Nidhi Aggarwal

Indian Institute of Management (IIMU), Udaipur

Mohanlal Sukhadia University Campus

Udaipur, Rajasthan 313001

India

  • Indian Institute of Management (IIMU), Udaipur

SCHOLARLY PAPERS

8

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1,753

TOTAL CITATIONS

21

Scholarly Papers (8)

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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 707 (78,671)
Citation 12

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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 Forum
Downloads 239 (273,363)
Citation 9

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

3.

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 227 (287,417)

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securities markets, surveillance, regulation, market quality

4.

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 183 (351,816)

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

5.

Trading Suspensions and Food Price Inflation

Number of pages: 44 Posted: 19 Apr 2023 Last Revised: 25 Dec 2023
Nidhi Aggarwal, Tirtha Chatterjee and Karan Sehgal
Indian Institute of Management (IIMU), Udaipur, O.P. Jindal Global University - Jindal School of Government and Public Policy and Charles III University of Madrid
Downloads 156 (404,267)

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food price inflation, agricultural derivatives, trading suspensions, synthetic control, India

6.

Assessing the impact of commodity derivatives suspensions

Number of pages: 8 Posted: 09 Nov 2022
Nidhi Aggarwal, Tirtha Chatterjee and Karan Sehgal
Indian Institute of Management (IIMU), Udaipur, O.P. Jindal Global University - Jindal School of Government and Public Policy and Charles III University of Madrid
Downloads 96 (586,588)

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Commodity derivatives, food policy

7.

When do Regulatory Interventions Work?

Number of pages: 37 Posted: 19 Feb 2021
Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas
Indian Institute of Management (IIMU), Udaipur, Indian Institute of Management (IIMB), Bangalore and xKDR Forum
Downloads 76 (674,942)

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

8.

Informational Efficiency of Credit Ratings

Number of pages: 31 Posted: 23 Sep 2022
Nidhi Aggarwal, Manish Singh and Susan Thomas
Indian Institute of Management (IIMU), Udaipur, Indian Institute of Technology Roorkee and xKDR Forum
Downloads 69 (711,779)

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Merton model, event study analysis, logit regressions