Sugata Ray

University of Florida - Warrington College of Business Administration

Gainesville, FL 32611

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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in Total Papers Downloads

7,196

CITATIONS
Rank 14,591

SSRN RANKINGS

Top 14,591

in Total Papers Citations

25

Scholarly Papers (13)

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-Department of Finance, University of Florida - Warrington College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 615 (16,636)

Abstract:

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 Florida - Warrington College of Business Administration
Downloads 540 (39,737)
Citation 5

Abstract:

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 Florida - Warrington College of Business Administration
Downloads 421 (49,737)
Citation 4

Abstract:

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 Florida - Warrington College of Business Administration
Downloads 286 (87,915)
Citation 3

Abstract:

Crossing networks, exchanges, gaming, liquidity

A Match in the Dark: Understanding Crossing Network Liquidity

Posted: 12 Jan 2010
Sugata Ray
University of Florida - Warrington College of Business Administration

Abstract:

Crossing networks, exchanges, gaming, liquidity

5.

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 Florida - Warrington College of Business Administration and Board of Governors of the Federal Reserve System
Downloads 232 (106,004)
Citation 3

Abstract:

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

6.

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 Florida - Warrington College of Business Administration
Downloads 230 (111,207)
Citation 5

Abstract:

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

7.

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 Florida - Warrington College of Business Administration
Downloads 212 (120,568)
Citation 2

Abstract:

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

8.
Downloads 176 (143,279)
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 Florida - Warrington College of Business Administration
Downloads 176 (143,270)
Citation 3

Abstract:

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 Florida - Warrington College of Business Administration

Abstract:

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 Florida - Warrington College of Business Administration
Downloads 157 (144,009)

Abstract:

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-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 100 (145,505)

Abstract:

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-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 43 (359,341)

Abstract:

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-Department of Finance and University of Florida - Warrington College of Business Administration
Downloads 1 (579,951)
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Abstract:

earnings announcements, uncertainty resolution, option implied distributions, tail risk

12.

Prime (Information) Brokerage

Number of pages: 40 Posted: 18 Jul 2017 Last Revised: 02 Sep 2017
University of Florida, University of Alabama, University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance
Downloads 0 (67,335)

Abstract:

hedge funds, prime brokers, informed trading, information leakage, loan originations

13.

Sensation-Seeking Hedge Funds

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 44 Posted: 10 Dec 2016 Last Revised: 06 Jul 2017
Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida-Department of Finance, University of Florida - Warrington College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (2,436)

Abstract:

Sensation seeking, Hedge funds, Risk, Operational risk