Atanu Saha

Compass Lexecon

New York, NY

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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SSRN RANKINGS

Top 10,812

in Total Papers Downloads

3,573

CITATIONS

0

Scholarly Papers (9)

1.

The Loss Causation Requirement for Rule 10b-5 Causes-of-Action: The Implication of Dura Pharmaceuticals v. Broudo

Harvard Law and Economics Discussion Paper No. 596
Number of pages: 26 Posted: 16 Aug 2007
Allen Ferrell and Atanu Saha
Harvard Law School and Compass Lexecon
Downloads 1,200 (11,458)

Abstract:

Securities damages, Dura, Dura Pharmaceuticals, Broudo, securities litigation, Rule 10b-5, event study, securities regulation, loss causation

2.

Event Study Analysis: Correctly Measuring the Dollar Impact of an Event

Harvard Law and Economics Discussion Paper
Number of pages: 13 Posted: 20 Apr 2011
Atanu Saha and Allen Ferrell
Compass Lexecon and Harvard Law School
Downloads 541 (33,252)

Abstract:

10b-5 damages, materiality, securities litigation, securities damages, event study analysis, t-statistic

3.

Forward-Casting 10b-5 Damages: A Comparison to Other Methods

Harvard Law and Economics Discussion Paper, Harvard University John M. Olin Center for Law, Economics and Business Discussion Paper
Number of pages: 35 Posted: 19 Apr 2011
Allen Ferrell and Atanu Saha
Harvard Law School and Compass Lexecon
Downloads 526 (33,475)

Abstract:

10b-5 damages, securities damages, damages, securities lititgation

4.

Securities Litigation and the Housing Market Downturn

Number of pages: 32 Posted: 21 May 2009
Allen Ferrell and Atanu Saha
Harvard Law School and Compass Lexecon
Downloads 351 (66,479)

Abstract:

securities litigation, class action, financial crisis, housing market downturn, 10b-5, loss causation, housing prices, housing sales

5.

Calculating Damages in ERISA Litigation

Number of pages: 26 Posted: 26 May 2011
Allen Ferrell and Atanu Saha
Harvard Law School and Compass Lexecon
Downloads 328 (61,138)

Abstract:

securities litigation, 10b-5, damages, securities damages, ERISA

6.

An Asymmetric Payoff-Based Explanation of IPO 'Underpricing'

Harvard Law and Economics Discussion Paper No. 587
Number of pages: 23 Posted: 17 Aug 2007
Atanu Saha and Allen Ferrell
Compass Lexecon and Harvard Law School
Downloads 172 (136,436)

Abstract:

ipo underpricing, underwriter, IPO, uncertainty

DCF Valuation with Cash Flow Cessation Risk

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 1, 2012
Number of pages: 11 Posted: 17 Nov 2015
Atanu Saha and Burton G. Malkiel
Compass Lexecon and Princeton University - Bendheim Center for Finance
Downloads 71 (278,314)

Abstract:

DCF Valuation with Cash Flow Cessation Risk

Journal of Applied Finance, Spring/Summer 2012, Volume 22, Issue 1, pp. 175-185
Posted: 29 Jul 2012
Atanu Saha and Burton G. Malkiel
Compass Lexecon and Princeton University - Bendheim Center for Finance

Abstract:

Discounted Cash Flow (DCF) model, valuation, discount rate, probability of cessation

8.

A Tale of Two Anomalies: Higher Returns of Low‐Risk Stocks and Return Seasonality

Financial Review, Vol. 50, Issue 2, pp. 257-273, 2015
Number of pages: 17 Posted: 07 Apr 2015
Christopher Fiore and Atanu Saha
Compass Lexecon and Compass Lexecon
Downloads 1 (546,586)
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Abstract:

low‐risk anomaly, beta, idiosyncratic volatility, Halloween effect, sell in May, return seasonality

9.

The Clustering of Extreme Movements: Stock Prices and the Weather

Journal Of Investment Management (JOIM), First Quarter 2009
Posted: 11 Feb 2009 Last Revised: 09 Jul 2010
Atanu Saha, Burton G. Malkiel and Alex Grecu
Compass Lexecon, Princeton University - Bendheim Center for Finance and Clemson University - John E. Walker Department of Economics

Abstract:

Volatility clustering; duration analysis; portfolio strategy