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When is the order-to-trade ratio fee effective?

Aggarwal, Nidhi; Panchapagesan, Venkatesh; Thomas, Susan - In: Journal of financial markets 62 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014226688

Electronic limit order books and market resiliency : theory, evidence and practice

Coppejans, Mark; Domowitz, Ian; Madhavan, Ananth - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 19-37

Persistent link: https://www.econbiz.de/10003424661

In search of liquidity : block trades in the upstairs and downstairs markets

Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 1, pp. 175-203

Persistent link: https://www.econbiz.de/10001216508

International cross-listing and order flow migration : evidence from an emerging market

Domowitz, Ian - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2001-2027

Persistent link: https://www.econbiz.de/10001251915

In Search of liquidity : block trades in the upstairs and downstairs markets

Cheng, Minder; Madhavan, Ananth Narayan - 1994

Persistent link: https://www.econbiz.de/10000899455

Price Dynamics and Liquidity of Exchange-Traded Funds

Madhavan, Ananth - 2019

Exchange traded funds (ETFs) have grown substantially in diversity and size in recent years, reflecting a broader shift towards passive, index investing. As a consequence, there is increased interest by practitioners in the pricing and liquidity of ETFs. This paper develops and estimates a model...

Persistent link: https://www.econbiz.de/10012904925

Price dynamics and liquidity of exchange-traded funds

Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 14 (2016) 2, pp. 86-102

Persistent link: https://www.econbiz.de/10011691019