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Make-take structure and market quality : evidence from the U.S. options markets

Anand, Amber; Hua, Jian; McCormick, Timothy - In: Management science : journal of the Institute for … 62 (2016) 11, pp. 3271-3290

Persistent link: https://www.econbiz.de/10011617112

Cleaning house : stock reassignments on the NYSE

Anand, Amber; Chakravarty, Sugato; Chuwonganant, Chairat - In: Journal of financial markets 12 (2009) 4, pp. 727-753

Persistent link: https://www.econbiz.de/10003902732

Performance of institutional trading desks : an analysis of persistence in trading costs

Anand, Amber; Irvine, Paul; Puckett, Andy; … - In: The review of financial studies 25 (2012) 2, pp. 557-598

Persistent link: https://www.econbiz.de/10009515804

The value of the specialist : empirical evidence from the CBOE

Anand, Amber; Weaver, Daniel G. - In: Journal of financial markets 9 (2006) 2, pp. 100-118

Persistent link: https://www.econbiz.de/10003326677

Relative performance of bid-ask spread estimators : futures market evidence

Anand, Amber; Karagozoglu, Ahmet K. - In: Journal of international financial markets, … 16 (2006) 3, pp. 231-245

Persistent link: https://www.econbiz.de/10003328568

Mutual Fund Trading Style and Bond Market Fragility

Anand, Amber - 2020

We explore the link between mutual funds and fragility risk in the corporate bond market. We classify a fund's trading style based on its responses to signals of large dealer inventories. Trading style is persistent and the majority of funds demand liquidity. Notably, a subset of funds earn...

Persistent link: https://www.econbiz.de/10012854024

Mutual fund trading style and bond market fragility

Anand, Amber; Jotikasthira, Chotibhak; Venkataraman, Kumar - In: The review of financial studies 34 (2021) 6, pp. 2993-3044

Persistent link: https://www.econbiz.de/10012546368