Amber Anand

Syracuse University - Whitman School of Management

Professor

721 University Avenue

Syracuse, NY 13244

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 18,557

SSRN RANKINGS

Top 18,557

in Total Papers Downloads

4,629

SSRN CITATIONS
Rank 6,910

SSRN RANKINGS

Top 6,910

in Total Papers Citations

187

CROSSREF CITATIONS

40

Scholarly Papers (11)

1.

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
Syracuse University - Whitman School of Management, Neeley School of Business, University of Tennessee, Knoxville and Southern Methodist University (SMU) - Finance Department
Downloads 1,051 (35,660)
Citation 56

Abstract:

Loading...

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

2.

Mutual Fund Trading Style and Bond Market Fragility

Review of Financial Studies, forthcoming
Number of pages: 71 Posted: 19 Jul 2017 Last Revised: 08 Jun 2020
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 912 (43,578)
Citation 16

Abstract:

Loading...

Corporate bonds; dealers; mutual funds; fragility; liquidity; performance

3.

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
Syracuse University - Whitman School of Management, University of Tennessee, Knoxville, Neeley School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 669 (66,072)
Citation 68

Abstract:

Loading...

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

4.

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) - Finance Department
Downloads 568 (81,166)
Citation 45

Abstract:

Loading...

Market Makers; HFTs; Fragility; Volatility; Obligations

5.

The Impossibility of Full Carry Markets

Number of pages: 46 Posted: 09 Dec 1999
Amber Anand
Syracuse University - Whitman School of Management
Downloads 348 (144,448)

Abstract:

Loading...

6.

Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets?

Number of pages: 41 Posted: 18 Apr 2005
Amber Anand and Avanidhar Subrahmanyam
Syracuse University - Whitman School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 347 (144,903)
Citation 12

Abstract:

Loading...

Price discovery, intermediaries

7.

Institutional Order Handling and Broker-Affiliated Trading Venues

Number of pages: 50 Posted: 11 Mar 2019 Last Revised: 01 Feb 2021
Syracuse University - Whitman School of Management, Board of Governors of the Federal Reserve System, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 330 (152,823)
Citation 23

Abstract:

Loading...

Broker; ATS; Trading Cost; Order Handling; Best Execution

8.

Geographic Proximity and Price Discovery: Evidence from Nasdaq

Journal of Financial Markets, vol. 14, no. 2, 193-226, 2011
Number of pages: 54 Posted: 27 Nov 2007 Last Revised: 11 Dec 2011
Syracuse University - Whitman School of Management, University of Central Florida - Department of Finance, Case Western Reserve University - Weatherhead School of Management, University of Central Florida and Baylor University
Downloads 231 (219,760)
Citation 3

Abstract:

Loading...

Price discovery, quote quality, geography, market microstructure

9.

The Information in Hedge Fund Option Holdings

Management Science, forthcoming
Number of pages: 47 Posted: 29 Nov 2017 Last Revised: 02 May 2023
Amber Anand, Jian Hua and Andy Puckett
Syracuse University - Whitman School of Management, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Tennessee, Knoxville
Downloads 128 (364,704)

Abstract:

Loading...

Institutional Trading, Informed Traders, Options Markets

10.

Does Institutional Trading Affect Underwriting

Journal of Corporate Finance, Volume 58,101495, 2019
Number of pages: 53 Posted: 12 Aug 2019 Last Revised: 24 May 2021
Amber Anand, Paul J. Irvine and Tingting Liu
Syracuse University - Whitman School of Management, Neeley School of Business and Iowa State University
Downloads 45 (664,880)
Citation 1

Abstract:

Loading...

Institutional Trading, SEO underwriter choice, SEO underpricing

11.

Relative Performance of Bid-Ask Spread Estimators: Futures Markets Evidence

The Journal of International Financial Markets, Institutions & Money, July 2006, v.16, n.3, pp. 231-245. DOI:10.1016/j.intfin.2005.02.004
Posted: 10 Jul 2020
Amber Anand and Ahmet K Karagozoglu
Syracuse University - Whitman School of Management and Hofstra University, Zarb School of Business

Abstract:

Loading...

transaction costs, bid–ask spreads, spread estimators, futures markets

Other Papers (1)

Total Downloads: 318
1.

'Informed' Limit Order Trading

Number of pages: 35 Posted: 08 Nov 2001
Amber Anand and Terrence F. Martell
Syracuse University - Whitman School of Management and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 318

Abstract:

Loading...

microstructure, limit orders, informed trading