Bidisha Chakrabarty

Saint Louis University - Richard A. Chaifetz School of Business

Edward Jones Endowed Chair Professor of Finance

3674 Lindell Blvd

St. Louis, MO MO 63108-3397

United States

http://business.slu.edu/departments/finance/faculty-staff/bidisha-chakrabarty

SCHOLARLY PAPERS

33

DOWNLOADS
Rank 3,498

SSRN RANKINGS

Top 3,498

in Total Papers Downloads

15,411

SSRN CITATIONS
Rank 11,497

SSRN RANKINGS

Top 11,497

in Total Papers Citations

61

CROSSREF CITATIONS

44

Scholarly Papers (33)

1.
Downloads 5,784 ( 1,810)

Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, University of Adelaide, Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Consultant, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU University Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU University Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, VU University Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 5,784 (1,883)

Abstract:

Loading...

non-standard errors, multi-analyst approach, liquidity

2.

Evaluating Trade Classification Algorithms: Bulk Volume Classification versus the Tick Rule and the Lee-Ready Algorithm

Journal of Financial Markets, Forthcoming
Number of pages: 59 Posted: 30 Nov 2012 Last Revised: 17 Jun 2015
Bidisha Chakrabarty, Roberto Pascual and Andriy Shkilko
Saint Louis University - Richard A. Chaifetz School of Business, Universidad de las Islas Baleares and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 1,353 (20,665)
Citation 22

Abstract:

Loading...

trade classification, bulk volume classification, tick rule, Lee and Ready, VPIN

3.

Momentum Strategies and Financial Databases: An Investigation of Intraday Pattern in Price Momentum

Number of pages: 31 Posted: 22 Oct 2004 Last Revised: 31 Mar 2017
Bidisha Chakrabarty and Charles Trzcinka
Saint Louis University - Richard A. Chaifetz School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 872 (39,029)

Abstract:

Loading...

Momentum strategies, Financial Databases, Market Timing, CRSP, TAQ, Intraday Prices

4.

Attention: How High-Frequency Trading Improves Price Efficiency Following Earnings Announcements

Journal of Financial Markets, Forthcoming
Number of pages: 58 Posted: 25 Jul 2015 Last Revised: 21 Sep 2021
Bidisha Chakrabarty, Pamela C. Moulton and Xu (Frank) Wang
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Saint Louis University - Chaifetz School of Business
Downloads 737 (48,899)
Citation 7

Abstract:

Loading...

High-frequency trading, limited attention, price efficiency, earnings announcements

5.

The Performance of Short-term Institutional Trades

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 16 Feb 2013 Last Revised: 19 May 2016
Bidisha Chakrabarty, Pamela C. Moulton and Charles Trzcinka
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 551 (71,103)
Citation 13

Abstract:

Loading...

Institutional trading, short-term trades, trading skill, information

6.

High-Frequency Traders and Price Informativeness during Earnings Announcements

Review of Accounting Studies, Forthcoming
Number of pages: 63 Posted: 09 Jul 2016 Last Revised: 26 May 2020
Neil Bhattacharya, Bidisha Chakrabarty and Xu (Frank) Wang
Southern Methodist University (SMU) - Accounting Department, Saint Louis University - Richard A. Chaifetz School of Business and Saint Louis University - Chaifetz School of Business
Downloads 532 (74,296)
Citation 5

Abstract:

Loading...

High Frequency Trading; earnings announcements; earnings response coefficient; price impact of trades; analyst forecast

7.

Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5

Management Science, Forthcoming
Number of pages: 38 Posted: 21 Sep 2013 Last Revised: 31 Jul 2019
Saint Louis University - Richard A. Chaifetz School of Business, University of Memphis - Fogelman College of Business and Economics, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 528 (74,945)
Citation 6

Abstract:

Loading...

Liquidity; Unfiltered Market Access; Picking Off Risk; Latency-Sensitive Trading

8.

CFO Gender and Financial Statement Irregularities

Forthcoming, Academy of Management Journal
Number of pages: 58 Posted: 06 Jun 2019
University of Alabama - Department of Management, University of Alabama - Culverhouse College of Commerce & Business Administration, Saint Louis University - Richard A. Chaifetz School of Business, University of Alabama and University of Missouri - Department of Management
Downloads 432 (95,318)
Citation 1

Abstract:

Loading...

Executive Gender, Upper Echelon, Female, Corporate Governance, CFO, Financial Misreporting

9.

