Publications and Forthcoming Articles
Publications and Forthcoming Articles
Financial Inclusion Helps Rural Households Address Climate Risk (with Ashwini Chhatre, Javed Mohib, and Deepanshi Bhardwaj), 2023, Nature - Scientific Reports 13, 7929. doi:10.1038/s41598-023-34844-y
Financial Inclusion Helps Rural Households Address Climate Risk (with Ashwini Chhatre, Javed Mohib, and Deepanshi Bhardwaj), 2023, Nature - Scientific Reports 13, 7929. doi:10.1038/s41598-023-34844-y
Media coverage: The Hindu | DownToEarth | The New Indian Express
Funding Liquidity and Market Liquidity in Government Bonds (with Timothy C. Johnson), 2021, Journal of Banking & Finance, 129. doi: 10.1016/j.jbankfin.2021.106165
Funding Liquidity and Market Liquidity in Government Bonds (with Timothy C. Johnson), 2021, Journal of Banking & Finance, 129. doi: 10.1016/j.jbankfin.2021.106165
How does regret affect investor behaviour? Evidence from Chinese stock markets (with Deng Pan, Fei Wu, and Hongfeng Zhou), 2021, Accounting & Finance 61(S1), pp 1851-1896. doi: 10.1111/acfi.12646
How does regret affect investor behaviour? Evidence from Chinese stock markets (with Deng Pan, Fei Wu, and Hongfeng Zhou), 2021, Accounting & Finance 61(S1), pp 1851-1896. doi: 10.1111/acfi.12646
Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions (with Nitin Kumar and Jeramia Poland), 2020, Review of Finance 24(5), pp 1039–1077. doi: 10.1093/rof/rfaa006
Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions (with Nitin Kumar and Jeramia Poland), 2020, Review of Finance 24(5), pp 1039–1077. doi: 10.1093/rof/rfaa006
Market Liquidity and Flow-Driven Risk (with Timothy Johnson), 2011, Review of Financial Studies 24 (3), pp 721-753. doi: 10.1093/rfs/hhq132
Market Liquidity and Flow-Driven Risk (with Timothy Johnson), 2011, Review of Financial Studies 24 (3), pp 721-753. doi: 10.1093/rfs/hhq132
Liquidity Effects in OTC Options Markets: Premium or Discount? (with Anurag Gupta and Marti G. Subrahmanyam), 2011, Journal of Financial Markets 14, pp 127-160. doi:10.1016/j.finmar.2010.08.003
Liquidity Effects in OTC Options Markets: Premium or Discount? (with Anurag Gupta and Marti G. Subrahmanyam), 2011, Journal of Financial Markets 14, pp 127-160. doi:10.1016/j.finmar.2010.08.003
The Good or The Bad? Which Mutual Fund managers Join Hedge Funds? (with Joshua Pollet, Z. Jay Wang, and Lu Zheng)), 2011, Review of Financial Studies 24 (9), pp 3008-3024. doi: 10.1093/rfs/hhr057
The Good or The Bad? Which Mutual Fund managers Join Hedge Funds? (with Joshua Pollet, Z. Jay Wang, and Lu Zheng)), 2011, Review of Financial Studies 24 (9), pp 3008-3024. doi: 10.1093/rfs/hhr057
The Economic Determinants of Interest Rate Option Smiles (with Anurag Gupta and Marti G Subrahmanyam), 2008, Journal of Banking and Finance 32(5), pp 714-728. doi: 10.1016/j.jbankfin.2007.05.012
The Economic Determinants of Interest Rate Option Smiles (with Anurag Gupta and Marti G Subrahmanyam), 2008, Journal of Banking and Finance 32(5), pp 714-728. doi: 10.1016/j.jbankfin.2007.05.012
Papers: R&R
Papers: R&R
Insider Trading Restrictions and Informed Trading in Peer Stocks (with Jayanthi Sunder and Aditi Khatri). R&R with Management Science
Insider Trading Restrictions and Informed Trading in Peer Stocks (with Jayanthi Sunder and Aditi Khatri). R&R with Management Science
Working Papers
Working Papers
Day Traders, Noise, and Cost of Immediacy (with Manoj Dalvi, Lawrence R. Glosten, and Ravi Jagannathan) NBER Working Paper No. w31127
Day Traders, Noise, and Cost of Immediacy (with Manoj Dalvi, Lawrence R. Glosten, and Ravi Jagannathan) NBER Working Paper No. w31127
Intraday Proprietary Traders and Short-term Mispricing (with V Ravi Anshuman, K V Subramanian, and Ram Thirumalai)
Intraday Proprietary Traders and Short-term Mispricing (with V Ravi Anshuman, K V Subramanian, and Ram Thirumalai)
Wisdom of Crowds? Equity Crowdfunding and Startup Performance (with Abhishek Bhatia, Deepa Mani, and Anand Nandkumar)
Wisdom of Crowds? Equity Crowdfunding and Startup Performance (with Abhishek Bhatia, Deepa Mani, and Anand Nandkumar)
Extrapolative Expectations: Implications for Volatility and Liquidity
Extrapolative Expectations: Implications for Volatility and Liquidity
The Dynamics of Hedge Fund Fees (with Z. Jay Wang, Youchang Wu, and Quoc H. Nguyen)
The Dynamics of Hedge Fund Fees (with Z. Jay Wang, Youchang Wu, and Quoc H. Nguyen)