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Deuskar, Prachi's
Scholarly Papers
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Total Downloads
3,293 |
Total
Citations
49 |
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Deuskar, Prachi University of Illinois at Urbana-Champaign Gupta, Anurag Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G. New York University - Stern School of Business
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05 Dec 05
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Last Revised:
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20 Aug 10
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752
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Liquidity, interest rate options, euro interest rate markets, Euribor market, OTC options markets
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2.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Pollet, Joshua Matthew University of Illinois at Urbana-Champaign - Department of Finance Wang, Zhi Jay University of Oregon - Charles H. Lundquist School of Business Zheng, Lu University of California, Irvine - Paul Merage School of Business
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22 Mar 09
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Last Revised:
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29 Jun 11
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611
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10
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Mutual Funds, Hedge Funds, Managerial Turnover
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3.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Johnson, Timothy C. University of Illinois at Urbana-Champaign
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21 Mar 09
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Last Revised:
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29 Jun 11
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511
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24
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systematic risk, market liquidity, order flow
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Deuskar, Prachi University of Illinois at Urbana-Champaign
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438
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4
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Liquidity, Volatility, Behavioral Finance, Adaptive Expectations
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5.
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The Economic Determinants of Interest Rate Option Smiles
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Deuskar, Prachi University of Illinois at Urbana-Champaign Gupta, Anurag Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G. New York University - Stern School of Business
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Posted:
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12 Apr 07
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Last Revised:
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23 Dec 08
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349
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6
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Deuskar, Prachi University of Illinois at Urbana-Champaign Gupta, Anurag Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G. New York University - Stern School of Business
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61
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Deuskar, Prachi University of Illinois at Urbana-Champaign Gupta, Anurag Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G. New York University - Stern School of Business
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288
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Volatility smiles, interest rate options, euro interest rate markets, Euribor market
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6.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Wang, Zhi Jay University of Oregon - Charles H. Lundquist School of Business Wu, Youchang University of Wisconsin - Madison - Department of Finance, Investment and Banking Nguyen, Quoc H. University of Illinois at Urbana-Champaign
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| Posted: |
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17 Aug 10
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Last Revised:
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29 Nov 12
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209
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1
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Hedge Funds, Fees, Incentives
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7.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Gupta, Anurag Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G. New York University - Stern School of Business
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147
(99,703)
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8.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Deng, Pan Fudan University - School of Economics Weisbenner, Scott J. University of Illinois at Urbana-Champaign - Department of Finance Wu, Fei Jiangxi University of Finance & Economics - International Institute for Financial Studies
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| Posted: |
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15 Mar 12
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Last Revised:
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12 Mar 13
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107
(128,931)
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Regret Theory, Order Strategy
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9.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Gupta, Anurag Case Western Reserve University - Department of Banking & Finance Subrahmanyam, Marti G. New York University - Stern School of Business
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103
(132,503)
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Volatility smiles, liquidity, interest rate options, euro interestrate markets, Euribor market
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10.
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Deuskar, Prachi University of Illinois at Urbana-Champaign Subrahmanyam, Marti G. New York University - Stern School of Business
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66
(174,931)
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