Access Statistics for Ananth Madhavan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Model of Intraday Specialist Pricing 0 0 0 3 1 4 7 535
A Bayesian Model of Intraday Specialist Pricing 0 0 0 4 1 2 6 1,014
A Baysian Model of Intraday Specialist Pricing 0 0 0 2 0 3 6 697
An Analysis of Daily Changes in Specialist Inventories and Quotations 0 0 0 1 2 3 5 297
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 0 0 4 316
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) 0 0 0 1 0 4 10 401
COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION 0 0 0 0 0 9 10 226
Country and Currency Risk Premia in an Emerging Market 0 0 0 2 1 7 13 2,010
Dynamic Insider Trading 0 0 0 0 1 4 6 240
Exchange Traded Funds 101 For Economists 0 0 0 51 6 13 20 150
Exchange Traded Funds 101 For Economists 0 0 2 24 0 8 15 103
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 0 3 5 477
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 5 7 258
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 0 8 12 536
INSIDER TRADING AND THE VALUE OF THE FIRM 0 0 0 0 1 4 8 378
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING 0 0 0 1 1 2 3 616
IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? 0 0 1 9 1 3 10 31
Information Aggregation and Strategic Trading in Speculative Markets 0 0 0 1 1 3 4 130
Intertemporal Price Discovery by Market Makers: Active versus Passive Learning 0 0 0 2 0 5 7 579
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time 0 1 1 818 0 3 10 1,735
Price Continuity Rules and Insider Trading 0 0 0 1 1 2 4 270
Price Continuity Rules and Insider Trading 0 0 0 0 1 6 6 176
Price Experimentation and Security Market Structure 0 0 0 1 1 4 6 288
Risky Business: The Clearance and Settlement of Financial Transactions 0 0 0 1 1 4 12 1,050
Security Prices and Market Transparency 0 0 0 3 0 3 4 500
Security Prices and Market Transparency (Revised: 1-92) 0 0 0 0 0 2 6 189
Security Prices and Market Transparency (Revision of 12-90) 0 0 0 0 1 6 7 224
Security Prices and Market Transparency (Revision of 12-90) 0 0 0 0 3 7 8 166
The Cost of Institutional Equity Trades 0 0 0 6 1 6 6 1,342
The Cost of Institutional Equity Trades 0 0 0 7 0 2 5 960
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 4 4 1,527
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 0 270
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 1 7 9 368
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 1 4 6 466
Trading Mechanisms in Securities Markets 0 0 0 4 0 8 12 2,833
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks 0 0 0 3 1 11 17 950
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks 0 0 0 7 0 6 16 675
Total Working Papers 0 1 4 1,121 28 175 296 22,983


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian model of intraday specialist pricing 0 0 0 451 0 8 8 930
ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION 0 0 0 9 3 11 11 71
An Analysis of Changes in Specialist Inventories and Quotations 0 0 0 249 0 10 12 935
An empirical analysis of NYSE specialist trading 0 0 3 259 0 7 14 577
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 1 322 1 4 16 755
Book Reviews 0 0 0 0 0 1 1 1
COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION 0 0 0 14 0 3 4 76
Click or Call? Auction versus Search in the Over-the-Counter Market 1 1 1 26 4 13 17 136
Competition and Collusion in Dealer Markets 0 1 3 149 1 7 12 393
Consolidation, Fragmentation, and the Disclosure of Trading Information 1 3 5 261 5 14 19 718
Cooperation for Monopolization? An Empirical Analysis of Cartelization 0 0 0 69 1 3 4 199
Country and Currency Risk Premia in an Emerging Market 0 0 0 87 1 5 10 215
Discussion 0 0 0 10 0 0 2 38
Estimating Time-Varying Factor Exposures (Corrected October 2017) 0 0 3 4 0 4 9 11
Exchange-Traded Funds 101 for Economists 2 4 6 43 6 16 31 282
Exchange-Traded Funds, Market Structure, and the Flash Crash 2 6 16 18 3 13 33 37
Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts 0 1 13 85 2 12 28 206
In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets 0 0 0 3 0 4 9 959
Insider Trading and the Value of the Firm 0 0 0 60 1 5 8 199
Intertemporal price discovery by market makers: Active versus passive learning 0 0 0 78 2 3 7 231
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time 0 2 3 9 0 4 14 38
Market Microstructure: A Practitioner's Guide 0 1 4 4 8 11 19 19
Market Segmentation and Stock Prices: Evidence from an Emerging Market 0 0 1 254 0 2 5 721
Market microstructure: A survey 3 5 15 1,826 10 27 54 3,287
Pre-Trade Transparency 0 0 0 1 1 2 4 58
Price Continuity Rules and Insider Trading 0 0 0 20 0 2 4 79
Price Discovery in Auction Markets: A Look Inside the Black Box 0 0 0 2 3 18 28 717
Price Experimentation and Security Market Structure 0 1 1 98 2 7 10 389
Security Prices and Market Transparency 0 0 1 153 0 3 9 345
Should securities markets be transparent? 0 0 1 410 0 3 8 905
Stock returns and trading at the close 0 1 1 253 0 8 13 635
The Cost of Institutional Equity Trades 0 0 0 0 1 4 6 6
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 0 6 9 413
The Russell Reconstitution Effect 2 2 4 4 6 9 18 18
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 1 1 2 375 1 8 17 1,253
Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens 0 0 1 1 1 7 20 20
Trading Mechanisms in Securities Markets 0 0 1 500 1 3 9 1,264
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 0 2 5 547 2 8 17 1,079
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks 0 0 0 2 3 11 21 1,129
Total Journal Articles 12 31 91 6,716 69 286 540 19,344


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange-Traded Funds and the New Dynamics of Investing 0 0 0 0 5 14 59 547
Total Books 0 0 0 0 5 14 59 547


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice 0 1 2 5 2 4 8 18
Total Chapters 0 1 2 5 2 4 8 18


Statistics updated 2026-03-04