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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
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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
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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
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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
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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
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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
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The effect of the term auction facility on the London inter-bank offered rate
McAndrews, James; Sarkar, Asani; Wang, Zhenyu - 2008
This paper examines the effects of the Federal Reserve's Term Auction Facility (TAF) on the London Inter-Bank Offered Rate (LIBOR). The particular question investigated is whether the announcements and operations of the TAF are associated with downward shifts of the LIBOR; such an association...
Persistent link: https://www.econbiz.de/10010283503