Kumar Venkataraman

Southern Methodist University (SMU) - Edwin L. Cox School of Business

James M. Collins Chair in Finance

P.O. Box 750333

Dallas, TX 75275-0333

United States

http://people.smu.edu/kumar/

SCHOLARLY PAPERS

17

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CITATIONS
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341

Scholarly Papers (17)

Does Earnings Quality Affect Information Asymmetry? Evidence from Trading Costs

Contemporary Accounting Research, Vol. 30, No. 2, 2013
Number of pages: 54 Posted: 15 Feb 2007 Last Revised: 03 Jul 2013
Neil Bhattacharya, Hemang Desai and Kumar Venkataraman
Singapore Management University - School of Accountancy, Southern Methodist University - Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 1,265 (10,853)
Citation 14

Abstract:

Earnings Quality, Information Asymmetry, Liqudity, Cost of Capital

Earnings Quality and Information Asymmetry: Evidence from Trading Costs

Number of pages: 53 Posted: 11 Sep 2008
Neil Bhattacharya, Hemang Desai and Kumar Venkataraman
Singapore Management University - School of Accountancy, Southern Methodist University - Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 838 (20,410)
Citation 14

Abstract:

Earnings quality, information asymmetry, transactions costs, cost of capital

Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds

AFA 2006 Boston Meetings, Forthcoming
Number of pages: 54 Posted: 08 Jan 2005
Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman
Arizona State University, SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 913 (17,994)
Citation 67

Abstract:

transparency, corporate bonds, trace, microstructure,

Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds

Journal of Financial Economics, Forthcoming
Posted: 02 Nov 2005
Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman
Arizona State University, SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business

Abstract:

Bonds, microstructure, transparency, liquidity externalities

The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry

Number of pages: 34 Posted: 05 Oct 2001
Kumar Venkataraman, Rex Thompson and Venkat Eleswarapu
Southern Methodist University (SMU) - Edwin L. Cox School of Business, Southern Methodist University (SMU) - Edwin L. Cox School of Business and Trilogy Global Advisors
Downloads 824 (20,945)
Citation 49

Abstract:

Regulation Fair Disclosure, Reg. FD, Trading Costs, Information Asymmetry, SEC

The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 01 Apr 2003
Venkat Eleswarapu, Rex Thompson and Kumar Venkataraman
Trilogy Global Advisors, Southern Methodist University (SMU) - Edwin L. Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business

Abstract:

Trading Costs, Information Asymmetry, Regulation Fair Disclosure, Return Volatility

4.

Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

AFA 2001 New Orleans Meetings
Number of pages: 45 Posted: 17 Oct 2000
Kumar Venkataraman
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 732 (24,548)
Citation 44

Abstract:

Bid-ask spreads, stock markets, auction trading, electronic trading, ECNs

5.

Do Short Sellers Target Firms with Poor Earnings Quality? Evidence from Earnings Restatements

Number of pages: 32 Posted: 25 Dec 2004
Hemang Desai, Srinivasan Krishnamurthy and Kumar Venkataraman
Southern Methodist University - Cox School of Business, North Carolina State University - Poole College of Management and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 688 (25,907)
Citation 47

Abstract:

Short sellers, Accruals, Earnings quality, Earnings restatements

6.

Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 13 Jan 2007 Last Revised: 11 Feb 2009
Hendrik Bessembinder, Marios A. Panayides and Kumar Venkataraman
Arizona State University, University of Pittsburgh - Katz Graduate School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 667 (25,621)
Citation 14

Abstract:

Hidden Order, Order Exposure, Limit Order Book, Iceberg Order, Electronic Exchange

7.

Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost

Review of Financial Studies, 2012, Vol. 2 (25), 557-598.
Number of pages: 64 Posted: 23 Sep 2008 Last Revised: 03 Jul 2013
Amber Anand, Paul J. Irvine, Andy Puckett and Kumar Venkataraman
Syracuse University - Whitman School of Management, Neeley School of Business, University of Tennessee, Knoxville and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 628 (25,152)
Citation 12

Abstract:

Trading cost, Buy-side Institution, Trading Performance, Broker, Mutual Fund, Alpha

8.
Downloads 541 ( 38,213)
Citation 18

The Value of the Designated Market Maker

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 37 Posted: 15 Feb 2006
Kumar Venkataraman and Andy Waisburd
Southern Methodist University (SMU) - Edwin L. Cox School of Business and Texas Christian University - Department of Finance
Downloads 353 (63,978)
Citation 18

Abstract:

Market Maker, Specialist, Exchange, Limit Order Book

The Value of the Designated Market Maker

Number of pages: 35 Posted: 19 May 2005
Kumar Venkataraman and Andy Waisburd
Southern Methodist University (SMU) - Edwin L. Cox School of Business and Texas Christian University - Department of Finance
Downloads 188 (125,462)
Citation 18

Abstract:

Specialist, dealer, electronic exchange, liquidity

9.

Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis

Journal of Financial Economics (JFE), Vol. 108, No. 3, 2013
Number of pages: 59 Posted: 18 Dec 2009 Last Revised: 03 Jul 2013
Amber Anand, Andy Puckett, Paul J. Irvine and Kumar Venkataraman
Syracuse University - Whitman School of Management, University of Tennessee, Knoxville, Neeley School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 528 (36,216)
Citation 6

Abstract:

Financial crisis, liquidity, trading cost, institutional trading, funding liquidity

The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis

14th Annual Conference on Financial Economics and Accounting (FEA); 5th Annual Texas Finance Festival
Number of pages: 31 Posted: 20 Jan 2004
Venkat Eleswarapu and Kumar Venkataraman
Trilogy Global Advisors and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 236 (100,271)
Citation 35

Abstract:

The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis

Review of Financial Studies, Forthcoming
Number of pages: 38 Posted: 19 Jun 2005
Venkat Eleswarapu and Kumar Venkataraman
Trilogy Global Advisors and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 155 (149,470)
Citation 35

Abstract:

Trading costs, Information risk, Institutional quality, Legal system, ADR

The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis

The Review of Financial Studies, Vol. 19, Issue 3, pp. 1081-1111, 2006
Posted: 29 Feb 2008
Venkat Eleswarapu and Kumar Venkataraman
Trilogy Global Advisors and Southern Methodist University (SMU) - Edwin L. Cox School of Business

Abstract:

Does an Electronic Stock Exchange Need an Upstairs Market?

Number of pages: 44 Posted: 14 Jan 2002
Kumar Venkataraman and Hendrik Bessembinder
Southern Methodist University (SMU) - Edwin L. Cox School of Business and Arizona State University
Downloads 383 (58,127)
Citation 33

Abstract:

Upstairs market, Limit order book, Electronic exchange, Crossing rules

Does an Electronic Stock Exchange Need an Upstairs Market?

Journal of Financial Economics, Forthcoming
Posted: 28 Oct 2003
Kumar Venkataraman and Hendrik Bessembinder
Southern Methodist University (SMU) - Edwin L. Cox School of Business and Arizona State University

Abstract:

Upstairs market, Limit order book, Electronic exchange, Crossing rules

12.

Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 23 Mar 2012 Last Revised: 21 Oct 2015
Arizona State University, University of Utah - Department of Finance, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 309 (51,303)

Abstract:

predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures

13.

On Distinguishing Between Valuation and Arbitrage Motivated Short Selling

Number of pages: 43 Posted: 13 Mar 2007
Hemang Desai, Srinivasan Krishnamurthy and Kumar Venkataraman
Southern Methodist University - Cox School of Business, North Carolina State University - Poole College of Management and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 285 (78,849)
Citation 1

Abstract:

informed short selling, fundamental analysis, stock returns

14.

Market Conditions, Fragility and the Economics of Market Making

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 21 Nov 2012 Last Revised: 13 Aug 2015
Amber Anand and Kumar Venkataraman
Syracuse University - Whitman School of Management and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 261 (63,116)

Abstract:

Market Makers; HFTs; Fragility; Volatility; Obligations

15.

Trading Activity and Transaction Costs in Structured Credit Products

Financial Analysts Journal, Vol. 69, No. 6, 2013
Number of pages: 26 Posted: 26 Nov 2012 Last Revised: 22 Feb 2014
Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman
Arizona State University, SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 211 (68,193)
Citation 1

Abstract:

ABS, MBS, Structured Products, Transparency, mortgage-backed, asset-backed

16.

Informed Trading and Price Discovery before Corporate Events

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 03 Jul 2013 Last Revised: 19 Aug 2016
Shmuel Baruch, Marios A. Panayides and Kumar Venkataraman
University of Utah - Department of Finance, University of Pittsburgh - Katz Graduate School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 146 (80,056)

Abstract:

Informed trader; insider trading; trading strategy; short sale; buy-sell asymmetry

17.

Capital Commitment and Illiquidity in Corporate Bonds

Number of pages: 53 Posted: 22 Mar 2016 Last Revised: 21 Jul 2016
Arizona State University, Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance, SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 0 (47,991)

Abstract:

Capital commitment, corporate bonds, dealer behavior, Dodd-Frank Act, financial crisis, liquidity, microstructure, transparency, TRACE, transaction costs