Pradeep K. Yadav

University of Oklahoma Price College of Business

Johnston Chair and Professor of Finance

307 W.Brooks, Room 3270 Division of Finance

Norman, OK 73019

United States

http://www.ou.edu/price/finance/faculty/pradeep_yadav.html

SCHOLARLY PAPERS

41

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Scholarly Papers (41)

1.
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Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, University of Adelaide, Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Consultant, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU University Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU University Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, VU University Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 5,771 (1,891)

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non-standard errors, multi-analyst approach, liquidity

2.
Downloads 2,832 ( 6,477)
Citation 30

Corporate Governance in India

Journal of Applied Corporate Finance, Forthcoming
Number of pages: 24 Posted: 11 Sep 2007
O. P. Jindal Global University, University of Oklahoma Price College of Business and University of Oklahoma
Downloads 2,819 (6,422)
Citation 1

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Corporate Governance, International Financial Markets, Government Policy and Regulation

Corporate Governance in India

Journal of Applied Corporate Finance, Vol. 20, Issue 1, pp. 59-72, Winter 2008
Number of pages: 16 Posted: 02 Apr 2008
O. P. Jindal Global University, University of Oklahoma and University of Oklahoma Price College of Business
Downloads 13 (788,398)
Citation 10

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3.

Vertical and Horizontal Agency Problems in Private Firms: Ownership Structure and Operating Performance

Journal of Financial and Quantitative Analysis (Forthcoming)
Number of pages: 49 Posted: 20 Mar 2012 Last Revised: 16 Apr 2021
Sridhar Gogineni, Scott C. Linn and Pradeep K. Yadav
The University of Tampa - John H. Sykes College of Business, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma Price College of Business
Downloads 1,072 (29,080)
Citation 3

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Agency problems, Control, Horizontal agency costs, Management structure, Ownership structure, Private companies, Vertical agency costs

4.

Resiliency, the Neglected Dimension of Market Liquidity: Empirical Evidence from the New York Stock Exchange

Number of pages: 47 Posted: 05 Mar 2007
Jiwei Dong, Alexander Kempf and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Oklahoma Price College of Business
Downloads 1,054 (29,829)
Citation 9

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Market Microstructure, Liquidity, Resiliency

5.

Quality of Information and Volatility Around Earnings Announcements

Number of pages: 61 Posted: 13 Mar 2002
Suleiman R. Mohammed and Pradeep K. Yadav
University of Strathclyde - Department of Accounting and Finance and University of Oklahoma Price College of Business
Downloads 1,032 (30,736)
Citation 7

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Volatility, Earnings Announcements, Information Quality

6.

Executive Compensation in India

HANDBOOK ON EXECUTIVE COMPNSATION, Randall Thomas and Jennifer Hill, eds., Edgar Elgar
Number of pages: 55 Posted: 28 Sep 2011 Last Revised: 27 Oct 2011
O. P. Jindal Global University, Indian School of Business (ISB), Hyderabad, University of Oklahoma Price College of Business and Vanderbilt University - Law School
Downloads 935 (35,343)

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Executive compensation, India

7.

The Influence of Managerial Ownership on the Real Gains in Corporate Mergers and Market Revaluation of Merger Partners: Empirical Evidence

Number of pages: 43 Posted: 21 Mar 2002
Nicholas F. Carline, Scott C. Linn and Pradeep K. Yadav
Department of Finance, Birmingham Business School, University of Birmingham, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma Price College of Business
Downloads 919 (36,227)
Citation 19

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Mergers, Operating Performance

8.

Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze

Journal of Financial Economics (JFE), Vol. 77, No. 1, 2005
Number of pages: 53 Posted: 22 Mar 2002 Last Revised: 09 Nov 2020
Narayan Y. Naik, Pradeep K. Yadav and John J. Merrick Jr.
London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and Raymond A. Mason School of Business - William & Mary
Downloads 876 (38,758)
Citation 2

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Price manipulation, Futures markets, Squeeze

9.