Catch Me If You Can: In Search of Accuracy, Scope, and Ease of Fraud Prediction

Number of pages: 53 Posted: 09 Apr 2019 Last Revised: 01 Mar 2022
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business, Saunders College of Business and Saint Louis University - Chaifetz School of Business
Downloads 431 (95,591)
Citation 4

Abstract:

Loading...

fraud prediction; Benford’s Law; F-score

10.

Information transfers and learning in financial markets: Evidence from short selling around insider sales

Journal of Banking and Finance, Forthcoming
Number of pages: 43 Posted: 15 Jan 2008 Last Revised: 07 Jan 2013
Bidisha Chakrabarty and Andriy Shkilko
Saint Louis University - Richard A. Chaifetz School of Business and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 422 (97,960)
Citation 7

Abstract:

Loading...

Insider trading; Short selling; Information transfers; Brokerage effect

11.

A New Approach to Estimating the Relation between Audit Fees and Financial Misconduct

Number of pages: 45 Posted: 03 Nov 2015 Last Revised: 05 Sep 2019
Bidisha Chakrabarty, Scott Duellman and Michael Hyman
Saint Louis University - Richard A. Chaifetz School of Business, Saint Louis University - Department of Accounting and Syracuse University - Joseph I. Lubin School of Accounting
Downloads 406 (102,361)

Abstract:

Loading...

Audit Fees; Benford Score; Financial Misconduct; Fraud

12.

A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market

CAEPR Working Paper No. 2006-015
Number of pages: 52 Posted: 04 Oct 2006
Bidisha Chakrabarty, Konstantin Tyurin, Zhaohui Han and Xiaoyong Zheng
Saint Louis University - Richard A. Chaifetz School of Business, ITG Inc., Financial Engineering, Financial Engineering Group, ITG Inc. and North Carolina State University
Downloads 391 (106,947)
Citation 3

Abstract:

Loading...

Market microstructure, limit order, competing risks, hazard rate, frailty

13.

Order Exposure in High Frequency Markets

Number of pages: 51 Posted: 21 Nov 2017 Last Revised: 13 Jan 2022
Saint Louis University - Richard A. Chaifetz School of Business, University of California, Berkeley - Haas School of Business, Indian Institute of Management Udaipur and Universidad de las Islas Baleares
Downloads 329 (129,473)
Citation 1

Abstract:

Loading...

Hidden orders, high frequency trading, order exposure

14.

Management Risk Incentives and the Readability of Corporate Disclosures

Financial Management, Forthcoming
Number of pages: 54 Posted: 09 Feb 2014 Last Revised: 11 Feb 2021
Saint Louis University - Richard A. Chaifetz School of Business, Saint Louis University - Department of Accounting, University of Central Oklahoma and Saint Louis University - Chaifetz School of Business
Downloads 290 (147,755)

Abstract:

Loading...

Executive Compensation; Disclosure Obfuscation; Option Vega; Textual Analysis

15.

Effects of a Speed Bump on Market Quality and Exchange Competition

Number of pages: 64 Posted: 08 Nov 2018 Last Revised: 26 Oct 2020
Bidisha Chakrabarty, Jianning Huang and Pankaj K. Jain
Saint Louis University - Richard A. Chaifetz School of Business, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 283 (151,455)
Citation 1

Abstract:

Loading...

Speed bump; High-speed trading; Stock-exchange performance; Multi market trading; Market quality

16.

When a Halt is Not a Halt: An Analysis of Off-NYSE Trading During NYSE Market Closures

Journal of Financial Intermediation, Forthcoming
Number of pages: 45 Posted: 20 Mar 2007 Last Revised: 15 Jun 2011
Saint Louis University - Richard A. Chaifetz School of Business, University of Notre Dame - Mendoza College of Business and University of Pittsburgh - Katz Graduate School of BusinessUniversity of Cyprus - Department of Accounting and Finance
Downloads 249 (172,053)
Citation 2

Abstract:

Loading...

Trading halt, Price discovery, Off-NYSE trading, ECN

Earnings Announcements and Attention Constraints: The Role of Market Design

Number of pages: 53 Posted: 11 Mar 2009 Last Revised: 12 Jan 2012
Bidisha Chakrabarty and Pamela C. Moulton
Saint Louis University - Richard A. Chaifetz School of Business and Cornell University - SC Johnson College of Business
Downloads 239 (178,532)
Citation 8

Abstract:

Loading...

earnings announcements, disclosure, attention constraints, limited attention, dedicated market makers, liquidity

Earnings Announcements and Attention Constraints: The Role of Market Design

Journal of Accounting & Economics (JAE), Forthcoming
Posted: 22 Jan 2012
Bidisha Chakrabarty and Pamela C. Moulton
Saint Louis University - Richard A. Chaifetz School of Business and Cornell University - SC Johnson College of Business

Abstract:

Loading...

earnings announcements, liquidity, attention constraints, market microstructure

Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited

Number of pages: 42 Posted: 07 Feb 2011 Last Revised: 12 Jan 2012
Bidisha Chakrabarty, Pamela C. Moulton and Andriy Shkilko
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 227 (187,555)
Citation 11

Abstract:

Loading...

