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

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 26,293

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Top 26,293

in Total Papers Downloads

3,624

SSRN CITATIONS
Rank 23,627

SSRN RANKINGS

Top 23,627

in Total Papers Citations

32

CROSSREF CITATIONS

19

Scholarly Papers (11)

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 791 (58,593)
Citation 26

Abstract:

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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
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Nasdaq, Inc. and University of Vienna - Department of Finance
Downloads 636 (77,750)
Citation 4

Abstract:

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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
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 481 (110,059)
Citation 1

Abstract:

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Competition, Fragmentation, Market Structure, Liquidity, Price Discovery

4.

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
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 345 (160,866)
Citation 4

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Dark Trading, Fragmentation, Anonymity, Immediacy

5.

High-frequency Trading in the Stock Market and the Costs of Option Market Making

Number of pages: 61 Posted: 18 Feb 2021 Last Revised: 09 Feb 2024
University of Florida - Department of Finance, Insurance and Real Estate, University of Edinburgh and Nasdaq, Inc.
Downloads 317 (176,689)

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high-frequency trading; options liquidity; hedging; arbitrage; informed trading

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
Universidad de Chile, University of Chile, Nasdaq, Inc., Pontificia Universidad Católica de Chile and University of Vienna - Department of Finance
Downloads 260 (215,950)
Citation 7

Abstract:

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

7.

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 215 (259,514)

Abstract:

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

8.

Broker Colocation and the Execution Costs of Customer and Proprietary Orders

SAFE Working Paper No. 366
Number of pages: 83 Posted: 30 Nov 2022 Last Revised: 12 Apr 2024
Nasdaq, Inc., University of Mannheim and University of Vienna - Department of Finance
Downloads 196 (283,730)

Abstract:

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

9.

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

Number of pages: 8 Posted: 30 Jun 2020
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 150 (356,137)

Abstract:

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

10.

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 125 (410,955)

Abstract:

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

11.

A Tale of Two Cities - Inter-Market Latency, Market Integration, and Market Quality

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 44 Posted: 29 Oct 2019
Nasdaq, Inc., University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads 108 (458,004)
Citation 2

Abstract:

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