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

DOWNLOADS
Rank 21,144

SSRN RANKINGS

Top 21,144

in Total Papers Downloads

4,224

SSRN CITATIONS
Rank 24,705

SSRN RANKINGS

Top 24,705

in Total Papers Citations

14

CROSSREF CITATIONS

31

Scholarly Papers (3)

Actions:
Email selected abstracts
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 3,448 (5,930)
Citation 52

Abstract:

Loading...

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 455 (110,096)
Citation 7

Abstract:

Loading...

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 321 (162,802)
Citation 5

Abstract:

Loading...

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