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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

Institutional trading and stock resiliency : evidence from the 2007 - 2009 financial crisis

Anand, Amber; Irvine, Paul; Puckett, Andy; … - In: Journal of financial economics 108 (2013) 3, pp. 773-797

Persistent link: https://www.econbiz.de/10009764339

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

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

Institutional Trading and Stock Resiliency : Evidence from the 2007-2009 Financial Crisis

Anand, Amber - 2013

We examine the impact of institutional trading on stock resiliency during the financial crisis of 2007-2009. We show that buy-side institutions have different exposure to liquidity factors based on their trading style. Liquidity supplying institutions absorb the long-term order imbalances in the...

Persistent link: https://www.econbiz.de/10013095262