Sugata Ray

University of Alabama - Department of Economics, Finance and Legal Studies

P.O. Box 870244

Tuscaloosa, AL 35487

United States

SCHOLARLY PAPERS

15

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8,352

CITATIONS
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SSRN RANKINGS

Top 14,458

in Total Papers Citations

25

Scholarly Papers (15)

1.

Limited Attention, Marital Events, and Hedge Funds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 18 Feb 2015 Last Revised: 20 Mar 2016
Yan Lu, Sugata Ray and Melvyn Teo
University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 615 (16,529)

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Hedge Funds, Limited Attention, Behavioral Finance, Disposition Effect, Marriage, Divorce

2.

Effort, Risk and Walkaway Under High Water Mark Contracts

Number of pages: 38 Posted: 13 Mar 2008 Last Revised: 16 Mar 2010
Indraneel Chakraborty and Sugata Ray
University of Miami and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 540 (42,918)
Citation 5

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Hedge Funds, Corporate Finance, Contracts

3.

Informational Linkages Between Dark and Lit Trading Venues

Number of pages: 50 Posted: 08 Jul 2011 Last Revised: 27 Jul 2012
Mahendrarajah Nimalendran and Sugata Ray
University of Florida - Department of Finance, Insurance and Real Estate and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 421 (51,635)
Citation 4

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Crossing networks, algorithmic trading, price discovery, information trasmission

A Match in the Dark: Understanding Crossing Network Liquidity

Number of pages: 40 Posted: 12 Jan 2010 Last Revised: 18 Mar 2010
Sugata Ray
University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 299 (90,262)
Citation 3

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Crossing networks, exchanges, gaming, liquidity

A Match in the Dark: Understanding Crossing Network Liquidity

Posted: 12 Jan 2010
Sugata Ray
University of Alabama - Department of Economics, Finance and Legal Studies

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Crossing networks, exchanges, gaming, liquidity

5.

Determinants and Implications of Fee Changes in the Hedge Fund Industry

AFA 2013 San Diego Meetings Paper
Number of pages: 44 Posted: 19 Mar 2012 Last Revised: 11 Nov 2012
Vikas Agarwal and Sugata Ray
Georgia State University and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 243 (113,035)
Citation 5

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hedge fund fees, management fee, incentive fee, high watermark, performance, capital flows

6.

Institutional Investment and Intermediation in the Hedge Fund Industry

Number of pages: 47 Posted: 02 Jul 2013
Vikas Agarwal, Vikram K. Nanda and Sugata Ray
Georgia State University, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 236 (117,013)
Citation 2

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Institutional investors, intermediation, hedge funds, investment consultants, funds of hedge funds

7.

An Efficiency Perspective on the Gains from Mergers and Asset Purchases

B.E. Journal of Economic Analysis & Policy, Vol. 9 (Contributions)
Number of pages: 27 Posted: 14 Nov 2006 Last Revised: 18 Oct 2009
Sugata Ray and Missaka Warusawitharana
University of Alabama - Department of Economics, Finance and Legal Studies and Board of Governors of the Federal Reserve System
Downloads 232 (113,536)
Citation 3

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Mergers, Asset purchases, Efficiency gains, Acquisitions, event study

8.
Downloads 184 (147,664)
Citation 3

The Downside of High Water Marks: An Empirical Study

Number of pages: 40 Posted: 21 Sep 2009 Last Revised: 25 May 2011
Sugata Ray
University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 184 (147,628)
Citation 3

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hedge funds, high water marks, hedge fund performance

The Downside of High Water Marks: An Empirical Study

Journal of Investment Management (JOIM), Second Quarter 2012
Posted: 02 Jun 2012
Sugata Ray
University of Alabama - Department of Economics, Finance and Legal Studies

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Hedge funds, highwater marks, hedge fund performance

9.

IPO Discounts and Fraction of the Firm Sold: Theory and Evidence

Number of pages: 28 Posted: 19 Nov 2007 Last Revised: 18 Mar 2008
Sugata Ray
University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 157 (147,664)

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IPO discounts, overhang, tech bubble

10.

Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds

Number of pages: 43 Posted: 27 Aug 2013 Last Revised: 12 Feb 2014
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 100 (144,873)

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hedge funds, funds of hedge funds (FOF), simultaneous management

Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases

Forthcoming, Journal of Business Finance & Accounting
Number of pages: 32 Posted: 24 Jan 2011 Last Revised: 29 Jul 2016
Yan Lu and Sugata Ray
University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 55 (342,720)

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Earnings Announcements, Option Implied Distributions, Tail Risk

Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases

Journal of Business Finance & Accounting, Vol. 43, Issue 7-8, pp. 830-848, 2016
Number of pages: 19 Posted: 30 Sep 2016
Yan Lu and Sugata Ray
University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1 (612,296)
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earnings announcements, uncertainty resolution, option implied distributions, tail risk

12.

How Do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence From Professional Asset Managers

Number of pages: 42 Posted: 19 Mar 2018
David C. Ling, Yan Lu and Sugata Ray
University of Florida - Hough Graduate School of Business Administration, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 0 (396,851)

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Asset Managers, Personal Real Estate

13.

Prime (Information) Brokerage

Number of pages: 44 Posted: 18 Jul 2017 Last Revised: 24 Nov 2017
University of Florida, University of Alabama, University of Alabama - Department of Economics, Finance and Legal Studies and University of Florida - Department of Finance
Downloads 0 (52,158)

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hedge funds, prime brokers, investment banks, informed trading, loan originations

14.

Sensation Seeking and Hedge Funds

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 Dec 2016 Last Revised: 20 Apr 2018
Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (1,912)

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Sensation seeking, Hedge funds, Risk, Operational risk

15.

Are Hedge Fund Managers’ Charitable Donations Strategic?

Number of pages: 50 Posted: 14 Dec 2015 Last Revised: 21 Apr 2018
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 0 (217,537)

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hedge funds, charitable donations, strategic giving