Ananth Madhavan
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Ananth |
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Madhavan |
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Contact
Affiliations
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University of California-Berkeley
/ Walter A. Haas School of Business
Research profile
author of:
- Exchange-Traded Funds 101 for Economists (repec:aea:jecper:v:32:y:2018:i:1:p:135-54)
by Martin Lettau & Ananth Madhavan - Assessing The Costs Of Mandatory Beverage Container Deposit Legislation (repec:ags:jlofdr:26479)
by Lesser, William H. & Madhavan, Ananth N. - Competition In Beverage Distribution: The Role Of State Regulation (repec:ags:jlofdr:27827)
by Madhavan, Ananth N. - Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts (repec:anr:refeco:v:6:y:2014:p:311-341)
by Ananth Madhavan - Price Continuity Rules and Insider Trading (repec:att:wimass:9427)
by Dutta, P.K. & Madhavan, A. - Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time (repec:bla:intfin:v:4:y:2001:i:2:p:221-255)
by Ian Domowitz & Jack Glen & Ananth Madhavan - Trading Mechanisms in Securities Markets (repec:bla:jfinan:v:47:y:1992:i:2:p:607-41)
by Madhavan, Ananth - An Analysis of Changes in Specialist Inventories and Quotations (repec:bla:jfinan:v:48:y:1993:i:5:p:1595-1628)
by Madhavan, Ananth & Smidt, Seymour - Competition and Collusion in Dealer Markets (repec:bla:jfinan:v:52:y:1997:i:1:p:245-76)
by Dutta, Prajit K & Madhavan, Ananth - Market Segmentation and Stock Prices: Evidence from an Emerging Market (repec:bla:jfinan:v:52:y:1997:i:3:p:1059-85)
by Domowitz, Ian & Glen, Jack & Madhavan, Ananth - The Relation between Stock Market Movements and NYSE Seat Prices (repec:bla:jfinan:v:55:y:2000:i:6:p:2817-2840)
by Donald B. Keim & Ananth Madhavan - Discussion (repec:bla:jfinan:v:56:y:2001:i:4:p:1485-1488)
by Ananth Madhavan - Click or Call? Auction versus Search in the Over-the-Counter Market (repec:bla:jfinan:v:70:y:2015:i:1:p:419-447)
by Terrence Hendershott & Ananth Madhavan - Insider Trading and the Value of the Firm (repec:bla:jindec:v:39:y:1991:i:4:p:333-53)
by Masson, Robert T & Madhavan, Ananth - Pre-Trade Transparency (repec:bor:iserev:v:5:y:2001:i:17:p:23-46)
by Ananth Madhavan & David Porter & Daniel Weaver - Is Index Concentration An Inevitable Consequence Of Market-Capitalization Weighting? (repec:cdl:econwp:qt3kc7174f)
by Goldberg, Lisa R & Madhavan, Ananth & Selwitz, Harrison & Shkolnik, Alexander - Exchange Traded Funds 101 For Economists (repec:cpr:ceprdp:12629)
by Lettau, Martin & Madhavan, Ananth - Price Continuity Rules and Insider Trading (repec:cup:jfinqa:v:30:y:1995:i:02:p:199-221_00)
by Dutta, Prajit K. & Madhavan, Ananth - Country and Currency Risk Premia in an Emerging Market (repec:cup:jfinqa:v:33:y:1998:i:02:p:189-216_00)
by Domowitz, Ian & Glen, Jack & Madhavan, Ananth - Stock returns and trading at the close (repec:eee:finmar:v:3:y:2000:i:1:p:45-67)
by Cushing, David & Madhavan, Ananth - Market microstructure: A survey (repec:eee:finmar:v:3:y:2000:i:3:p:205-258)
by Madhavan, Ananth - Should securities markets be transparent? (repec:eee:finmar:v:8:y:2005:i:3:p:265-287)
by Madhavan, Ananth & Porter, David & Weaver, Daniel - A Bayesian model of intraday specialist pricing (repec:eee:jfinec:v:30:y:1991:i:1:p:99-134)
