Details about Vinay Patel

Access statistics for papers by Vinay Patel.

Last updated 2022-11-23. Update your information in the RePEc Author Service.

Short-id: ppa1131

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)
2. Practical Applications of Information Leakage in Energy Derivatives around News Announcements
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

2020

3. Information Leakage in Energy Derivatives around News Announcements
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (2)

Journal Articles

2022

1. Informed options trading prior to FDA announcements
   Journal of Business Finance & Accounting, 2022, 49, (7-8), 1211-1236

2020

2. Price discovery in stock and options markets
   Journal of Financial Markets, 2020, 47, (C) View citations (41)

2019

3. Liquidity and earnings in event studies: Does data granularity matter?
   Pacific-Basin Finance Journal, 2019, 54, (C), 118-131 View citations (6)
4. Price discovery in commodity derivatives: Speculation or hedging?
   Journal of Futures Markets, 2019, 39, (9), 1107-1121 View citations (20)
5. Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework
   Pacific-Basin Finance Journal, 2019, 56, (C), 129-150 View citations (4)

2016

6. Return predictability following different drivers of large price changes
   International Review of Financial Analysis, 2016, 45, (C), 202-214 View citations (6)

2015

7. The microstructure of Australian takeover announcements
   Australian Journal of Management, 2015, 40, (1), 161-188 View citations (10)

Books

2015

1. Price Discovery in US and Australian Stock and Options Markets
   PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney