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An Analysis of Daily Changes i...
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RePEc
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OLC EcoSci
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71
What's in your benchmark? : a factor analysis of major market indexes
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 46-59
Persistent link: https://www.econbiz.de/10011878308
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72
Estimating time-varying factor exposures
Ang, Andrew
;
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
- In:
Financial analysts' journal : FAJ
73
(
2017
)
4
,
pp. 41-54
Persistent link: https://www.econbiz.de/10011879072
Saved in:
73
Exchange traded funds 101 for economists
Lettau, Martin
;
Madhavan, Ananth Narayan
-
2018
Persistent link: https://www.econbiz.de/10011861008
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74
Exchange-traded funds 101 for economists
Lettau, Martin
;
Madhavan, Ananth Narayan
- In:
The journal of economic perspectives : EP ; a journal …
32
(
2018
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10011862303
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75
Liquidity, volatility, and equity trading costs across countries and over time
Domowitz, Ian
(
contributor
);
Glen, Jack D.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649900
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76
Automated versus floor trading : an analysis of execution costs on the Paris and New York exchanges
Venkataraman, Kumar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1445-1485
Persistent link: https://www.econbiz.de/10001662241
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77
Price discovery in auction markets : a look inside the black box
Madhavan, Ananth Narayan
;
Panchapagesan, Venkatesh
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 627-658
Persistent link: https://www.econbiz.de/10001499748
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78
Market microstructure : a survey
Madhavan, Ananth Narayan
- In:
Journal of financial markets
3
(
2000
)
3
,
pp. 205-258
Persistent link: https://www.econbiz.de/10001501649
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79
The relation between stock market movements and NYSE seat prices
Keim, Donald B.
;
Madhavan, Ananth Narayan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2817-2840
Persistent link: https://www.econbiz.de/10001537353
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80
Stock returns and trading at the close
Cushing, David
;
Madhavan, Ananth Narayan
- In:
Journal of financial markets
3
(
2000
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10001468820
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