Informed Trading, Information Asymmetry, and Pricing of Information Risk: Empirical Evidence from the NYSE

EFA 2006 Zurich Meetings, WBS Finance Group Research Paper No. 56
Number of pages: 50 Posted: 15 Mar 2006 Last Revised: 23 Dec 2019
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 713 (51,060)
Citation 8

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Market microstructure, common factors, risk factors, asymmetric information

Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

London Business School, IFA Working Paper No. 338
Number of pages: 51 Posted: 22 Oct 2001
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 545 (71,202)
Citation 8

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Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

NYU Working Paper No. FIN-01-013
Number of pages: 51 Posted: 03 Nov 2008
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 85 (404,508)

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Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

Journal of Finance, Vol. 58, No. 5, 2003
Number of pages: 51 Posted: 07 Nov 2008 Last Revised: 09 Nov 2020
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 71 (448,916)
Citation 1

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Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets

Posted: 06 Oct 2003
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

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The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks

Number of pages: 56 Posted: 14 Mar 2006
Stephen J. Taylor, Yuanyuan Zhang and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, Sun Yat-sen University (SYSU) - Lingnan (University) College and University of Oklahoma Price College of Business
Downloads 406 (101,402)
Citation 13

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Stock options, Implied volatility, Model-free volatility expectation, Information content, ARCH models

The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks

Number of pages: 64 Posted: 06 Mar 2008
Stephen J. Taylor, Pradeep K. Yadav and Yuanyuan Zhang
Lancaster University - Department of Accounting and Finance, University of Oklahoma Price College of Business and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 274 (156,208)
Citation 7

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Stock options, Information conten, Implied volatility, Model-free volatility expectations, ARCH models

12.

How Do Dealers in Government Bond Markets Manage Their Spot Risk with Derivatives? Evidence from London

Number of pages: 53 Posted: 10 Apr 2000
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 582 (66,284)

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13.

Evidence on the Determinants of Cash Holdings By Private and Public Companies

Number of pages: 60 Posted: 15 Mar 2012
Sridhar Gogineni, Scott C. Linn and Pradeep K. Yadav
The University of Tampa - John H. Sykes College of Business, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma Price College of Business
Downloads 515 (77,255)
Citation 1

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cash holdings, private firms, public firms

14.

The Effects of Market Reform on Trading Costs of Public Investors: Evidence from the London Stock Exchange

EFA 0372; London Business School, Institute of Finance & Accounting Working Paper No. 296
Number of pages: 51 Posted: 16 Aug 1999 Last Revised: 20 Jul 2021
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 485 (83,074)
Citation 15

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15.

Financial Intermediaries in Periods of Stress: HFTs vs. Manual Electronic & Floor Traders

Number of pages: 55 Posted: 03 Jun 2014 Last Revised: 06 Feb 2022
Vikas Raman, Michel A. Robe and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads 480 (84,096)
Citation 11

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Voluntary market-making, Electronic trading, HFT, Liquidity provision under stress

16.

Portfolio Considerations in Risk Management by Financial Intermediaries: Evidence from Trading Behaviour of London Equity Dealers

Number of pages: 54 Posted: 14 Jul 2001
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 361 (116,904)
Citation 1

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17.

Severely Obstructive Resistance in Takeover Bids: Is a Board Passivity Rule Effective?

American Finance Association Meetings Working Paper
Number of pages: 54 Posted: 16 Mar 2011 Last Revised: 26 Oct 2021
Nicholas F. Carline, Scott C. Linn and Pradeep K. Yadav
Department of Finance, Birmingham Business School, University of Birmingham, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma Price College of Business
Downloads 346 (122,473)
Citation 1

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hostile takeover; bid resistance; stockholder wealth; managerial turnover; corporate governance

18.

Does the Early Exercise Premium Contain Information About Future Underlying Returns?

Number of pages: 46 Posted: 05 Aug 2005 Last Revised: 08 Jan 2022
Rossen I. Valkanov, Yuzhao Zhang and Pradeep K. Yadav
University of California, San Diego (UCSD) - Rady School of Management, Rutgers, The State University of New Jersey - Department of Finance and University of Oklahoma Price College of Business
Downloads 343 (123,667)
Citation 7

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Return Predictability, Early Exercise Premium, Dividend Growth

19.
Downloads 338 (125,687)

Are Short-Sellers Different?

EFA 2008 Athens Meetings Paper, WBS Finance Group Research Paper No. 88
Number of pages: 46 Posted: 04 Mar 2008 Last Revised: 23 Dec 2019
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 221 (192,335)
Citation 1

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Short-selling, Information asymmetry, Microstructure

Are Short-Sellers Different?

