Subhankar Nayak

Wilfrid Laurier University - Financial Services Research Centre

Waterloo, Ontario N2L 3C5

Canada

SCHOLARLY PAPERS

6

DOWNLOADS

1,132

SSRN CITATIONS
Rank 37,867

SSRN RANKINGS

Top 37,867

in Total Papers Citations

14

CROSSREF CITATIONS

6

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 390 (106,020)
Citation 18

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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 272 (155,198)

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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

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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 206 (203,649)

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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

Quarterly Journal of Finance (Forthcoming)
Number of pages: 51 Posted: 13 Dec 2015 Last Revised: 11 Dec 2020
University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and University of Houston
Downloads 139 (283,769)

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

5.

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

Number of pages: 79 Posted: 06 Feb 2020 Last Revised: 09 Mar 2022
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 125 (307,539)
Citation 1

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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
Madhu Kalimipalli, Subhankar Nayak and M. Fabricio Perez
Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and Wilfrid Laurier University - School of Business & Economics

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