Prachi Deuskar

Indian School of Business

Assistant Professor

Hyderabad, Gachibowli 500 019

India

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 8,799

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4,337

CITATIONS
Rank 8,327

SSRN RANKINGS

Top 8,327

in Total Papers Citations

55

Scholarly Papers (12)

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 - Stern School of Business
Downloads 860 (21,814)
Citation 7

Abstract:

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 706 (25,011)
Citation 14

Abstract:

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 604 (29,575)
Citation 23

Abstract:

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 478 (44,330)
Citation 4

Abstract:

Liquidity, Volatility, Behavioral Finance, Adaptive Expectations

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 - Stern School of Business
Downloads 313 (79,322)
Citation 5

Abstract:

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 - Stern School of Business
Downloads 74 (274,173)
Citation 5

Abstract:

6.

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 304 (65,084)
Citation 2

Abstract:

Hedge Funds, Fees, Incentives

7.

Experience of Regret and Subsequent Trading Behavior

25th Australasian Finance and Banking Conference 2012
Number of pages: 49 Posted: 15 Mar 2012 Last Revised: 03 Aug 2017
Prachi Deuskar, Pan Deng and Fei Wu
Indian School of Business, Fudan University - School of Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 173 (122,264)

Abstract:

Regret Theory, Order Strategy

8.

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 - Stern School of Business
Downloads 151 (161,104)

Abstract:

9.

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 - Stern School of Business
Downloads 116 (194,496)

Abstract:

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

10.

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 - Stern School of Business
Downloads 68 (269,434)

Abstract:

11.

Margin Credit and Stock Return Predictability

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 71 Posted: 09 Aug 2016 Last Revised: 09 Aug 2017
Prachi Deuskar, Nitin Kumar and Jeramia Poland
Indian School of Business, Indian School of Business and Indian School of Business
Downloads 0 (261,289)

Abstract:

Aggregate returns, margin debt, stock return predictability, S&P 500 predictability, market timing, asset allocation

12.

Funding Liquidity and Market Liquidity in Government Bonds

NSE - NYU Stern Initiative Working Paper Series
Number of pages: 61 Posted: 07 Mar 2016 Last Revised: 22 Jun 2017
Prachi Deuskar and Timothy C. Johnson
Indian School of Business and University of Illinois at Urbana-Champaign
Downloads 0 (240,895)

Abstract:

government bonds, market liquidity, funding liquidity