by Madhavan, Ananth & Smidt, Seymour - Anatomy of the trading process Empirical evidence on the behavior of institutional traders (repec:eee:jfinec:v:37:y:1995:i:3:p:371-398)
by Keim, Donald B. & Madhavan, Ananth - Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (repec:eee:jfinec:v:46:y:1997:i:3:p:265-292)
by Keim, Donald B. & Madhavan, Ananth - An empirical analysis of NYSE specialist trading (repec:eee:jfinec:v:48:y:1998:i:2:p:189-210)
by Madhavan, Ananth & Sofianos, George - Intertemporal price discovery by market makers: Active versus passive learning (repec:eee:jfinin:v:2:y:1992:i:2:p:207-235)
by Chris Leach, J. & Madhavan, Ananth N. - Security Prices and Market Transparency (repec:eee:jfinin:v:5:y:1996:i:3:p:255-283)
by Madhavan, Ananth - Insider Trading And The Value Of The Firm (repec:fth:cornel:402)
by Masson, R.T. & Madhavan, A.N. - Cooperation Or Retaliation: An Empirical Analysis Of Cartelization (repec:fth:cornel:407)
by Lesser, W.H. & Madhavan, A.N. & Masson, R.T. - Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (repec:fth:nystfi:96-34)
by Ananth Madhavan & Matthew Richardson & Mark Roomans - Security Prices and Market Transparency (Revision of 12-90) (repec:fth:pennfi:01-92)
by Ananth Madhavan - A Bayesian Model of Intraday Specialist Pricing (repec:fth:pennfi:02-91)
by Ananth Madhavan & Seymour Smidt - The Information Contained in Stock Exchange Seat Prices (repec:fth:pennfi:07-98)
by Donald B. Keim & Ananth Madhavan - The Cost of Institutional Equity Trades (repec:fth:pennfi:08-98)
by Donald B. Keim & Ananth Madhavan - Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) (repec:fth:pennfi:09-95)
by Donald B. Keim & Ananth Madhavan - Security Prices and Market Transparency (Revision of 12-90) (repec:fth:pennfi:1-92)
by Ananth Madhavan - The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) (repec:fth:pennfi:10-94)
by Donald B. Keim & Ananth Madhavan - Security Prices and Market Transparency (Revised: 1-92) (repec:fth:pennfi:12-90)
by Ananth Madhavan - Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) (repec:fth:pennfi:12-94)
by Donald B. Keim & Ananth Madhavan - Intertemporal Price Discovery by Market Makers: Active versus Passive Learning (repec:fth:pennfi:15-90)
by Chris J. Leach & Ananth N. Madhavan - Trading Mechanisms in Securities Markets (repec:fth:pennfi:16-90)
by Ananth N. Madhavan - Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) (repec:fth:pennfi:18-93)
by Donald B. Keim & Ananth Madhavan - A Bayesian Model of Intraday Specialist Pricing (repec:fth:pennfi:2-91)
by Ananth Madhavan & Seymour Smidt - Price Experimentation and Security Market Structure (repec:fth:pennfi:20-92)
by Chris J. Leach & Ananth N. Madhavan - Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (repec:fth:pennfi:20-94)
by Ananth Madhavan & Matthew Richardson & Mark Roomans - The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) (repec:fth:pennfi:21-92)
by Donald B. Keim & Ananth Madhavan - An Analysis of Daily Changes in Specialist Inventories and Quotations (repec:fth:pennfi:22-92)
by Ananth Madhavan & Seymour Smidt - Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) (repec:fth:pennfi:26-94)
by Donald B. Keim & Ananth Madhavan - Risky Business: The Clearance and Settlement of Financial Transactions (repec:fth:pennfi:40-88)
by Ananth Madhavan & Morris Mendelson & Junius W. Peake - The Information Contained in Stock Exchange Seat Prices (repec:fth:pennfi:7-98)
