Purnendu Nath

Finance · 2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Purnendu Nath trusts

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Menachem Brenner (in Finance)

Who trusts Purnendu Nath

  1. Ton Vorst (in Economics and Econometrics)
  2. P. Houweling (in Economics and Econometrics)
  3. A. Mentink (in Economics and Econometrics)

Papers from Purnendu Nath's perspective

Ordered by how strongly the researchers Purnendu Nath trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)
  2. Measuring Treasury Market Liquidity
  3. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  4. The Price of Options Illiquidity
  5. Economic News and the Impact of Trading on Bond Prices
  6. Differences of Opinion and the Cross Section of Stock Returns
  7. A Rational Expectations Model of Financial Contagion
  8. Contagion as a Wealth Effect
  9. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  10. Generalized autoregressive conditional heteroskedasticity

Their papers