Details about S Viswanathan

Access statistics for papers by S Viswanathan.

Last updated 2019-06-04. Update your information in the RePEc Author Service.

Short-id: pvi157

Working Papers

2019

1. Risk Management in Financial Institutions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2018

2. Financial Intermediary Capital
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (4)
   2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (12)
   See also Journal Article in Review of Economic Studies (2019)
3. Financing Insurance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2016

4. Household Risk Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (75)

2010

5. Leverage, Moral Hazard and Liquidity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   See also Journal Article in Journal of Finance (2011)

2009

6. Collateral and Capital Structure
   2009 Meeting Papers, Society for Economic Dynamics
   See also Journal Article in Journal of Financial Economics (2013)

2008

7. Collateral, Financial Intermediation, and the Distribution of Debt Capacity
   2008 Meeting Papers, Society for Economic Dynamics View citations (2)
8. Moral Hazard, Collateral and Liquidity
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)

2004

9. Merger Mechanisms
   Working Papers, Fondazione Eni Enrico Mattei View citations (3)
   Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (3)
   Department of Economics Working Papers, Stony Brook University, Department of Economics (2004) View citations (1)
10. Optimal Bidding in Multi-Unit Discriminatory Auctions: Two Bidders
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (3)

Journal Articles

2019

1. Financial Intermediary Capital
   Review of Economic Studies, 2019, 86, (1), 413-455 View citations (1)
   See also Working Paper (2018)

2014

2. Dynamic risk management
   Journal of Financial Economics, 2014, 111, (2), 271-296 View citations (33)

2013

3. Collateral and capital structure
   Journal of Financial Economics, 2013, 109, (2), 466-492 View citations (48)
   See also Working Paper (2009)

2011

4. Leverage, Moral Hazard, and Liquidity
   Journal of Finance, 2011, 66, (1), 99-138 View citations (107)
   See also Working Paper (2010)

2010

5. Collateral, Risk Management, and the Distribution of Debt Capacity
   Journal of Finance, 2010, 65, (6), 2293-2322 View citations (80)
6. Stock Market Declines and Liquidity
   Journal of Finance, 2010, 65, (1), 257-293 View citations (138)

2009

7. Public trust, the law, and financial investment
   Journal of Financial Economics, 2009, 92, (3), 321-341 View citations (52)

2008

8. Endogenous Events and Long-Run Returns
   Review of Financial Studies, 2008, 21, (2), 855-888 View citations (10)
9. How to Define Illegal Price Manipulation
   American Economic Review, 2008, 98, (2), 274-79 View citations (28)

2007

10. EFFICIENT MECHANISMS FOR MERGERS AND ACQUISITIONS
    International Economic Review, 2007, 48, (3), 995-1035 View citations (22)
11. Episodic Liquidity Crises: Cooperative and Predatory Trading
    Journal of Finance, 2007, 62, (5), 2235-2274 View citations (68)

2005

12. Financing Auction Bids
    RAND Journal of Economics, 2005, 36, (4), 789-815 View citations (22)
13. Valuation waves and merger activity: The empirical evidence
    Journal of Financial Economics, 2005, 77, (3), 561-603 View citations (231)

2004

14. Inter-Dealer Trading in Financial Markets
    The Journal of Business, 2004, 77, (4), 987-1040 View citations (20)
15. Market Valuation and Merger Waves
    Journal of Finance, 2004, 59, (6), 2685-2718 View citations (211)

2002

16. Market architecture: limit-order books versus dealership markets
    Journal of Financial Markets, 2002, 5, (2), 127-167 View citations (27)

2001

17. On the Existence of Linear Equilibria in Models of Market Making
    Mathematical Finance, 2001, 11, (1), 1-31 View citations (11)

2000

18. Corporate Reorganizations and Non-Cash Auctions
    Journal of Finance, 2000, 55, (4), 1807-1854 View citations (29)

1999

19. Preferencing, Internalization, Best Execution, and Dealer Profits
    Journal of Finance, 1999, 54, (5), 1799-1828 View citations (38)
20. Trade Disclosure Regulations in Markets with Negotiated Trades
    Review of Financial Studies, 1999, 12, (4), 873-900 View citations (47)

1998

21. Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange
    Journal of Finance, 1998, 53, (5), 1623-1656 View citations (82)

1996

22. Strategic Trading When Agents Forecast the Forecasts of Others
    Journal of Finance, 1996, 51, (4), 1437-78 View citations (154)

1995

23. Can Speculative Trading Explain the Volume-Volatility Relation?
    Journal of Business & Economic Statistics, 1995, 13, (4), 379-96 View citations (74)

1994

24. Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information
    Journal of Financial and Quantitative Analysis, 1994, 29, (04), 499-518 View citations (74)
25. The Direct Entry versus Takeover Decision and Stock Price Performance around Takeovers
    The Journal of Business, 1994, 67, (1), 1-43 View citations (29)

1993

26. A New Approach to International Arbitrage Pricing
    Journal of Finance, 1993, 48, (5), 1719-47 View citations (64)
27. No Arbitrage and Arbitrage Pricing: A New Approach
    Journal of Finance, 1993, 48, (4), 1231-62 View citations (72)
28. The Effect of Public Information and Competition on Trading Volume and Price Volatility
    Review of Financial Studies, 1993, 6, (1), 23-56 View citations (96)
29. Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models
    Journal of Finance, 1993, 48, (1), 187-211 View citations (205)

1990

30. A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
    Review of Financial Studies, 1990, 3, (4), 593-624 View citations (238)