by Donald B. Keim & Ananth Madhavan - The Cost of Institutional Equity Trades (repec:fth:pennfi:8-98)
by Donald B. Keim & Ananth Madhavan - Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) (repec:fth:pennfi:9-95)
by Donald B. Keim & Ananth Madhavan - Security Prices and Market Transparency (repec:fth:pennif:1-92)
by Madhavan, A. - Intertemporal Price Discovery By Market Makers: Active Versus Passive Learning (repec:fth:pennif:15-90)
by Leach, J.C. & Madhavan, A.N. - A Baysian Model of Intraday Specialist Pricing (repec:fth:pennif:2-91)
by Madhavan, A. & Smidt, S. - Exchange Traded Funds 101 For Economists (repec:nbr:nberwo:24250)
by Martin Lettau & Ananth Madhavan - In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets (repec:oup:rfinst:v:10:y:1997:i:1:p:175-203)
by Madhavan, Ananth & Cheng, Minder - Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (repec:oup:rfinst:v:10:y:1997:i:4:p:1035-64)
by Madhavan, Ananth & Richardson, Matthew & Roomans, Mark - Price Discovery in Auction Markets: A Look Inside the Black Box (repec:oup:rfinst:v:13:y:2000:i:3:p:627-58)
by Madhavan, Ananth & Panchapagesan, Venkatesh - Price Experimentation and Security Market Structure (repec:oup:rfinst:v:6:y:1993:i:2:p:375-404)
by Leach, J Chris & Madhavan, Ananth N - Consolidation, Fragmentation, and the Disclosure of Trading Information (repec:oup:rfinst:v:8:y:1995:i:3:p:579-603)
by Madhavan, Ananth - The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (repec:oup:rfinst:v:9:y:1996:i:1:p:1-36)
by Keim, Donald B & Madhaven, Ananth - Exchange-Traded Funds and the New Dynamics of Investing (repec:oxp:obooks:9780190279394)
by Madhavan, Ananth N. - Dynamic Insider Trading (repec:roc:rocher:270)
by Dutta,, P. & Madhavan, A. - Price Continuity Rules and Insider Trading (repec:roc:rocher:338)
by Dutta, P.K. & Madhavan, A. - Information Aggregation and Strategic Trading in Speculative Markets (repec:roc:rocher:339)
by Dutta, P.K. & Madhavan, A. - Book Reviews (repec:sae:intstu:v:31:y:1994:i:2:p:227-230)
by A. Madhavan - The Cost of Institutional Equity Trades (repec:taf:ufajxx:v:54:y:1998:i:4:p:50-69)
by Donald B. Keim & Ananth Madhavan - Market Microstructure: A Practitioner's Guide (repec:taf:ufajxx:v:58:y:2002:i:5:p:28-42)
by Ananth Madhavan - The Russell Reconstitution Effect (repec:taf:ufajxx:v:59:y:2003:i:4:p:51-64)
by Ananth Madhavan - Exchange-Traded Funds, Market Structure, and the Flash Crash (repec:taf:ufajxx:v:68:y:2012:i:4:p:20-35)
by Ananth Madhavan - Estimating Time-Varying Factor Exposures (Corrected October 2017) (repec:taf:ufajxx:v:73:y:2017:i:4:p:41-54)
by Andrew Ang & Ananth Madhavan & Aleksander Sobczyk - Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens (repec:taf:ufajxx:v:77:y:2021:i:1:p:69-88)
by Ananth Madhavan & Aleksander Sobczyk & Andrew Ang - Cooperation for Monopolization? An Empirical Analysis of Cartelization (repec:tpr:restat:v:76:y:1994:i:1:p:161-75)
by Madhavan, Ananth N & Masson, Robert T & Lesser, William H - Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time (repec:wdi:papers:2000-322)
by Ian Domowitz & Jack Glen & Ananth Madhavan - Country and Currency Risk Premia in an Emerging Market (repec:wop:nwuipr:97-26)
by Ian Domowitz & Jack Glen & Ananth Madhavan - Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice (repec:wsi:wschap:9789812707291_0002)
by Mark Coppejans & Ian Domowitz & Ananth Madhavan