A Model of Broker's Trading, With Applications to Order Flow Internalization (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders (Research paper)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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Information asymmetry, market segmentation and the pricing of cross-listed shares: Theory and evidence from Chinese A and B shares (Research paper)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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Can competition between brokers mitigate agency conflicts with their customers? (Research paper)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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Estimating the adverse selection cost in markets with multiple informed traders (Research paper / Federal Reserve Bank of New York)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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Are Analyst Recommendations Informative?: Evidence on the Behavior of Bid-Ask Spreads, Bid and Ask Depths and Trading Volume Around Public Announcements of Analyst Recommendations (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First? (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales (Research paper)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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Stealth Trading: the Next Generation : Which Trader's Trades Move Prices? (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Traders' broker choice, market liquidity and market structure (Research paper / Federal Reserve Bank of New York)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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A Comparison of Trading Costs in the U.S. Corporate, Municipal and Treasury Bond Markets (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Liquidity in U.S. fixed income markets: A comparison of the bid-ask spread in corporate, government and municipal bond markets (Staff reports)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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An analysis of own account trading by dual traders in futures markets: A Bayesian approach (Paper)
Author: Sugato Chakravarty
Manufacturer: Krannert Graduate School of Management, Purdue University
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Does Insider Trading Really Move Stock Prices ? (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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An Analysis of Own Account Trading (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Do Differences in Transparency Affect Trading Costs?: Evidence from U.S. Corporate, Municipal and Treasury Bond Markets (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Decimal Trading and Market Impact (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Institutional Trading Patterns and Price Impact Around Decimalization (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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Relationships and Rationing in Consumer Loans: Evidence from the Nineties (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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An Examination of Own Account Trading (Paper)
Author: Sugato Chakravarty
Manufacturer: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
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An analysis of brokers' trading, with applications to order flow internalization and off-exchange block sales (Research paper)
Author: Sugato Chakravarty
Manufacturer: Federal Reserve Bank of New York
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