Details about Venkat Eleswarapu

Access statistics for papers by Venkat Eleswarapu.

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Short-id: pel196

Working Papers

1995

1. Do `speculative traders' increase Stock Price Volatility? Empirical evidence from the Bombay Stock Exchange
   Finance, University Library of Munich, Germany View citations (6)
2. Liquidity, stock returns and ownership structure: an empirical study of the BSE
   Finance, University Library of Munich, Germany View citations (5)

Journal Articles

2007

1. Testing for negative expected market return premia
   Journal of Banking & Finance, 2007, 31, (6), 1755-1770 View citations (5)

2006

2. The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis
   The Review of Financial Studies, 2006, 19, (3), 1081-1111 View citations (86)

2004

3. The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry
   Journal of Financial and Quantitative Analysis, 2004, 39, (2), 209-225 View citations (90)
4. The Predictability of Aggregate Stock Market Returns: Evidence Based on Glamour Stocks
   The Journal of Business, 2004, 77, (2), 275-294 View citations (25)

2001

5. Deregulation and capital market integration: A study of the New Zealand stock market
   Pacific-Basin Finance Journal, 2001, 9, (1), 29-46 View citations (7)

1998

6. Short-term traders and liquidity: a test using Bombay Stock Exchange data
   Journal of Financial Economics, 1998, 47, (3), 339-355 View citations (52)

1997

7. Cost of Transacting and Expected Returns in the Nasdaq Market
   Journal of Finance, 1997, 52, (5), 2113-27 View citations (72)

1993

8. The seasonal behavior of the liquidity premium in asset pricing
   Journal of Financial Economics, 1993, 34, (3), 373-386 View citations (100)