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

  • xKDR Forum

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SCHOLARLY PAPERS

17

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7,734

TOTAL CITATIONS

23

Scholarly Papers (17)

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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 3,209 (8,335)
Citation 1

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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 1,583 (25,426)
Citation 7

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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 821 (65,234)
Citation 1

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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 542 (111,204)

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Intraday data, High Frequency Data, temporal aggregation

5.

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 303 (216,399)
Citation 2

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

6.

A Policy Response to the Indian Micro-Finance Crisis

Number of pages: 49 Posted: 17 May 2011
Renuka Sane and Susan Thomas
Trustbridge Rule of Law Foundation and xKDR Forum
Downloads 273 (241,404)
Citation 2

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

7.

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 239 (275,782)
Citation 9

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

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 199 (328,572)

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9.

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 140 (445,767)

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measurement of economic activity; nighttime lights satellite data;

10.

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 101 (572,628)

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household credit; land assets as collateral; informal credit access

11.

When do Regulatory Interventions Work?

Number of pages: 37 Posted: 19 Feb 2021
Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas
Indian Institute of Management (IIMU), Udaipur, Indian Institute of Management (IIMB), Bangalore and xKDR Forum
Downloads 76 (681,714)

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

12.

Identifying SIFIs and SINFIs: New Perspectives in Measuring Systemic Risk

Number of pages: 26 Posted: 13 May 2014
Natasha Agarwal, Sanchit Arora, Akhil Behl, Rohini Grover, Shashwat Khanna and Susan Thomas
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 75 (686,727)

Abstract:

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Systemic risk, Systemically important financial institutions, Systemic risk index

13.

Informational Efficiency of Credit Ratings

Number of pages: 31 Posted: 23 Sep 2022
Nidhi Aggarwal, Manish Singh and Susan Thomas
Indian Institute of Management (IIMU), Udaipur, Indian Institute of Technology Roorkee and xKDR Forum
Downloads 70 (713,601)

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Merton model, event study analysis, logit regressions

14.

Evaluating Contract Enforcement by Courts in India: A Litigant's Lens

Number of pages: 26 Posted: 05 Dec 2022
Pavithra Manivannan, Susan Thomas and Bhargavi Zaveri
XKDR Forum, xKDR Forum and Independent
Downloads 68 (725,011)

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courts, India, judicial system, contract enforcement

15.

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

Number of pages: 35 Posted: 28 Apr 2014
Renuka Sane and Susan Thomas
Trustbridge Rule of Law Foundation and xKDR Forum
Downloads 35 (982,012)
Citation 1

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

16.

Heteroskedasticity Models on the Bse

Posted: 25 Aug 1998
Susan Thomas
xKDR Forum

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17.

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

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