Amrut J. Nashikkar

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

http://pages.stern.nyu.edu/~anashikk

SCHOLARLY PAPERS

6

DOWNLOADS
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2,419

CITATIONS
Rank 5,039

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Top 5,039

in Total Papers Citations

103

Scholarly Papers (6)

Price Dispersion in OTC Markets: A New Measure of Liquidity

EFA 2008 Athens Meetings Paper
Number of pages: 36 Posted: 04 Mar 2008 Last Revised: 10 Apr 2008
Rainer Jankowitsch, Amrut J. Nashikkar and Marti G. Subrahmanyam
WU (Vienna University of Economics and Business), New York University (NYU) - Department of Finance and New York University - Stern School of Business
Downloads 757 (25,771)
Citation 9

Abstract:

liquidity, corporate bonds, market microstructure, OTC markets

Price Dispersion in OTC Markets: A New Measure of Liquidity

NYU Working Paper No. FIN-08-013
Number of pages: 38 Posted: 09 Mar 2009
Marti G. Subrahmanyam, Amrut J. Nashikkar and Rainer Jankowitsch
New York University - Stern School of Business, New York University (NYU) - Department of Finance and WU (Vienna University of Economics and Business)
Downloads 152 (163,094)
Citation 9

Abstract:

2.
Downloads 551 ( 40,284)
Citation 11

Latent Liquidity and Corporate Bond Yield Spreads

NYU Working Paper No. FIN-07-013
Number of pages: 49 Posted: 03 Nov 2008
Amrut J. Nashikkar and Marti G. Subrahmanyam
New York University (NYU) - Department of Finance and New York University - Stern School of Business
Downloads 414 (57,008)
Citation 11

Abstract:

Corporate Bonds, Credit Risk, Credit Default Swaps, Basis, Liquidity, Latent Liquidity

Latent Liquidity and Corporate Bond Yield Spreads

NYU Working Paper No. FIN-06-023
Number of pages: 47 Posted: 03 Nov 2008
Amrut J. Nashikkar and Marti G. Subrahmanyam
New York University (NYU) - Department of Finance and New York University - Stern School of Business
Downloads 137 (177,932)
Citation 11

Abstract:

3.

Herding in Trading by Amateur and Professional Investors

Number of pages: 41 Posted: 13 Mar 2009
Itzhak Venezia, Amrut J. Nashikkar and Zur Shapira
Hebrew University of Jerusalem - Jerusalem School of Business Administration, New York University (NYU) - Department of Finance and Leonard N. Stern School of Business - Department of Economics
Downloads 305 (76,247)
Citation 1

Abstract:

Herding, professional investors, amateur investors, behavioral finance

4.

Limited Arbitrage and Liquidity in the Market for Credit Risk

NYU Working Paper No. FIN-08-011
Number of pages: 49 Posted: 09 Mar 2009
Marti G. Subrahmanyam, Amrut J. Nashikkar and Sriketan Mahanti
New York University - Stern School of Business, New York University (NYU) - Department of Finance and State Street Global Markets
Downloads 267 (90,073)
Citation 17

Abstract:

5.

Latent Liquidity: A New Measure of Liquidity, with an Application Corporate Bonds

NYU Working Paper No. FIN-07-012
Number of pages: 29 Posted: 03 Nov 2008
affiliation not provided to SSRN, New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Finance Department and State Street Global Markets
Downloads 201 (115,145)
Citation 32

Abstract:

Fixed Income, Corporate Bonds, Liquidity, Asset Pricing, Market Microstructure

6.

Latent Liquidity: A New Measure of Liquidity, with an Application to Corporate Bonds

NYU Working Paper No. FIN-06-024
Number of pages: 54 Posted: 03 Nov 2008
State Street Global Markets, New York University (NYU) - Department of Finance, New York University - Stern School of Business, Santa Clara University - Finance Department and State Street Global Markets
Downloads 105 (185,024)
Citation 33

Abstract:

Other Papers (1)

Total Downloads: 309    Citations: 10
1.

Corporate Bond Specialness

EFA 2007 Ljubljana Meetings Paper
Number of pages: 35 Posted: 03 Mar 2007
Amrut J. Nashikkar and Lasse Heje Pedersen
New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Downloads 253
Citation 10

Abstract:

Fixed Income, Corporate Bonds, Short-sales constraints