Prachi Deuskar

Indian School of Business

Assistant Professor

Hyderabad, Gachibowli 500 019

India

  • Indian School of Business

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 21,204

in Total Papers Citations

18

CROSSREF CITATIONS

30

Scholarly Papers (11)

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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) - Department of Finance
Downloads 903 (31,983)
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
Prachi Deuskar, Joshua Matthew Pollet, Zhi Jay Wang and Lu Zheng
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 836 (35,522)
Citation 3

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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 779 (39,146)
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 564 (59,816)
Citation 6

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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 472 (74,651)
Citation 6

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Hedge Funds, Fees, Incentives

6.

The Economic Determinants of Interest Rate Option Smiles

Downloads 432 ( 82,989)
Citation 2

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) - Department of Finance
Downloads 350 (104,903)

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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) - Department of Finance
Downloads 82 (367,572)
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 366 (100,462)
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 186 (198,858)
Citation 4

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government bonds, market liquidity, funding liquidity, intermediary capital

9.

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) - Department of Finance
Downloads 165 (220,512)

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10.

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) - Department of Finance
Downloads 136 (258,415)

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

11.

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) - Department of Finance
Downloads 83 (361,448)

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