Ayan Bhattacharya

Baruch College, The City University of New York

New York, NY 10010

United States

  • Baruch College, The City University of New York

SCHOLARLY PAPERS

3

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72

Scholarly Papers (3)

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1.

Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets

Number of pages: 55 Posted: 04 Mar 2016 Last Revised: 27 Apr 2018
Ayan Bhattacharya and Maureen O'Hara
Baruch College, The City University of New York and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,902 (5,727)
Citation 59

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ETF, Market stability, Learning, Market fragility, Herding, Market microstructure

2.

Limit Order Markets under Asymmetric Information

Number of pages: 63 Posted: 12 Oct 2020 Last Revised: 30 Aug 2021
Ayan Bhattacharya and Gideon Saar
Baruch College, The City University of New York and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 549 (103,467)
Citation 8

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limit order book, asymmetric information, sequential trade models, limit order markets, limit orders, market orders, informed traders, cancellations, time-to-execution

3.

Can Transparency Hurt Investors in Over-The-Counter Markets?

Number of pages: 41 Posted: 14 Mar 2016
Ayan Bhattacharya
Baruch College, The City University of New York
Downloads 378 (161,229)
Citation 5

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OTC market, transparency, financial regulation, TRACE, bonds, market microstructure, market design