Author Page for Prachi Deuskar

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 854 (21,461)

Citation 7

Abstract:

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 706 (24,586)

Citation 14

Abstract:

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 (29,368)

Citation 23

Abstract:

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 (43,871)

Citation 4

Abstract:

5.

The Economic Determinants of Interest Rate Option Smiles

Downloads 386 ( 61,237)

Citation 5

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 - Stern School of Business

Downloads 312 (77,785)

Citation 5

Abstract:

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 (268,578)

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 (65,002)

Citation 1

Abstract:

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: 06 Jun 2014

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 (121,857)

Abstract:

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 (157,656)

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 (190,361)

Abstract:

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 (263,860)

Abstract:

11.

Margin Credit and Stock Return Predictability

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital

Number of pages: 68 Posted: 09 Aug 2016 Last Revised: 17 Feb 2017

Prachi Deuskar, Nitin Kumar and Jeramia Poland

Indian School of Business, Indian School of Business and Indian School of Business

Downloads 0 (302,513)

Abstract:

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: 14 Jan 2017

Prachi Deuskar and Timothy C. Johnson

Indian School of Business and University of Illinois at Urbana-Champaign

Downloads 0 (248,289)

Prachi Deuskar

Indian School of Business

Assistant Professor

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Scholarly Papers (12)

Liquidity Effect in OTC Options Markets: Premium or Discount?

Abstract:

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

Abstract:

Market Liquidity and Flow-Driven Risk

Abstract:

Extrapolative Expectations: Implications for Volatility and Liquidity

Abstract:

The Economic Determinants of Interest Rate Option Smiles

The Economic Determinants of Interest Rate Option Smiles

Abstract:

The Economic Determinants of Interest Rate Option Smiles

Abstract:

The Dynamics of Hedge Fund Fees

Abstract:

Experience of Regret and Subsequent Trading Behavior

Abstract:

Why Do Interest Rate Options Smile?

Abstract:

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

Abstract:

The Drivers and Pricing of Liquidity in Interest Rate Option Markets

Abstract:

Margin Credit and Stock Return Predictability

Abstract:

Funding Liquidity and Market Liquidity in Government Bonds

Abstract:

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