WBS Finance Group Research Paper No. 196
Number of pages: 57 Posted: 30 Dec 2012
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 117 (327,281)

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Short-selling, Information asymmetry, Microstructure

The Effect of Corporate Break-Ups on Information Asymmetry: A Market Microstructure Analysis

WBS Finance Group Research Paper No. 89
Number of pages: 55 Posted: 04 Mar 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Florian Bardong and Pradeep K. Yadav
University of Warwick, BlackRock and University of Oklahoma Price College of Business
Downloads 202 (209,284)

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Spin-off, Divestiture, Information asymmetry

Corporate Break-Ups and Information Asymmetry: A Market Microstructure Perspective

WBS Finance Group Research Paper No. 111
Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 131 (301,027)

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21.

Dealer Behaviour and Market Quality When Insiders Trade

Number of pages: 44 Posted: 05 Mar 2002
Narayan Y. Naik, Pradeep K. Yadav and David Hillier
London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and University of Strathclyde - Department of Accounting and Finance
Downloads 321 (132,701)

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Market Quality, Inventory Control, Insider Trading

22.

Can the Stock Market Systematically Make Use of Firm- and Deal-Specific Factors When Initially Capitalizing the Real Gains from Mergers and Acquisitions?

Number of pages: 42 Posted: 23 Jul 2004
Nicholas F. Carline, Scott C. Linn and Pradeep K. Yadav
Department of Finance, Birmingham Business School, University of Birmingham, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma Price College of Business
Downloads 302 (141,494)
Citation 3

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Mergers, Operating Performance

23.

Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?

Number of pages: 42 Posted: 22 Mar 2002
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 270 (158,679)
Citation 11

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Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads

24.

Trading Costs of Public Investors with Obligatory and Voluntary Market-Making: Evidence from Market Reforms

Number of pages: 50 Posted: 07 Aug 2003
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 262 (163,540)
Citation 5

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25.

The Mistaken Reliance on Treasuries in Financial Regulation

Vanderbilt Law Research Paper No. 20-46
Number of pages: 66 Posted: 09 Sep 2020 Last Revised: 26 Feb 2022
Pradeep K. Yadav and Yesha Yadav
University of Oklahoma Price College of Business and Vanderbilt University - Law School
Downloads 227 (187,755)

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debt, fragility, financial regulation, Treasuries, fixed income, dealers, systemic risk, repo, repurchase markets.

26.

Government Ownership, Informed Trading, and Private Information

Number of pages: 39 Posted: 28 Jan 2009 Last Revised: 30 Jul 2012
Ginka Borisova and Pradeep K. Yadav
Iowa State University - Department of Finance and University of Oklahoma Price College of Business
Downloads 198 (213,251)
Citation 3

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Government ownership, Privatization, Information Asymmetry, Informed Trading, Private Information

27.

Dealer Spreads in the Corporate Bond Market: Agent vs. Market-Making Roles

Number of pages: 52 Posted: 12 Jan 2014 Last Revised: 20 Jul 2021
Louis H. Ederington, Wei Guan and Pradeep K. Yadav
University of Oklahoma - Division of Finance, University of South Florida St. Petersburg and University of Oklahoma Price College of Business
Downloads 185 (229,581)
Citation 8

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dealer spreads, market-making costs, search costs, bond transaction costs

28.

Operating Performance Changes Associated with Corporate Mergers and the Role of Corporate Governance

Journal of Banking & Finance, Vol. 33, No. 10, pp. 1829-1841, October 2009
Number of pages: 48 Posted: 05 Jun 2010 Last Revised: 14 Jul 2022
Nicholas F. Carline, Scott C. Linn and Pradeep K. Yadav
Department of Finance, Birmingham Business School, University of Birmingham, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma Price College of Business
Downloads 175 (237,420)
Citation 2

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Mergers, Corporate Governance, Operating Performance

29.

The Third Dimension of Financialization: Intraday Institutional Financial Traders and Commodity Market Quality

Number of pages: 62 Posted: 10 Nov 2017 Last Revised: 05 Apr 2021
Vikas Raman, Michel A. Robe and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads 174 (238,600)
Citation 3

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Financialization, Commodities, Competition, Intraday activity, Liquidity, Pricing efficiency, HFT

30.

