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Order dynamics : recent evidence from the NYSE

Ellul, Andrew; Holden, Craig W.; Jain, Pankaj K.; … - In: Journal of empirical finance 14 (2007) 5, pp. 636-661

Persistent link: https://www.econbiz.de/10003609968

Stealth-trading: which traders' trades move stock prices?

Chakravarty, Sugato - In: Journal of financial economics 61 (2001) 2, pp. 289-307

Persistent link: https://www.econbiz.de/10001592674

Liquidity in US fixed income markets : a comparison of the bid-ask spread in corporate, government and municipal bond markets

Chakravarty, Sugato; Sarkar, Asani - 1999

Persistent link: https://www.econbiz.de/10001398237

Stealth trading : the next generation

Chakravarty, Sugato - 2000

Persistent link: https://www.econbiz.de/10001463920

Are analyst recommendations informative?

Chakravarty, Sugato; Badrinath, S. G. - 2000

Persistent link: https://www.econbiz.de/10001463921

The determinants of liquidity in US corporate, municipal and treasury bond markets

Chakravarty, Sugato; Sarkar, Asani - 2000

Persistent link: https://www.econbiz.de/10001474524

Empirical evidence on the evolution of liquidity : choice of market versus limit orders by informed and uninformed traders

Anand, Amber; Chakravarty, Sugato; Martell, Terrence F. - In: Journal of financial markets 8 (2005) 3, pp. 288-308

Persistent link: https://www.econbiz.de/10003040035

Are Volatility Over Volume Liquidity Proxies Useful for Global or US Research?

Fong, Kingsley Y. L. - 2018

We examine a general class of volatility over volume liquidity proxies as computed from low frequency (daily) data. We start from the Kyle and Obizhaeva (2016) hypothesis of transaction cost invariance to identify a new volatility over volume liquidity proxy “VoV(%Spread)” for percent spread...

Persistent link: https://www.econbiz.de/10012933698