Author Page for Prachi Deuskar

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 961 (49,740)

Citation 3

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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 916 (53,087)

Citation 6

Abstract:

3.

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 891 (55,163)

Citation 14

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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 705 (75,325)

Citation 9

Abstract:

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 574 (97,878)

Citation 7

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6.

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 543 (104,929)

Citation 1

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7.

The Economic Determinants of Interest Rate Option Smiles

Downloads 495 (117,395)

Citation 3

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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 382 (157,436)

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 (NYU) - Leonard N. Stern School of Business

Downloads 113 (497,010)

Citation 3

Abstract:

8.

Insider Trading Restrictions and Informed Trading in Peer Stocks

Accepted for publication in Management Science: https://doi.org/10.1287/mnsc.2022.02907.

Number of pages: 72 Posted: 23 Sep 2022 Last Revised: 24 Jun 2024

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 326 (189,003)

Abstract:

9.

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 231 (268,746)

Citation 5

Abstract:

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 202 (304,999)

Abstract:

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 180 (338,946)

Abstract:

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 NHH Norwegian School of Economics - Department of Finance

Downloads 170 (356,329)

Abstract:

13.

Who Buys Cryptos During Uncertain Times?

Number of pages: 51 Posted: 16 Aug 2023 Last Revised: 06 Feb 2024

Prachi Deuskar, Vasudha Nukala and Vasundhara Sharma

Indian School of Business, Washington University in St. Louis - John M. Olin Business School and Indian School of Business

Downloads 153 (389,771)

Abstract:

14.

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 121 (469,101)

Abstract:

15.

Day Traders, Noise, and Cost of Immediacy

Number of pages: 58 Posted: 13 Apr 2023

Manoj Dalvi, Prachi Deuskar, Lawrence R. Glosten and Ravi Jagannathan

Long Island University - Department of Finance, Indian School of Business, Columbia University and Northwestern University - Kellogg School of Management

Downloads 106 (517,554)

Abstract:

16.

Speculative Media Tone and Long-Term Return Reversals

Number of pages: 67 Posted: 25 Sep 2024

Prachi Deuskar, K.R. Subramanyam and Peeyush Taori

Indian School of Business, University of Southern California - Leventhal School of Accounting and HKU Business School, The University of Hong Kong

Downloads 89 (580,840)

Abstract:

17.

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

Manoj Dalvi, Prachi Deuskar, Lawrence Glosten and Ravi Jagannathan

Long Island University, Indian School of Business, Columbia University and Northwestern University - Kellogg School of Management

Downloads 6 (1,216,806)

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Prachi Deuskar

Indian School of Business

Assistant Professor

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Scholarly Papers (17)

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Day Traders, Noise, and Cost of Immediacy

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