Annual Efa Meetings Conference Announcement and Call for Papers

Number of pages: 1 Posted: 12 Feb 2003
Pradeep K. Yadav
University of Oklahoma Price College of Business
Downloads 160 (256,110)
Citation 6

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31.

Do Correlated Exposures Influence Intermediary Decision-Making? Evidence from Trading Behavior of Equity Dealers

London Bus. School, Institute of Finance & Accounting Working Paper No. 337
Number of pages: 41 Posted: 18 Oct 2001
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 158 (258,800)
Citation 1

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Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads

32.

Man vs. Machine: Liquidity Provision and Market Fragility

Number of pages: 47 Posted: 02 Feb 2021
Vikas Raman, Michel A. Robe and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads 110 (339,926)

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Voluntary market-making, Algorithmic traders, Liquidity, Fragility

33.

How are Short-Sales Different from 'Regular' Trades?

WBS Finance Group Research Paper No. 140
Number of pages: 50 Posted: 19 Mar 2010
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 107 (346,279)
Citation 1

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34.

Pre-Trade Opacity, Informed Trading, and Market Quality

Number of pages: 55 Posted: 17 Mar 2010 Last Revised: 29 Sep 2021
Indian Institute of Management (IIM), Indore, Indian School of Business and University of Oklahoma Price College of Business
Downloads 78 (421,109)

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Informed trading, Pre-trade opacity, Hidden orders, Trader Categories

35.

Corporate Break-ups and Information Asymmetry: A Market-Microstructure Analysis

WBS Finance Group Research Paper No. 77
Number of pages: 59 Posted: 05 Mar 2007
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, University of Warwick and University of Oklahoma Price College of Business
Downloads 68 (453,665)
Citation 1

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Spin-off, Divestiture, Information asymmetry

36.

Correlated Portfolio Inventory Risk of Liquidity Providers: Frictions and Market Fragility

Number of pages: 46 Posted: 22 Sep 2020 Last Revised: 15 Sep 2021
Roman Kozhan, Vikas Raman and Pradeep K. Yadav
University of Warwick - Warwick Business School, Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business
Downloads 66 (460,550)

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Inventory Management, Limit Order Markets, Market Quality

37.

Self-Serving Fiduciaries? Board Discretion in Resisting Takeover Bids

Number of pages: 70 Posted: 23 Aug 2019 Last Revised: 14 Jul 2022
Nicholas F. Carline, Sridhar Gogineni and Pradeep K. Yadav
Department of Finance, Birmingham Business School, University of Birmingham, The University of Tampa - John H. Sykes College of Business and University of Oklahoma Price College of Business
Downloads 58 (490,676)

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takeover resistance; antitakeover provisions; bid premiums; good-faith bargaining; entrenchment

38.

Do Correlated Exposures Influence Intermediary Decision-Making? Evidence from Trading Behavior of Equity Dealers

NYU Working Paper No. FIN-01-014
Number of pages: 41 Posted: 03 Nov 2008
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 40 (572,091)

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Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads

39.

What is the Value of Being American?

Number of pages: 54 Posted: 10 Jan 2022
Wenbin Cao and Pradeep K. Yadav
NEOMA Business School and University of Oklahoma Price College of Business
Downloads 24 (670,559)

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Early exercise premium, transaction costs, jump models

40.

Fails-to-Deliver, Short Selling, and Market Quality

Journal of Financial Economics (JFE), Vol. 114, No. 3, 493-516
Posted: 19 Mar 2010 Last Revised: 12 Dec 2014
Veljko Fotak, Vikas Raman and Pradeep K. Yadav
School of Management, University at Buffalo (SUNY), Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business

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Naked short selling, Short selling, Failure to deliver

41.

The Early Exercise Premium in American Option Prices: Direct Empirical Evidence

Posted: 05 Dec 1998
Lindsey McMurray and Pradeep K. Yadav
Kleinwort Benson, UK and University of Oklahoma Price College of Business

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Other Papers (1)

Total Downloads: 5
1.

Competing Theories of Stock Splits: An Analysis of Announcement and Implementation Effects

Number of pages: 60 Posted: 17 Feb 2009
Jiwei Dong, Mark B. Shackleton and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business
Downloads 5

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stock splits, announcement and implementation dates