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Market sidedness: Insights into motives for trade initiation

Sarkar, Asani; Schwartz, Robert A. - 2007

sidedness (relative to a control sample) around events that identify trade initiators. Consistent with asymmetric information …

Persistent link: https://www.econbiz.de/10010283298

Common determinants of bond and stock market liquidity: The impact of financial crises, monetary policy, and mutual fund flows

Chordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar - 2001

. Overall, this study deepens our understanding of the dynamics of liquidity in financial markets and suggests how asset …

Persistent link: https://www.econbiz.de/10010283309

Fifteen minutes of fame? The market impact of internet stock picks

Antunovich, Peter; Sarkar, Asani - 2003

stock picks show substantial short- and long-run price and liquidity gains, although no new information is revealed about …

Persistent link: https://www.econbiz.de/10010283358

An empirical analysis of stock and bond market liquidity

Chordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar - 2003

. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid …

Persistent link: https://www.econbiz.de/10010283415

Two-sided markets and intertemporal trade clustering: Insights into trading motives

Sarkar, Asani; Schwartz, Robert A. - 2006

has implications for trading motives, market structure, and the process by which new information is incorporated into …

Persistent link: https://www.econbiz.de/10010283439

The joint dynamics of liquidity, returns, and volatility across small and large firms

Chordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar - 2005

, and liquidity dynamics across the small- and large-cap sectors are modeled by way of a vector autoregression model, using …

Persistent link: https://www.econbiz.de/10010283461

What explains the stock market's reaction to the federal reserve policy?

Bernanke, Ben S.; Kuttner, Kenneth N. - 2003

This paper analyzes the impact of unanticipated changes in the federal funds rate target on equity prices, with the aim of both estimating the size of the typical reaction and understanding the reasons for the market's response. We find that over the June 1989-December 2002 sample period, a...

Persistent link: https://www.econbiz.de/10010283442