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Kumar Venkataraman
Kumar Venkataraman
Professor of Finance, Southern Methodist University
Verified email at mail.cox.smu.edu
Title
Cited by
Cited by
Year
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
H Bessembinder, W Maxwell, K Venkataraman
Journal of Financial Economics 82 (2), 251-288, 2006
7232006
Does earnings quality affect information asymmetry? Evidence from trading costs
N Bhattacharya, H Desai, K Venkataraman
Contemporary Accounting Research, 2012
6422012
Do short sellers target firms with poor earnings quality? Evidence from earnings restatements
H Desai, S Krishnamurthy, K Venkataraman
Review of Accounting Studies 11, 71-90, 2006
4472006
The impact of Regulation Fair Disclosure: Trading costs and information asymmetry
VR Eleswarapu, R Thompson, K Venkataraman
Journal of Financial and Quantitative Analysis 39 (02), 209-225, 2004
3842004
Capital commitment and illiquidity in corporate bonds
H Bessembinder, S Jacobsen, W Maxwell, K Venkataraman
The Journal of Finance 73 (4), 1615-1661, 2018
3452018
Automated versus floor trading: An analysis of execution costs on the Paris and New York exchanges
K Venkataraman
The Journal of Finance 56 (4), 1445-1485, 2001
2872001
Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis
A Anand, P Irvine, A Puckett, K Venkataraman
Journal of Financial Economics 108 (3), 773-797, 2013
278*2013
The impact of legal and political institutions on equity trading costs: A cross-country analysis
VR Eleswarapu, K Venkataraman
The Review of Financial Studies 19 (3), 1081-1111, 2006
2692006
Performance of institutional trading desks: An analysis of persistence in trading costs
A Anand, P Irvine, A Puckett, K Venkataraman
Review of Financial Studies 25 (2), 557-598, 2012
2242012
Does an electronic stock exchange need an upstairs market?
H Bessembinder, K Venkataraman
Journal of Financial Economics 73 (1), 3-36, 2004
2082004
The value of the designated market maker
K Venkataraman, AC Waisburd
Journal of Financial and Quantitative Analysis 42 (3), 735, 2007
199*2007
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
H Bessembinder, M Panayides, K Venkataraman
Journal of Financial Economics 94 (3), 361-383, 2009
1842009
Market conditions, fragility, and the economics of market making
A Anand, K Venkataraman
Journal of Financial Economics 121 (2), 327-349, 2016
158*2016
Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence
H Bessembinder, A Carrion, LA Tuttle, K Venkataraman
Journal of Financial Economics 121 (1), 142-166, 2016
131*2016
A survey of the microstructure of fixed-income markets
H Bessembinder, C Spatt, K Venkataraman
Journal of Financial and Quantitative Analysis 55 (1), 1-45, 2020
1162020
Informed Trading and Price Discovery before Corporate Events
S Baruch, MA Panayides, K Venkataraman
Journal of Financial Economics 125, 561-588, 2017
116*2017
Bid–Ask Spreads
H Bessembinder, K Venkataraman
Encyclopedia of Quantitative Finance, 2010
1152010
Mutual fund trading style and bond market fragility
A Anand, C Jotikasthira, K Venkataraman
The Review of Financial Studies 34 (6), 2993-3044, 2021
65*2021
Trading activity and transaction costs in structured credit products
H Bessembinder, WF Maxwell, K Venkataraman
Financial Analysts Journal 69 (6), 55-67, 2013
48*2013
Institutional order handling and broker-affiliated trading venues
A Anand, M Samadi, JS Sokobin, K Venkataraman
Review of Financial Studies, Forthcoming, 2020
412020
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Articles 1–20