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Details about S Viswanathan

E-mail:
Homepage:http://www.duke.edu/~viswanat
Workplace:Finance Area, Fuqua School of Business, Duke University, (more information at EDIRC)
Department of Economics, Duke University, (more information at EDIRC)

Access statistics for papers by S Viswanathan.

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

Short-id: pvi157


Jump to Journal Articles

Working Papers

2019

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

2018

  1. Financial Intermediary Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (4)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (12)

    See also Journal Article in Review of Economic Studies (2019)
  2. Financing Insurance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2016

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

2010

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

2009

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

2008

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

2004

  1. Merger Mechanisms
    Working Papers, Fondazione Eni Enrico Mattei Downloads 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) Downloads View citations (1)
  2. 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 Downloads View citations (1)
    See also Working Paper (2018)

2014

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

2013

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

2011

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

2010

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

2009

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

2008

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

2007

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

2005

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

2004

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

2002

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

2001

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

2000

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

1999

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

1998

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

1996

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

1995

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

1994

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

1993

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

1990

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