Amrut J. Nashikkar
Finance · 2008–2011
A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 74 citations into it; #5,729 of 10,518 by trust here, #3,280 by citations
- Accounting — 36 citations into it
- Economics and Econometrics — 18 citations into it
Whom Amrut J. Nashikkar trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis A. Longstaff
- Y. Amihud
- Sriketan Mahanti
- Darrell Duffie
- Ron Kaniel
- Amy K. Edwards
- Long Chen
- Paul H. Schultz
- Adam B. Ashcraft
- T. C. Chiang
Who trusts Amrut J. Nashikkar overall
Papers from Amrut J. Nashikkar's perspective
Ordered by how strongly the researchers Amrut J. Nashikkar trusts endorse each paper. Same corpus, a different order for every researcher.
- Securities lending, shorting, and pricing
- Corporate Bond Trading Costs: A Peek Behind the Curtain
- An Empirical Study of Bond Market Transactions
- Structural Models of Corporate Bond Pricing: An Empirical Analysis
- A Simple Model of Herd Behavior
- Corporate Yield Spreads and Bond Liquidity
- Trading Costs and Returns for US Equities: The Evidence from Daily Data
- Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
- Is Information Risk a Determinant of Asset Returns
- An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
Their papers
- Firm specific and macro herding by professional and amateur investors and their effects on market volatility (2011) — 155 citations
- Liquidity and Arbitrage in the Market for Credit Risk (2011) — 134 citations
- Price Dispersion in OTC Markets: A New Measure of Liquidity (2011) — 196 citations
- Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆ (2008) — 223 citations