Subhankar Nayak

Wilfrid Laurier University - Financial Services Research Centre

Waterloo, Ontario N2L 3C5

Canada

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 45,426

SSRN RANKINGS

Top 45,426

in Total Papers Downloads

968

SSRN CITATIONS
Rank 47,277

SSRN RANKINGS

Top 47,277

in Total Papers Citations

6

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Did CDS Trading Improve the Market for Corporate Bonds?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 10 Mar 2011 Last Revised: 30 Aug 2013
Sanjiv Ranjan Das, Madhu Kalimipalli and Subhankar Nayak
Santa Clara University - Leavey School of Business, Lazaridis School of Business and Economics, Wilfrid Laurier University and Wilfrid Laurier University - Financial Services Research Centre
Downloads 368 (84,448)
Citation 12

Abstract:

Loading...

CDS, bond market efficiency

Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market

Number of pages: 53 Posted: 23 Mar 2009 Last Revised: 26 Jul 2011
Madhu Kalimipalli and Subhankar Nayak
Lazaridis School of Business and Economics, Wilfrid Laurier University and Wilfrid Laurier University - Financial Services Research Centre
Downloads 262 (121,808)

Abstract:

Loading...

bond liquidity, equity volatility, illiquid markets, corporate bond spreads, Fama-Macbeth regressions

Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market

Journal of Financial Intermediation, Forthcoming
Posted: 26 Jul 2011
Madhu Kalimipalli and Subhankar Nayak
Lazaridis School of Business and Economics, Wilfrid Laurier University and Wilfrid Laurier University - Financial Services Research Centre

Abstract:

Loading...

equity volatility, bond liquidity, corporate bond spreads, illiquid markets, Fama-MacBeth Regressions

3.

Risk Mitigation by Institutional Participants in the Secondary Market: Evidence from Foreign Rule 144A Debt Market

Journal of Banking and Finance, Vol. 99, 2019
Number of pages: 51 Posted: 23 Apr 2019
University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and University of Houston
Downloads 195 (163,226)

Abstract:

Loading...

foreign debt markets, 144A bonds, secondary bond market spreads, QIBs, risk exposure

4.

Role of Institutional Investors - Evidence from the Foreign “Rule 144A” Debt Market

Number of pages: 51 Posted: 13 Dec 2015 Last Revised: 04 Nov 2019
University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and University of Houston
Downloads 113 (255,226)

Abstract:

Loading...

Foreign 144A issues, Yankee bonds, QIBs, financial crisis

5.

Banking Networks, Systemic Risk, and the Credit Cycle in Emerging Markets

Number of pages: 54 Posted: 06 Feb 2020
Sanjiv Ranjan Das, Madhu Kalimipalli and Subhankar Nayak
Santa Clara University - Leavey School of Business, Lazaridis School of Business and Economics, Wilfrid Laurier University and Wilfrid Laurier University - Financial Services Research Centre
Downloads 30 (489,318)

Abstract:

Loading...

systemic risk, network risks, default risk, emerging markets, financial instituions

6.

Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads

Journal of Banking and Finance, Forthcoming
Posted: 01 Aug 2011 Last Revised: 04 Jun 2013
Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and Wilfrid Laurier University - School of Business & Economics

Abstract:

Loading...

bond liquidity, equity volatility, illiquid markets, corporate bond spreads, dynamic relationships