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Sarkar, Asani's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
15,566 |
Total
Citations
386 |
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1.
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An Empirical Analysis of Stock and Bond Market Liquidity
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Chordia, Tarun
Emory University - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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01 Nov 01
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Last Revised:
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27 Mar 06
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2,830
(1,510)
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134
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Chordia, Tarun
Emory University - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
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Chordia, Tarun
Emory University - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
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2,830
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134
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2.
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Stock Market Crises in Developed and Emerging Markets
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Sarkar, Asani
Federal Reserve Bank of New York Patel, Sandeep A.
Standard & Poor's - Information Services
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Posted:
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06 Jul 98
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Last Revised:
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07 Mar 01
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1,952
(2,951)
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17
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Sarkar, Asani
Federal Reserve Bank of New York Patel, Sandeep A.
Standard & Poor's - Information Services
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Sarkar, Asani
Federal Reserve Bank of New York Patel, Sandeep A.
Standard & Poor's - Information Services
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1,952
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17
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3.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York
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1,377
(5,431)
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30
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4.
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Information Asymmetry, Market Segmentation, and the Pricing of Cross-Listed Shares: Theory and Evidence from Chinese A and B Shares
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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Posted:
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31 Aug 98
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Last Revised:
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07 Mar 01
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1,138
(7,481)
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35
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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1,138
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35
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5.
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Diversification Benefits of Emerging Markets Subject to Portfolio Constraints
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Li, Kai
University of British Columbia (UBC) - Sauder School of Business Sarkar, Asani
Federal Reserve Bank of New York Wang, Zhenyu
University of Texas at Austin - Department of Finance
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Posted:
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23 Jun 01
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Last Revised:
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08 Sep 09
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809
(12,929)
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33
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Li, Kai
University of British Columbia (UBC) - Sauder School of Business Sarkar, Asani
Federal Reserve Bank of New York Wang, Zhenyu
University of Texas at Austin - Department of Finance
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0
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International diversification, short-sale constraints, home bias, asset allocation, Bayesian inference
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Li, Kai
University of British Columbia (UBC) - Sauder School of Business Sarkar, Asani
Federal Reserve Bank of New York Wang, Zhenyu
University of Texas at Austin - Department of Finance
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809
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33
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International diversification, short-sale constraints, home bias, asset allocation, Bayesian inference
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6.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York
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639
(18,249)
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7.
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Chordia, Tarun
Emory University - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
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24 Sep 07
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Last Revised:
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18 Feb 11
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601
(19,910)
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5
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lead-lag, returns, small stocks, large stocks, microstructure, information
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8.
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McAndrews, James
Federal Reserve Bank of New York Sarkar, Asani
Federal Reserve Bank of New York Wang, Zhenyu
Kelley School of Business, Indiana University
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426
(31,534)
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44
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LIBOR, liquidity, money markets, Term Auction Facility
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9.
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Goldberg, Linda S.
Federal Reserve Bank of New York Kambhu, John
Federal Reserve Bank of New York Sarkar, Asani
Federal Reserve Bank of New York Mahoney, James M.
Federal Reserve Bank of New York Radecki, Lawrence J.
Federal Reserve Banks - Federal Reserve Bank of New York
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421
(31,921)
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3
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securities markets, clearing and settlement, stock exchanges, securities trading, securities settlement
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10.
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Zhang, Lingjia
affiliation not provided to SSRN Sarkar, Asani
Federal Reserve Bank of New York
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419
(32,122)
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1
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11.
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Helwege, Jean
University of South Carolina Maurer, Samuel
affiliation not provided to SSRN Sarkar, Asani
Federal Reserve Bank of New York Wang, Yuan
John Molson School of Business, Concordia University
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387
(35,504)
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7
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credit default swaps, settlement, auctions, recovery basis, corporate bonds, default
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12.
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Tozzi, Michelle
affiliation not provided to SSRN Sarkar, Asani
Federal Reserve Bank of New York
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374
(37,025)
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electronic trading, future exchanges, electronic systems
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13.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York
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359
(38,893)
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14.
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Li, Kai
University of British Columbia (UBC) - Sauder School of Business Sarkar, Asani
Federal Reserve Bank of New York
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348
(40,444)
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1
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International diversification, Short-sale constraints, Home bias, Asset allocation
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15.
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Is There an S&P 500 Index Effect?
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Versions (2)
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Kasch, Maria
University of Mannheim - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York
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Posted:
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21 Mar 09
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Last Revised:
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09 Jan 13
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326
(43,867)
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1
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Kasch, Maria
University of Mannheim - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York
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06 Nov 12
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Last Revised:
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09 Jan 13
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69
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1
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S&P 500 inclusions, Pre-inclusion performance, Factor betas, Price and earnings momentum, Value effect
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Kasch, Maria
University of Mannheim - Department of Finance Sarkar, Asani
Federal Reserve Bank of New York
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| Posted: |
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21 Mar 09
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Last Revised:
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15 Oct 12
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257
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1
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S&P 500 inclusions, Pre-inclusion performance, Factor betas, Price and earnings momentum, Value effect
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16.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York
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296
(48,983)
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17.
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Menkveld, Albert J.
VU University Amsterdam Sarkar, Asani
Federal Reserve Bank of New York van der Wel, Michel
Erasmus University Rotterdam
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01 Mar 07
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Last Revised:
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20 Nov 12
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294
(49,347)
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3
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riskfree rate, macroeconomic announcements, customer order flow, intermediary, treasury futures
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18.
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Schwartz, Robert A.
Baruch College - CUNY Sarkar, Asani
Federal Reserve Bank of New York
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279
(52,410)
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13
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Trade initiation, sidedness, asymmetric information, heterogeneous beliefs, differential information, demand for immediacy, earnings, macroecnomic announcements, merger news
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19.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York
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277
(52,872)
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20.
