Satchit Sagade

Nasdaq, Inc.

Economic & Statistical Research

Tullvaktsvägen 15

Stockholm, Stockholm 105 78

Sweden

Leibniz Institute for Financial Research SAFE

External Researcher

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

  • Nasdaq, Inc.

  • Leibniz Institute for Financial Research SAFE

    • Email
    • Tel: +49 176 72222 049
SCHOLARLY PAPERS

11

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TOTAL CITATIONS
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45

Scholarly Papers (11)

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1.

Price Discovery and the Cross-section of High-Frequency Trading

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 05 Dec 2012 Last Revised: 12 Mar 2016
Evangelos Benos and Satchit Sagade
Bank of England and Nasdaq, Inc.
Downloads 826 (62,931)
Citation 26

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High-Frequency Trading, Price Discovery

2.

Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives

SAFE Working Paper No. 253
Number of pages: 62 Posted: 28 May 2019 Last Revised: 25 Jun 2019
Thomas Johann, Tālis J. Putniņš, Satchit Sagade and Christian Westheide
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Nasdaq, Inc. and University of Vienna - Department of Finance
Downloads 744 (72,348)
Citation 4

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Dark Pools, Dark Trading, Liquidity, Price Efficiency, MiFID II, Double Volume Caps

3.

Competition Between Equity Markets: A Review of the Consolidation Versus Fragmentation Debate

SAFE Working Paper No. 35, Forthcoming in the Journal of Economic Surveys
Number of pages: 32 Posted: 03 Dec 2013 Last Revised: 28 Aug 2016
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
Goethe University Frankfurt Faculty of Economics and Business Administration, Nasdaq, Inc., University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 515 (115,201)
Citation 1

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Competition, Fragmentation, Market Structure, Liquidity, Price Discovery

4.

HIGH-FREQUENCY TRADING IN THE STOCK MARKET AND THE COSTS OF OPTIONS MARKET MAKING

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 18 Feb 2021 Last Revised: 21 Jun 2024
Mahendrarajah Nimalendran, Khaladdin Rzayev and Satchit Sagade
University of Florida - Department of Finance, Insurance and Real Estate, University of Edinburgh and Nasdaq, Inc.
Downloads 477 (126,365)

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options liquidity, hedging, latency arbitrage, informed trading, high-frequency trading

5.

Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets

SAFE Working Paper No. 143
Number of pages: 41 Posted: 17 Sep 2016 Last Revised: 22 Sep 2016
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
Goethe University Frankfurt Faculty of Economics and Business Administration, Nasdaq, Inc., University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Vienna - Department of Finance
Downloads 358 (175,734)
Citation 4

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Dark Trading, Fragmentation, Anonymity, Immediacy

6.

Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk

SAFE Working Paper No. 234
Number of pages: 88 Posted: 05 Nov 2018 Last Revised: 04 Aug 2022
Alejandro Bernales, Nicolás Garrido, Satchit Sagade, Marcela Valenzuela and Christian Westheide
Universidad de Chile, University of Chile, Nasdaq, Inc., Pontificia Universidad Católica de Chile and University of Vienna - Department of Finance
Downloads 337 (187,756)
Citation 8

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Fragmentation, Competition, Liquidity, Price Efficiency, Picking-Off Risk

7.

A Tale of Two Cities – Inter-Market Latency and Fast-Trader Competition

SAFE Working Paper No. 430
Number of pages: 84 Posted: 29 Oct 2019
Satchit Sagade, Stefan Scharnowski, Erik Theissen and Christian Westheide
Nasdaq, Inc., University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 252 (254,274)
Citation 2

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Latency, Market Fragmentation, Arbitrage, Liquidity, Price Efficiency, High-Frequency Trading JEL classification: G10

8.

Broker Colocation and the Execution Costs of Customer and Proprietary Orders

SAFE Working Paper No. 366
Number of pages: 86 Posted: 30 Nov 2022 Last Revised: 02 Dec 2024
Satchit Sagade, Stefan Scharnowski and Christian Westheide
Nasdaq, Inc., University of Mannheim and University of Vienna - Department of Finance
Downloads 249 (257,289)

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Execution Cost, Institutional Investor, Broker, High-Frequency Trading, Colocation

9.

The Shape and Information Content of a Post-MiFID Limit Order Book

Number of pages: 32 Posted: 14 Mar 2013
Alfonso Dufour and Satchit Sagade
ICMA Centre, Henley Business School, University of Reading and Nasdaq, Inc.
Downloads 225 (283,959)

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Limit Order Books, Information Content, MiFID, Transaction Costs, Order Book Slope

10.

Investigation Into Machine Learning Models for Predicting Stock Price and Spread Movements From News Articles

Number of pages: 8 Posted: 30 Jun 2020
Pontus Wistbacka, Samuel Rönnqvist, Katia Vozian and Satchit Sagade
Hanken School of Economics, Åbo Akademi University - Turku Centre for Computer Science (TUCS), Hanken School of Economics - Helsinki Graduate School of Economics and Nasdaq, Inc.
Downloads 166 (375,160)

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predictive models, machine learning, liquidity shock, high frequency trading, stock price

11.

Resiliency: Cross-Venue Dynamics with Hawkes Processes

SAFE Working Paper No. 291
Number of pages: 63 Posted: 16 Oct 2020
Loriana Pelizzon, Satchit Sagade and Katia Vozian
Goethe University Frankfurt - Faculty of Economics and Business Administration, Nasdaq, Inc. and Hanken School of Economics - Helsinki Graduate School of Economics
Downloads 146 (417,797)

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liquidity, resiliency, fragmentation, competition, high-frequency data, Hawkes processes