Trade Classification, Short Sales, Lee-Ready, Trade Initiation

Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited

Journal of Financial Markets, Forthcoming
Posted: 22 Jan 2012
Bidisha Chakrabarty, Pamela C. Moulton and Andriy Shkilko
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Wilfrid Laurier University - Lazaridis School of Business and Economics

Abstract:

Loading...

trade classification, short sales, long sales, Lee-Ready algorithm, short sale aggressiveness

19.

Trade Classification Algorithms for Electronic Communications Network Trades

Journal of Banking and Finance, Forthcoming
Number of pages: 27 Posted: 22 Jan 2007
Bidisha Chakrabarty, Bingguang Li, Vanthuan Nguyen and Robert A. Van Ness
Saint Louis University - Richard A. Chaifetz School of Business, Shenandoah University - Harry F. Byrd, Jr. School of Business, Morgan State University and University of Mississippi - Department of Finance
Downloads 216 (197,023)
Citation 4

Abstract:

Loading...

Trade classification, Lee and Ready algorithms, tick rule, quote rule

20.

Do Dealers Infer Information from Order Flow?

Number of pages: 40 Posted: 22 Oct 2004
Bidisha Chakrabarty
Saint Louis University - Richard A. Chaifetz School of Business
Downloads 190 (221,411)

Abstract:

Loading...

Dealer Market, Quote Leadership, Error Correction, Co-Integration, NASDAQ, Information Signal

21.

Can Sub-Penny Pricing Reduce Trading Costs?

Number of pages: 37 Posted: 22 Oct 2004
Bidisha Chakrabarty and Kee H. Chung
Saint Louis University - Richard A. Chaifetz School of Business and State University of New York at Buffalo - School of Management
Downloads 183 (228,707)
Citation 2

Abstract:

Loading...

Decimalization, Sub-penny Quotation, Markov Chain Monte Carlo, Quote Aggressiveness, Spreads, Electronic Communications Networks

22.

The Effect of Regulatory Reforms on Institutional and Retail Investors: Evidence from Restatements before and after the Sarbanes-Oxley Act

Number of pages: 41 Posted: 14 Jan 2011 Last Revised: 27 Feb 2012
Bidisha Chakrabarty, Ananth Seetharaman and Weimin Wang
Saint Louis University - Richard A. Chaifetz School of Business, Saint Louis University - Department of Accounting and Saint Louis University
Downloads 135 (293,354)

Abstract:

Loading...

Restatement, Sarbanes-Oxley, Retail and Institutional Investors

23.

Effects of a Speed Bump on Market Quality and Exchange Competition

Number of pages: 64 Posted: 19 Jun 2018 Last Revised: 26 Oct 2020
Bidisha Chakrabarty, Jianning Huang and Pankaj K. Jain
Saint Louis University - Richard A. Chaifetz School of Business, University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 130 (301,882)
Citation 1

Abstract:

Loading...

Speed bump; High-speed trading; Stock-exchange performance; Multi market trading; Market quality

24.

The Effect of Reporting Opacity on Trading Opacity: New Evidence from ADR Trades in Dark Pools

Pace University Finance Research Paper No. 2019/01
Number of pages: 54 Posted: 07 May 2019 Last Revised: 06 Jun 2022
Thomas J. Boulton, Marcus V. Braga-Alves and Bidisha Chakrabarty
Miami University, Pace University - Lubin School of Business and Saint Louis University - Richard A. Chaifetz School of Business
Downloads 115 (329,805)

Abstract:

Loading...

Reporting opacity; Dark pools; Disclosure; Earnings announcements; Informed trading

25.

Stock Liquidity and Algorithmic Market Making During the COVID-19 Crisis

Journal of Banking and Finance, Forthcoming (https://doi.org/10.1016/j.jbankfin.2022.106415)
Number of pages: 48 Posted: 10 Jun 2021 Last Revised: 24 Jan 2022
Bidisha Chakrabarty and Roberto Pascual
Saint Louis University - Richard A. Chaifetz School of Business and Universidad de las Islas Baleares
Downloads 114 (331,839)
Citation 1

Abstract:

Loading...