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Coffey, Niall
Federal Reserve Banks - Federal Reserve Bank of New York Hrung, Warren B.
Federal Reserve Bank of New York Sarkar, Asani
Federal Reserve Bank of New York
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15 Sep 09
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Last Revised:
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08 Jun 10
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239
(62,148)
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16
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covered interest parity, funding constraints, counterparty credit risk, central bank currence swap lines, financial crisis, foreign exchange
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21.
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Liquidity Risk, Credit Risk, and the Federal Reserve’s Responses to the Crisis
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Sarkar, Asani
Federal Reserve Bank of New York
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Posted:
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15 Sep 09
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Last Revised:
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19 Jun 10
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224
(66,601)
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6
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Sarkar, Asani
Federal Reserve Bank of New York
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0
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Crisis, The Federal Reserve, Liquidity facilities, Credit risk
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Sarkar, Asani
Federal Reserve Bank of New York
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224
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6
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crisis response, Federal Reserve, counterparty credit risk, liquidity risk, limits to arbitrage
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22.
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Borden, Sara
affiliation not provided to SSRN Sarkar, Asani
Federal Reserve Bank of New York
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207
(72,257)
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1
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securitization, catastrophe risk, property, derivatives
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23.
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Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks
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Antunovich, Peter
Morgan Stanley Dean Witter & Co. Inc. Sarkar, Asani
Federal Reserve Bank of New York
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Posted:
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29 Sep 02
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Last Revised:
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10 Apr 07
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198
(75,534)
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3
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Antunovich, Peter
Morgan Stanley Dean Witter & Co. Inc. Sarkar, Asani
Federal Reserve Bank of New York
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0
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Liquidity externality, Internet stock picks, market efficiency
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Antunovich, Peter
Morgan Stanley Dean Witter & Co. Inc. Sarkar, Asani
Federal Reserve Bank of New York
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198
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3
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liquidity externality, internet stock picks
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24.
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Armantier, Olivier
Federal Reserve Bank of New York Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics Sarkar, Asani
Federal Reserve Bank of New York Shrader, Jeffrey
Department of Economics, UC San Diego
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| Posted: |
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04 Feb 11
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Last Revised:
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18 Sep 12
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195
(76,692)
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8
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Discount Window, Term Auction Facility, Stigma, Crisis, Monetary Policy
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25.
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Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence From Dual Trading Restrictions
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Sarkar, Asani
Federal Reserve Bank of New York Locke, Peter
Texas Christian University Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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Posted:
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09 Nov 98
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Last Revised:
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26 Dec 98
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179
(83,233)
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2
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Sarkar, Asani
Federal Reserve Bank of New York Locke, Peter
Texas Christian University Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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0
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Sarkar, Asani
Federal Reserve Bank of New York Locke, Peter
Texas Christian University Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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179
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2
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26.
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van der Wel, Michel
Erasmus University Rotterdam Menkveld, Albert J.
VU University Amsterdam Sarkar, Asani
Federal Reserve Bank of New York
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171
(86,980)
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2
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market makers, liquidity supply, signing trades, inventory, information, Treasury futures markets
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27.
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Schwartz, Robert A.
Baruch College - CUNY Sarkar, Asani
Federal Reserve Bank of New York
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152
(96,791)
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3
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two-sided markets, trade clustering, trading motives, equity markets, volatility, trading costs
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28.
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Sarkar, Asani
Federal Reserve Bank of New York Shrader, Jeffrey
Department of Economics, UC San Diego
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108
(128,048)
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5
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Financial Amplification Mechanism, Federal Reserve Liquidity Facilities, Balance Sheet, Adverse Selection, Funding Liquidity, Market Liquidity
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29.
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Coffey, Niall
Federal Reserve Banks - Federal Reserve Bank of New York Hrung, Warren B.
Federal Reserve Bank of New York Nguyen, Hoai-Luu Q.
Federal Reserve Bank of New York Sarkar, Asani
Federal Reserve Bank of New York
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| Posted: |
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29 Oct 09
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Last Revised:
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06 Sep 10
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102
(133,399)
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8
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FX basis swap, LIBOR rate, crisis, demand for dollars, funding costs, covered interest rate parity condition
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30.
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Sarkar, Asani
Federal Reserve Bank of New York Hrung, Warren B.
Federal Reserve Bank of New York
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86
(149,500)
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1
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Global banks, European banks, US dollar funding risk, asymmetric information, repo funding, Fed liquidity facilities, crisis.
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31.
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Chen, Kathryn
Federal Reserve Banks - Federal Reserve Bank of New York Fleming, Michael J.
Federal Reserve Bank of New York Jackson, John P.
Bank of England Li, Ada
Federal Reserve Banks - Federal Reserve Bank of New York Sarkar, Asani
Federal Reserve Bank of New York
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| Posted: |
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08 Oct 11
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Last Revised:
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18 Sep 12
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81
(155,199)
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4
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block trade, clearing eligible, credit derivatives, dealer hedging, price reporting, public transparency
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32.
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Fleming, Michael J.
Federal Reserve Bank of New York Jackson, John P.
Bank of England Li, Ada
Federal Reserve Banks - Federal Reserve Bank of New York Sarkar, Asani
Federal Reserve Bank of New York Zobel, Patricia
Federal Reserve Bank of New York
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72
(166,615)
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interest rate derivatives, price reporting, public transparency, standardization
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33.
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Sarkar, Asani
Federal Reserve Bank of New York
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34.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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35.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York Wu, Lifan
California State University, Los Angeles - Department of Finance and Law
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36.
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Chakravarty, Sugato
Purdue University Sarkar, Asani
Federal Reserve Bank of New York
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