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Sugata Ray

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

P.O. Box 870244

Tuscaloosa, AL 35487

United States

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

SCHOLARLY PAPERS

15

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8,352

CITATIONS
Rank 14,458

SSRN RANKINGS

Top 14,458

in Total Papers Citations

25

Scholarly Papers (15)

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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

4.

A Match in the Dark: Understanding Crossing Network Liquidity

Downloads 299 ( 90,722)
Citation 3

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.

The Downside of High Water Marks: An Empirical Study

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

11.

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

Downloads 56 (334,766)

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
Nitish Kumar, Kevin Mullally, Sugata Ray and Yuehua Tang
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