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Nath, Purnendu's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,828 |
Total
Citations
47 |
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1.
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Nath, Purnendu
London Business School
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4,626
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8
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Arbitrage, Bonds, Extreme Risk, Hedge Funds, Liquidity, Pairs Trading, Spread Trading, Statistical Arbitrage, U.S. Treasury Securities
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The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
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Goldreich, David
University of Toronto - Rotman School of Management Hanke, Bernd
London Business School - Institute of Finance and Accounting Nath, Purnendu
London Business School
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Posted:
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07 Mar 02
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Last Revised:
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17 Jul 03
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548
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35
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Goldreich, David
University of Toronto - Rotman School of Management Hanke, Bernd
London Business School - Institute of Finance and Accounting Nath, Purnendu
London Business School
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31
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35
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Liquidity, asset pricing
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Goldreich, David
University of Toronto - Rotman School of Management Hanke, Bernd
London Business School - Institute of Finance and Accounting Nath, Purnendu
London Business School
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517
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35
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Liquidity, Asset Pricing
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3.
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Nath, Purnendu
London Business School
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261
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1
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Price Limits, Magnet Hypothesis, Price Dynamics
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Nath, Purnendu
London Business School
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227
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2
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Price Limits, Overreaction Hypothesis, Price Discovery, Strategic Trading
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5.
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Nath, Purnendu
London Business School
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166
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1
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Interdealer Trading, Risk Management, Bonds
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Records 1 -
5
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