Amber Anand

Syracuse University - Whitman School of Management

Professor

721 University Avenue

Syracuse, NY 13244

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 13,817

SSRN RANKINGS

Top 13,817

in Total Papers Downloads

3,576

SSRN CITATIONS
Rank 10,882

SSRN RANKINGS

Top 10,882

in Total Papers Citations

48

CROSSREF CITATIONS

42

Scholarly Papers (9)

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 890 (26,527)
Citation 14

Abstract:

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

2.

Do Buy-Side Institutions Supply Liquidity in Bond Markets? Evidence from Mutual Funds

28th Annual Conference on Financial Economics and Accounting, SMU Cox School of Business Research Paper No. 18-5
Number of pages: 65 Posted: 19 Jul 2017 Last Revised: 13 Jul 2018
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 632 (42,445)
Citation 8

Abstract:

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Bond liquidity; buy-side institutions; dealer inventory; mutual funds; fund 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 608 (44,656)
Citation 34

Abstract:

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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 461 (63,444)
Citation 19

Abstract:

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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 322 (96,388)

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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 312 (99,842)
Citation 7

Abstract:

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Price discovery, intermediaries

7.

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 208 (151,048)
Citation 1

Abstract:

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Price discovery, quote quality, geography, market microstructure

8.

Institutional Order Handling and Broker-Affiliated Trading Venues

SMU Cox School of Business Research Paper No. 19-3
Number of pages: 44 Posted: 11 Mar 2019 Last Revised: 20 May 2019
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 128 (229,090)
Citation 5

Abstract:

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Broker; ATS; Dark Pool; Trading Cost; Liquidity; Order Handling; Best Execution; Agency

9.

Does Institutional Trading Affect Underwriting

Journal of Corporate Finance, Forthcoming
Number of pages: 53 Posted: 12 Aug 2019
Amber Anand, Paul J. Irvine and Tingting Liu
Syracuse University - Whitman School of Management, Neeley School of Business and Iowa State University
Downloads 15 (568,551)

Abstract:

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Institutional Trading, SEO underwriter choice, SEO underpricing

Other Papers (1)

Total Downloads: 307
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 307

Abstract:

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microstructure, limit orders, informed trading