Ananth Madhavan
Finance · 2000–2012
A researcher in the Science corpus: 9 papers; trusts 7 researchers and is trusted by 64 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #596 of 10,518 by trust here, #936 by citations
- Accounting — 24 citations into it; #2,198 of 8,970 by trust here, #2,072 by citations
- Economics and Econometrics — 15 citations into it; #1,323 of 23,481 by trust here, #2,859 by citations
- Management Science and Operations Research — 8 citations into it; #647 of 11,946 by trust here, #1,411 by citations
- Strategy and Management — 5 citations into it
Whom Ananth Madhavan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud
- Maureen O’Hara
- Terrence Hendershott
- Paul H. Schultz
- Richard K. Lyons
- Charles M. Jones
- Eugene F. Fama
Who trusts Ananth Madhavan overall
- Michel Callon
- Eric C. So
- Björn Hagströmer
- Y. Amihud
- Matthieu Wyart
- Darrell Duffie
- Maureen O’Hara
- Fabian Muniesa
- Carl Chiarella
- Albert J. Menkveld
Papers from Ananth Madhavan's perspective
Ordered by how strongly the researchers Ananth Madhavan trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
- Institutional trading and alternative trading systems
- Market Microstructure: A Survey
- Information and the Cost of Capital
- The Bond/Old-Bond Spread
- Securities lending, shorting, and pricing
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- The Cross-Section of Volatility and Expected Returns
- The Cross‐Section of Expected Stock Returns
Their papers
- Market Microstructure: A Survey (2000) — 1,148 citations
- Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time (2001) — 400 citations
- Exchange-Traded Funds, Market Structure, and the Flash Crash (2012) — 157 citations
- Should securities markets be transparent (2005) — 304 citations
- Price Discovery in Auction Markets: A Look Inside the Black Box (2000) — 233 citations
- Stock returns and trading at the close (2000) — 143 citations
- Click or Call? Auction versus Search in the Over‐the‐Counter Market (2012) — 167 citations
- The Dynamics of Leveraged and Inverse-Exchange Traded Funds (2009) — 184 citations
- The Russell Reconstitution Effect (2003) — 113 citations