Nidhi Aggarwal

Indian Institute of Management (IIMU), Udaipur

Mohanlal Sukhadia University Campus

Udaipur, Rajasthan 313001

India

SCHOLARLY PAPERS

5

DOWNLOADS

709

SSRN CITATIONS
Rank 46,071

SSRN RANKINGS

Top 46,071

in Total Papers Citations

7

CROSSREF CITATIONS

8

Scholarly Papers (5)

1.

Impact of India's Demonetization on Domestic Agricultural Markets

Number of pages: 59 Posted: 08 Nov 2017 Last Revised: 02 Mar 2021
Nidhi Aggarwal and Sudha Narayanan
Indian Institute of Management (IIMU), Udaipur and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 317 (117,994)
Citation 12

Abstract:

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Demonetization, Agricultural Markets, India, Difference-in-Differences, Shock, Persistence, triple differences

2.

When Do Stock Futures Dominate Price Discovery?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37 Posted: 24 Aug 2011 Last Revised: 22 Mar 2013
Nidhi Aggarwal and Susan Thomas
Indian Institute of Management (IIMU), Udaipur and XKDR
Downloads 176 (209,025)
Citation 5

Abstract:

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Price discovery, Single stock futures, Liquidity, Leverage, Information arrival

3.

Limits to Arbitrage: The Case of Single Stock Futures and Spot Prices

Number of pages: 26 Posted: 28 Mar 2015 Last Revised: 30 Mar 2015
Nidhi Aggarwal
Indian Institute of Management (IIMU), Udaipur
Downloads 109 (303,959)

Abstract:

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Limits to arbitrage, Mispricing, No-arbitrage bands, Short-selling constraints, Transactions costs, Funding constraints

4.

Rules vs. Discretion in Market Surveillance of `Overvalued' stocks: Evidence From India

Indian Institute of Management Udaipur Research Paper Series
Number of pages: 33 Posted: 01 Oct 2020 Last Revised: 03 Mar 2021
Nidhi Aggarwal, Surbhi Bhatia and Bhargavi Zaveri
Indian Institute of Management (IIMU), Udaipur, affiliation not provided to SSRN and Independent
Downloads 91 (342,122)

Abstract:

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securities markets, surveillance, regulation, market quality

5.

When do Regulatory Interventions Work?

Number of pages: 37 Posted: 19 Feb 2021
Indian Institute of Management (IIMU), Udaipur, Indian Institute of Management (IIMB), Bangalore and XKDR
Downloads 16 (656,697)

Abstract:

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Algorithmic trading, financial regulation, market efficiency, market liquidity, financial derivatives