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Informational linkages between dark and lit trading venues

Nimalendran, Mahendrarajah; Ray, Sugata - In: Journal of financial markets 17 (2014), pp. 230-261

Persistent link: https://www.econbiz.de/10010437249

Trading simulations and real money outcomes

Anginer, Deniz; Piza, Caio; Ray, Sugata; Xu, Luqi - In: The journal of behavioral finance : a publication of … 25 (2024) 4, pp. 436-448

Persistent link: https://www.econbiz.de/10015189497

Prime (Information) Brokerage

Kumar, Nitish - 2019

We show that hedge funds gain an information advantage from their prime broker banks regarding the banks' corporate borrowers. The connected hedge funds make abnormally large trades in the stocks of borrowing firms prior to loan announcements, and these trades outperform other trades. The...

Persistent link: https://www.econbiz.de/10012901619

Prime (information) brokerage

Kumar, Nitish; Mullally, Kevin; Ray, Sugata; Tang, Yuehua - In: Journal of financial economics 137 (2020) 2, pp. 371-391

Persistent link: https://www.econbiz.de/10012652766

Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread

Desai, Anand S.; Nimalendran, Mahendrarajah; … - 1996

Persistent link: https://www.econbiz.de/10000982777

Order flow fragmentation and flight-to-transparency during stressed market conditions : evidence from COVID-19

Anselmi, Giulio; Nimalendran, Mahendrarajah; Petrella, … - In: Finance research letters 44 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014495040