Prachi Deuskar

Indian School of Business

Assistant Professor

Hyderabad, Gachibowli 500 019

India

SCHOLARLY PAPERS

16

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5,962

SSRN CITATIONS
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Top 17,574

in Total Papers Citations

41

CROSSREF CITATIONS

32

Scholarly Papers (16)

1.

Liquidity Effect in OTC Options Markets: Premium or Discount?

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 05 Dec 2005 Last Revised: 20 Aug 2010
Prachi Deuskar, Anurag Gupta and Marti G. Subrahmanyam
Indian School of Business, Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 941 (43,493)
Citation 3

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Liquidity, interest rate options, euro interest rate markets, Euribor market, OTC options markets

2.

The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?

Review for Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 22 Posted: 22 Mar 2009 Last Revised: 29 Jun 2011
Indian School of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 870 (48,360)
Citation 9

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Mutual Funds, Hedge Funds, Managerial Turnover

3.

Market Liquidity and Flow-Driven Risk

Review of Financial Studies, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 58 Posted: 21 Mar 2009 Last Revised: 29 Jun 2011
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 870 (48,360)
Citation 6

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systematic risk, market liquidity, order flow

4.

Extrapolative Expectations: Implications for Volatility and Liquidity

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 19 Mar 2006
Prachi Deuskar
Indian School of Business
Downloads 635 (73,424)
Citation 7

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Liquidity, Volatility, Behavioral Finance, Adaptive Expectations

5.

The Dynamics of Hedge Fund Fees

Number of pages: 42 Posted: 17 Aug 2010 Last Revised: 14 Nov 2013
Prachi Deuskar, Zhi Jay Wang, Youchang Wu and Quoc H. Nguyen
Indian School of Business, University of Oregon - Charles H. Lundquist School of Business, University of Oregon - Lundquist College of Business and University of Illinois at Urbana-Champaign
Downloads 557 (86,426)
Citation 7

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Hedge Funds, Fees, Incentives

The Economic Determinants of Interest Rate Option Smiles

Number of pages: 33 Posted: 12 Apr 2007
Prachi Deuskar, Anurag Gupta and Marti G. Subrahmanyam
Indian School of Business, Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 373 (137,794)

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Volatility smiles, interest rate options, euro interest rate markets, Euribor market

The Economic Determinants of Interest Rate Option Smiles

NYU Working Paper No. FIN-07-016
Number of pages: 15 Posted: 03 Nov 2008
Prachi Deuskar, Anurag Gupta and Marti G. Subrahmanyam
Indian School of Business, Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 104 (443,241)
Citation 2

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7.

Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions

Review of Finance, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 75 Posted: 09 Aug 2016 Last Revised: 05 Feb 2020
Prachi Deuskar, Nitin Kumar and Jeramia Poland
Indian School of Business, Indian School of Business (ISB), Hyderabad and Indian School of Business
Downloads 470 (106,367)
Citation 1

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Margin debt, economic conditions

8.

Funding Liquidity and Market Liquidity in Government Bonds

Journal of Banking and Finance, Forthcoming, NSE - NYU Stern Initiative Working Paper Series, Indian School of Business
Number of pages: 73 Posted: 07 Mar 2016 Last Revised: 26 Apr 2021
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 216 (242,913)
Citation 5

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government bonds, market liquidity, funding liquidity, intermediary capital

9.

Insider Trading Restrictions and Informed Trading in Peer Stocks

Number of pages: 68 Posted: 23 Sep 2022 Last Revised: 23 Jun 2023
Prachi Deuskar, Aditi Khatri and Jayanthi Sunder
Indian School of Business, University of Arizona - Eller College of Management and University of Arizona - Eller College of Management
Downloads 189 (274,315)

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Insider trading regulation, Informed trading, Information fungibility, Price informativeness, Liquidity

10.

Why Do Interest Rate Options Smile?

NYU Working Paper No. FIN-06-029
Number of pages: 50 Posted: 03 Nov 2008
Prachi Deuskar, Anurag Gupta and Marti G. Subrahmanyam
Indian School of Business, Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 187 (276,866)

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11.

Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles

NYU Working Paper No. S-DRP-04-03
Number of pages: 52 Posted: 05 Nov 2008
Prachi Deuskar, Anurag Gupta and Marti G. Subrahmanyam
Indian School of Business, Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 165 (308,613)

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Volatility smiles, liquidity, interest rate options, euro interestrate markets, Euribor market

12.

Retail Bubble Riders

Indian School of Business WP
Number of pages: 48 Posted: 07 Jun 2022 Last Revised: 29 Jan 2023
Prachi Deuskar, Shubham Upadhyay and Darya Yuferova
Indian School of Business, Independent and Norwegian School of Economics (NHH) - Department of Finance
Downloads 117 (404,510)

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Bubbles, Retail traders, Break-even effect

13.

The Drivers and Pricing of Liquidity in Interest Rate Option Markets

NYU Working Paper No. FIN-05-036
Number of pages: 38 Posted: 03 Nov 2008
Prachi Deuskar and Marti G. Subrahmanyam
Indian School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 107 (431,608)

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14.

Who Buys Cryptos During Uncertain Times?

Number of pages: 36 Posted: 16 Aug 2023 Last Revised: 03 Oct 2023
Prachi Deuskar, Vasudha Nukala and Vasundhara Sharma
Indian School of Business, Washington University in St. Louis - John M. Olin Business School and University of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 86 (502,160)

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Cryptocurrency, FinTech, Retail trading, Institutional trading, Investor behavior, Economic political uncertainty

15.

Day Traders, Noise, and Cost of Immediacy

Number of pages: 58 Posted: 13 Apr 2023
Long Island University - Department of Finance, Indian School of Business, Columbia University and Northwestern University - Kellogg School of Management
Downloads 72 (552,936)

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Noise traders, Liquidity, Day traders

16.

Day Traders, Noise, and Cost of Immediacy

NBER Working Paper No. w31127
Number of pages: 59 Posted: 17 Apr 2023 Last Revised: 21 Jul 2023
Long Island University, Indian School of Business, Columbia University and Northwestern University - Kellogg School of Management
Downloads 3 (1,037,799)
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