Anand S. Desai

Kansas State University

Capitol Federal Distinguished Chair in Finance and Associate Dean

110 Calvin Hall

Manhattan, KS 66506

United States

SCHOLARLY PAPERS

4

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SSRN CITATIONS

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Scholarly Papers (4)

1.

The Effect of Size and Turnover Volume on Cross-Autocorrelation of Equity Returns

Posted: 22 Apr 2004
Amir Tavakkol and Anand S. Desai
Kansas State University - College of Business Administration and Kansas State University

Abstract:

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Autocorrelation, cross-correlation, size, volume, lead-lag

2.

The Information Content of Stock Splits in the Presence of Contemporaneous Dividend Announcements

Posted: 15 Sep 1999
Kansas State University, University of Florida - Department of Finance, Insurance and Real Estate and Morgan Stanley

Abstract:

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3.

Changes in Trading Patterns Following Stock Splits and Their Impact on Market Microstructure: Theory and Evidence

Posted: 28 Jul 1999
Kansas State University, University of Florida - Department of Finance, Insurance and Real Estate and Morgan Stanley

Abstract:

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4.

Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse Information Component of the Bid-Ask Spread

Journal of Financial Research, Summer 1998
Posted: 18 Apr 1998
Kansas State University, University of Florida - Department of Finance, Insurance and Real Estate and Morgan Stanley

Abstract:

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