Susan Thomas

xKDR Forum

38, Patrakar CHS, Gandhi Nagar road no 5

Bandra East

Mumbai, IN India 400 051

India

Jindal Global University

Sonepath, Haryana, 131001

India

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 10,157

SSRN RANKINGS

Top 10,157

in Total Papers Downloads

6,634

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (16)

1.

Profitability of Trading Strategies on High-Frequency Data, with Trading Costs

Number of pages: 21 Posted: 26 Jul 2004
Tirthankar C. Patnaik and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and xKDR Forum
Downloads 3,099 (5,503)
Citation 1

Abstract:

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Contrarian, and momentum trading strategies, Transaction costs, High-Frequency Data, Market Liquidity

2.

Market Microstructure Considerations in Index Construction

Number of pages: 20 Posted: 24 Apr 1998
Ajay Shah and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and xKDR Forum
Downloads 1,498 (17,540)
Citation 7

Abstract:

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3.

Variance-Ratio Tests and High-Frequency Data: A Study of Liquidity and Mean Reversion in the Indian Equity Markets

Number of pages: 24 Posted: 26 Mar 2003
Tirthankar C. Patnaik and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and xKDR Forum
Downloads 779 (44,873)
Citation 1

Abstract:

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Variance-Ratios, High-frequency Data, Market Liquidity

4.

High Frequency Data in Finance: A Study of the Indian Equity Markets

IGIDR Working Paper
Number of pages: 24 Posted: 11 Nov 2003
Susan Thomas
xKDR Forum
Downloads 483 (82,583)

Abstract:

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Intraday data, High Frequency Data, temporal aggregation

5.

A Policy Response to the Indian Micro-Finance Crisis

Number of pages: 49 Posted: 17 May 2011
Renuka Sane and Susan Thomas
National Institute of Public Finance and Policy and xKDR Forum
Downloads 198 (211,103)
Citation 2

Abstract:

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financial services distribution, consumer protection, credit bureaus, securitisation, micro-finance

6.

When Do Stock Futures Dominate Price Discovery?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37 Posted: 24 Aug 2011 Last Revised: 22 Mar 2013
Nidhi Aggarwal and Susan Thomas
Indian Institute of Management (IIMU), Udaipur and xKDR Forum
Downloads 184 (225,211)
Citation 5

Abstract:

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Price discovery, Single stock futures, Liquidity, Leverage, Information arrival

7.

Liquidity Considerations in Estimating Implied Volatility

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31 Posted: 11 May 2011 Last Revised: 14 Nov 2011
Rohini Grover and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and xKDR Forum
Downloads 172 (238,533)
Citation 1

Abstract:

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liquidity, implied volatility, volatility index, Indian index options market

8.

Measuring and Explaining the Asymmetry of Liquidity

Number of pages: 23 Posted: 26 Mar 2013
Rajat Tayal and Susan Thomas
IGIDR and xKDR Forum
Downloads 116 (324,377)

Abstract:

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9.

When do Regulatory Interventions Work?

Number of pages: 37 Posted: 19 Feb 2021
Indian Institute of Management (IIMU), Udaipur, Indian Institute of Management (IIMB), Bangalore and xKDR Forum
Downloads 31 (616,720)

Abstract:

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Algorithmic trading, financial regulation, market efficiency, market liquidity, financial derivatives

10.

But clouds got in my way: Bias and bias correction of VIIRS nighttime lights data in the presence of clouds

Number of pages: 39 Posted: 10 Nov 2021
Ayush Patnaik, Ajay Shah, Anshul Tayal and Susan Thomas
xKDR Forum, Indira Gandhi Institute of Development Research (IGIDR), xKDR Forum and xKDR Forum
Downloads 23 (670,796)

Abstract:

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measurement of economic activity; nighttime lights satellite data;

11.

Identifying SIFIs and SINFIs: New Perspectives in Measuring Systemic Risk

Number of pages: 26 Posted: 13 May 2014
Indian Institute of Foreign Trade, Indira Gandhi Institute of Development Research (IGIDR), Indira Gandhi Institute of Development Research (IGIDR), Indira Gandhi Institute of Development Research (IGIDR), Indira Gandhi Institute of Development Research (IGIDR) and xKDR Forum
Downloads 22 (678,354)

Abstract:

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Systemic risk, Systemically important financial institutions, Systemic risk index

12.

Does the Quality of Land Records Affect the Credit Access of Households in India?

Number of pages: 36 Posted: 12 Jan 2022
Susan Thomas and Diya Uday
xKDR Forum and xKDR Forum
Downloads 19 (701,136)

Abstract:

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household credit; land assets as collateral; informal credit access

13.

The Real Cost of Credit Constraints: Evidence from Micro- Finance

Number of pages: 35 Posted: 28 Apr 2014
Renuka Sane and Susan Thomas
National Institute of Public Finance and Policy and xKDR Forum
Downloads 10 (778,566)

Abstract:

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micro-credit, micro-finance ban, natural experiment, Andhra Pradesh

14.

From Participation to Repurchase: Low Income Households and MicroÔÇÉInsurance

Journal of Risk and Insurance, Vol. 87, Issue 3, pp. 783-814, 2020
Number of pages: 32 Posted: 30 Sep 2020
Renuka Sane and Susan Thomas
National Institute of Public Finance and Policy and xKDR Forum
Downloads 0 (891,729)

Abstract:

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15.

Heteroskedasticity Models on the Bse

Posted: 25 Aug 1998
Susan Thomas
xKDR Forum

Abstract:

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16.

How Competition and Automation Have Changed the Bombay Stock Exchange

Posted: 03 Jul 1998
Ajay Shah and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and xKDR Forum

Abstract:

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