics Working Papers, Purdue University, Department of Economics
25. 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
26. Stealth Trading: The Next Generation
    Purdue University Economics Working Papers, Purdue University, Department of Economics
27. The Determinants of Liquidity in U.S. Corporate, Municipal, and Treasury Bond Markets
    Purdue University Economics Working Papers, Purdue University, Department of Economics

1999

28. 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 (37)

1998

29. 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 (2)
30. Does Insider Trading Really Move Stock Prices?
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (5)
    See also Journal Article Does Insider Trading Really Move Stock Prices?, Journal of Financial and Quantitative Analysis, Cambridge University Press (1999) View citations (45) (1999)
31. 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)
32. 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 (93)
    See also Journal Article 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, Elsevier (1998) View citations (103) (1998)

1997

33. 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
34. 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)
35. Estimating the adverse selection cost in markets with multiple informed traders
    Research Paper, Federal Reserve Bank of New York
36. Traders' broker choice, market liquidity and market structure
    Research Paper, Federal Reserve Bank of New York
    Also in Staff Reports, Federal Reserve Bank of New York (1997)

Journal Articles

2018

1. Separating the wheat from the chaff: Signaling in microfinance loans
   World Development, 2018, 106, (C), 40-50 View citations (2)

2017

2. Do busy directors influence the cost of debt? An examination through the lens of takeover vulnerability
   Journal of Corporate Finance, 2017, 43, (C), 429-443 View citations (20)
3. Microfinance: What Do We Know? Where Do We Go?
   Annals of Corporate Governance, 2017, 2, (3), 171-289 View citations (3)

2015

4. Selection of Borrowing Partners in Joint Liability–Based Microcredit: Evidence from Framed Field Experiments in Bangladesh
   Entrepreneurship Theory and Practice, 2015, 39, (1), 129-144 View citations (2)
5. The Role of Subsidization and Organizational Status on Microfinance Borrower Repayment Rates
   World Development, 2015, 66, (C), 737-748 View citations (11)

2013

6. The international evidence on discouraged small businesses
   Journal of Empirical Finance, 2013, 20, (C), 63-82 View citations (61)
   See also Working Paper The International Evidence on Discouraged Small Businesses, Working Papers (2012) View citations (1) (2012)

2012

7. Clean Sweep: Informed Trading through Intermarket Sweep Orders
   Journal of Financial and Quantitative Analysis, 2012, 47, (2), 415-435 View citations (27)
   See also Working Paper Clean Sweep: Informed Trading through Intermarket Sweep Orders, Working Papers (2011) View citations (4) (2011)

2011

8. An Evolutionary Functional Link Neural Fuzzy Model for Financial Time Series Forecasting
   International Journal of Applied Evolutionary Computation (IJAEC), 2011, 2, (3), 39-58
9. Determinants of Profit Reinvestment by Small Businesses in Emerging Economies
   Financial Management, 2011, 40, (3), 553-590 View citations (13)
10. 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 View citations (2)
    See also Working Paper The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets, Working Papers (2012) (2012)

2009

11. A Multistage Model of Loans and the Role of Relationships
    Financial Management, 2009, 38, (4), 781-816 View citations (42)
12. Cleaning house: Stock reassignments on the NYSE
    Journal of Financial Markets, 2009, 12, (4), 727-753 View citations (1)

2007

13. Stealth Trading in Options Markets
    Journal of Financial and Quantitative Analysis, 2007, 42, (1), 167-187 View citations (60)

2006

14. Regional variation in banking services and social exclusion
    Regional Studies, 2006, 40, (4), 415-428 View citations (5)

2005

15. Did decimalization hurt institutional investors?
    Journal of Financial Markets, 2005, 8, (4), 400-420 View citations (34)
16. 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 (72)
17. Individual investors' reactions to decimalization: Innovation diffusion in financial markets
    Journal of Economic Psychology, 2005, 26, (1), 89-103 View citations (3)

2004

18. Decimals And Liquidity: A Study Of The Nyse
    Journal of Financial Research, 2004, 27, (1), 75-94 View citations (46)
19. Relationships and individuals' bank switching behavior
    Journal of Economic Psychology, 2004, 25, (4), 507-527 View citations (27)

2003

20. A Bayesian analysis of dual trader informativeness in futures markets
    Journal of Empirical Finance, 2003, 10, (3), 355-371 View citations (4)
21. An examination of own account trading by dual traders in futures markets
    Journal of Financial Economics, 2003, 69, (2), 375-397 View citations (13)
    Also in Economics Bulletin, 2002, 28, (5), A0 (2002) View citations (2)
    See also Working Paper An Examination of Own Account Trading by Dual Traders in Futures Markets, Purdue University Economics Working Papers (2001) (2001)

2002

22. A model of broker's trading, with applications to order flow internalization
    Review of Financial Economics, 2002, 11, (1), 19-36 View citations (10)
    See also Working Paper A Model of Broker's Trading with Applications to Order Flow Internalization, Purdue University Economics Working Papers (2001) (2001)
23. 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

24. Stealth-trading: Which traders' trades move stock prices?
    Journal of Financial Economics, 2001, 61, (2), 289-307 View citations (246)
    See also Working Paper Stealth-Trading: Which Traders' Trades Move Stock Prices?, Finance (2002) View citations (16) (2002)

1999

25. Does Insider Trading Really Move Stock Prices?
    Journal of Financial and Quantitative Analysis, 1999, 34, (2), 191-209 View citations (45)
    See also Working Paper Does Insider Trading Really Move Stock Prices?, Purdue University Economics Working Papers (1998) View citations (5) (1998)
26. Relationships and Rationing in Consumer Loans
    The Journal of Business, 1999, 72, (4), 523-44 View citations (31)

1998

27. 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 (103)
    See also Working Paper Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares, Research Paper (1998) View citations (93) (1998)

1997

28. 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 (30)

1995

29. An Integrated Model of Market and Limit Orders
    Journal of Financial Intermediation, 1995, 4, (3), 213-241 View citations (95)
    See also Working Paper An Integrated Model of Market and Limit Orders, Finance (2002) View citations (3) (2002)

1994

30. Should actively traded futures contracts come under the dual‐trading ban?
    Journal of Futures Markets, 1994, 14, (6), 661-684 View citations (4)