V. L. Mehta Road,
Vile Parle (W),
Mumbai, 400 056
India
School of Business Management, NMIMS
SSRN RANKINGS
in Total Papers Downloads
POS financing, BNPL, Regulatory arbitrage, BNPL Model, Financial modelling, Simulation, Fintech
Robustification, Ultra High Frequency, Data Handling, Microstructure Noise, Non-Microtructure Noise, Data Cleaning, Empirical Estimation, Limit Order Book, Bid Ask Spread, Trades and Quotes, Information Content
Robustification, Data Handling, Limit Order Book, Model Fit, Estimation, Filtration expansion, Ultra High Frequency
Liquidity, Durations, Pair Copula Construction, Spread, Limit Order Market
food inflation, household budget, monetary policy, Inflation targetting, WPI, CPI, Wholesale price index, Consumer price index, food price rise, inflation
Capital Markets Regulation , Market Quality, Welfare, Market microstructure, Invariance, Competition among exchanges,
Information Content of Quotes, Information Aggregation, Continuous Double Auctions, High Frequency, Order Driven Markets
High resolution, Liquidity, Vine copula regression, Bayesian hierarchial models, Limit order markets, Market Microstructure
Market Microstructure; Search; Limit Order Markets; Continuous Auctions; High Resolution; Zero Intelligence
global asset allocation, international diversification, country risk, trading venues, market quality of stock exchanges, market microstructure
house prices, panel data, spatial heterogeneity, spatial dependence, stable housing markets,
High Resolution, Limit Order Markets, Durations, Liquidity, Bid-Ask Spread, Algorithmic Trading, Pair Copula Construction
Information Aggregation, Continuous Auctions, High Frequency, Private Information, Information Content of Quotes
