Ayan Bhattacharya

Baruch College, The City University of New York

New York, NY 10010

United States

SCHOLARLY PAPERS

3

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Top 20,503

in Total Papers Downloads

3,068

SSRN CITATIONS
Rank 22,723

SSRN RANKINGS

Top 22,723

in Total Papers Citations

9

CROSSREF CITATIONS

35

Scholarly Papers (3)

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 2,558 (6,504)
Citation 46

Abstract:

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

2.

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 264 (144,708)
Citation 5

Abstract:

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

3.

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 246 (155,144)
Citation 3

Abstract:

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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