COVID-19, algorithmic trading, liquidity, efficiency, competition

26.

Tick Size Pilot Program and the Information Structure of US Stock Markets

Number of pages: 43 Posted: 15 Oct 2019 Last Revised: 02 Mar 2021
Bidisha Chakrabarty, Justin Cox and James Upson
Saint Louis University - Richard A. Chaifetz School of Business, Appalachian State University and University of Texas at El Paso
Downloads 100 (362,518)

Abstract:

Loading...

Tick size pilot program, Information structure, ISO, Price Discovery

27.

Do Designated Market Makers Facilitate Price Informativeness? Evidence from Earnings Announcements

SMU Cox School of Business Research Paper No. 22-10
Number of pages: 51 Posted: 06 Apr 2022
Neil Bhattacharya, Bidisha Chakrabarty, Lei Ma and Jing Pan
Southern Methodist University (SMU) - Accounting Department, Saint Louis University - Richard A. Chaifetz School of Business, Southern Illinois University - Southern Illinois University at Carbondale and Pennsylvania State University - Department of Accounting
Downloads 79 (418,370)

Abstract:

Loading...

Designated Market Makers; Earning Announcements; Jump Ratio; Return Synchronicity; Regression Discontinuity

28.

Trading System Upgrades and Short-Sale Bans: Uncoupling the Effects of Technology and Regulation

Journal of Empirical Finance, Forthcoming
Number of pages: 43 Posted: 27 Jan 2016 Last Revised: 24 May 2017
Bidisha Chakrabarty, Pamela C. Moulton and Roberto Pascual
Saint Louis University - Richard A. Chaifetz School of Business, Cornell University - SC Johnson College of Business and Universidad de las Islas Baleares
Downloads 69 (450,590)
Citation 1

Abstract:

Loading...

Technological Upgrades, SIBE-Smart, Colocation, Short-Sale Ban, High-Speed Trading, Equity Market Liquidity

29.

Crashing in the Dark? The Effect of Dark Trading on Stock Price Crash Risk

Number of pages: 56 Posted: 09 Aug 2022
Bidisha Chakrabarty, Kenneth W. Shaw and Xu (Frank) Wang
Saint Louis University - Richard A. Chaifetz School of Business, University of Missouri at Columbia - School of Accountancy and Saint Louis University - Chaifetz School of Business
Downloads 12 (770,905)

Abstract:

Loading...

Dark trading, Stock price crash risk, Informed trading, Institutional ownership

30.

The Information Content of Retail Order Flow: Evidence from Fragmented Markets

Number of pages: 40 Posted: 27 Jul 2022
James Upson, Bidisha Chakrabarty and Justin Cox
University of Texas at El Paso, Saint Louis University - Richard A. Chaifetz School of Business and Appalachian State University
Downloads 10 (789,961)

Abstract:

Loading...

Retail Order Flow, Dark Markets, Price Discovery, Institutional Order Flow

Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements

Journal of Business Finance & Accounting, Vol. 35, Issue 9-10, pp. 1220-1244, November/December 2008
Number of pages: 25 Posted: 21 Nov 2008
Bidisha Chakrabarty and Kenneth W. Shaw
Saint Louis University - Richard A. Chaifetz School of Business and University of Missouri at Columbia - School of Accountancy
Downloads 2 (914,379)

Abstract:

Loading...

Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements

Journal of Business, Finance and Accounting, Forthcoming
Posted: 08 Jul 2008
Bidisha Chakrabarty and Kenneth W. Shaw
Saint Louis University - Richard A. Chaifetz School of Business and University of Missouri at Columbia - School of Accountancy

Abstract:

Loading...

Hidden Orders, ECNs, Earnings announcement

32.

Market Liquidity, Stock Characteristics and Order Cancellations: The Case of Fleeting Orders

Posted: 25 Mar 2008
Konstantin Tyurin and Bidisha Chakrabarty
ITG Inc., Financial Engineering and Saint Louis University - Richard A. Chaifetz School of Business

Abstract:

Loading...

Fleeting Orders, Quote Aggressiveness, Competing Risks, Principal Components, Order cancellation

33.

The Effect of Reporting Opacity on Trading Opacity: New Evidence from American Depositary Receipt Trades in Dark Pools

Contemporary Accounting Research, Forthcoming
Thomas J. Boulton, Marcus V. Braga-Alves and Bidisha Chakrabarty
Miami University, Pace University - Lubin School of Business and Saint Louis University - Richard A. Chaifetz School of Business

Abstract:

Loading...

reporting opacity, dark pools, disclosure, earnings announcements, informed trading