Amber Anand

Syracuse University - Whitman School of Management

Professor

721 University Avenue

Syracuse, NY 13244

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,736

SSRN RANKINGS

Top 13,736

in Total Papers Downloads

3,388

CITATIONS
Rank 9,601

SSRN RANKINGS

Top 9,601

in Total Papers Citations

45

Scholarly Papers (8)

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 857 (26,341)
Citation 13

Abstract:

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

2.

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 606 (42,171)
Citation 7

Abstract:

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

3.

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 592 (43,544)

Abstract:

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Bond liquidity; buy-side institutions; dealer inventory; mutual funds; fund performance.

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 446 (62,267)
Citation 1

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 321 (91,469)

Abstract:

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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 309 (95,393)
Citation 18

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 207 (143,656)
Citation 6

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 50 (379,532)

Abstract:

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

Other Papers (1)

Total Downloads: 306    Citations: 1
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 306
Citation 1

Abstract:

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microstructure, limit orders, informed trading