Amber Anand

Syracuse University - Whitman School of Management

Professor

721 University Avenue

Syracuse, NY 13244

United States

  • Syracuse University - Whitman School of Management

SCHOLARLY PAPERS

13

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Rank 18,735

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Top 18,735

in Total Papers Downloads

5,632

TOTAL CITATIONS
Rank 6,757

SSRN RANKINGS

Top 6,757

in Total Papers Citations

333

Scholarly Papers (13)

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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
Amber Anand, Paul J. Irvine, Andy Puckett and Kumar Venkataraman
Syracuse University - Whitman School of Management, Neeley School of Business, University of Tennessee, Knoxville and Southern Methodist University (SMU) - Finance Department
Downloads 1,172 (38,509)
Citation 135

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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
Amber Anand, Chotibhak Jotikasthira and Kumar Venkataraman
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,017 (47,251)
Citation 16

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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
Amber Anand, Andy Puckett, Paul J. Irvine and Kumar Venkataraman
Syracuse University - Whitman School of Management, University of Tennessee, Knoxville, Neeley School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 714 (76,239)
Citation 73

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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 664 (83,555)
Citation 58

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Market Makers; HFTs; Fragility; Volatility; Obligations

5.

Institutional Order Handling and Broker-Affiliated Trading Venues

Number of pages: 50 Posted: 11 Mar 2019 Last Revised: 01 Feb 2021
Amber Anand, Mehrdad Samadi, Jonathan S. Sokobin and Kumar Venkataraman
Syracuse University - Whitman School of Management, Board of Governors of the Federal Reserve System, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 437 (140,967)
Citation 34

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

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 389 (160,183)
Citation 13

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Price discovery, intermediaries

7.

The Impossibility of Full Carry Markets

Number of pages: 46 Posted: 09 Dec 1999
Amber Anand
Syracuse University - Whitman School of Management
Downloads 361 (174,071)

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8.

Retail Limit Orders

SMU Cox School of Business Research Paper No. 24-11
Number of pages: 45 Posted: 07 Oct 2024 Last Revised: 30 Jan 2025
Amber Anand, Mehrdad Samadi, Jonathan S. Sokobin and Kumar Venkataraman
Syracuse University - Whitman School of Management, Board of Governors of the Federal Reserve System, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 250 (258,173)

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Retail trading, Limit orders

9.

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
Amber Anand, Vladimir A. Gatchev, Leonardo Madureira, Christo A. Pirinsky and Shane Underwood
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 248 (258,173)
Citation 3

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Price discovery, quote quality, geography, market microstructure

10.

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 211 (301,586)

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Institutional Trading, Informed Traders, Options Markets

11.

Do auctions impact quote competition?

Number of pages: 44 Posted: 22 Nov 2024
Amber Anand and Dmitriy Muravyev
Syracuse University - Whitman School of Management and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 108 (527,057)

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Exchange auctions;, Options markets, Internalization

12.

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 The University of Tennessee, Knoxville
Downloads 61 (737,092)
Citation 1

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Institutional Trading, SEO underwriter choice, SEO underpricing

13.

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

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

Other Papers (1)

Total Downloads: 330
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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 330

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microstructure, limit orders, informed trading