Vikas Raman

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 45,483

SSRN RANKINGS

Top 45,483

in Total Papers Downloads

1,326

SSRN CITATIONS
Rank 44,067

SSRN RANKINGS

Top 44,067

in Total Papers Citations

6

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

Electronic Market Makers, Trader Anonymity and Market Fragility

Number of pages: 38 Posted: 03 Jun 2014
Vikas Raman, Michel A. Robe and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads 456 (82,694)
Citation 11

Abstract:

Loading...

Voluntary market-making, Electronic trading, HFT, Liquidity provision under stress

2.

Short Selling and Price Discovery in Corporate Bonds

Number of pages: 70 Posted: 04 Jun 2014 Last Revised: 13 Nov 2017
University of California, Berkeley - Haas School of Business, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 353 (110,893)
Citation 1

Abstract:

Loading...

Short Selling, Corporate Bonds, Financial Crisis

3.

Performance, Persistence, and Pay: A New Perspective on CTAs

WBS Finance Group Research Paper No. 238
Number of pages: 44 Posted: 23 May 2017
Bank of Canada, University of HannoverRPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 153 (248,080)
Citation 1

Abstract:

Loading...

Commodity Trading Advisors, Alternative Investments, Information and Market Efficiency, Managerial Skill, Performance

4.

The Third Dimension of Financialization: Intraday Institutional Financial Traders and Commodity Market Quality

Number of pages: 62 Posted: 10 Nov 2017 Last Revised: 05 Apr 2021
Vikas Raman, Michel A. Robe and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads 141 (264,961)
Citation 3

Abstract:

Loading...

Financialization, Commodities, Competition, Intraday activity, Liquidity, Pricing efficiency, HFT

5.

Man vs. Machine: Liquidity Provision and Market Fragility

Number of pages: 47 Posted: 02 Feb 2021
Vikas Raman, Michel A. Robe and Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads 85 (375,583)

Abstract:

Loading...

Voluntary market-making, Algorithmic traders, Liquidity, Fragility

6.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 30 May 2016 Last Revised: 05 Jun 2019
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 82 (383,708)
Citation 1

Abstract:

Loading...

Style Investing, Commonality in Liquidity, Noise Trading

7.

Correlated Portfolio Inventory Risk of Liquidity Providers: Frictions and Market Fragility

Number of pages: 46 Posted: 22 Sep 2020 Last Revised: 15 Sep 2021
Roman Kozhan, Vikas Raman and Pradeep K. Yadav
University of Warwick - Warwick Business School, Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business
Downloads 56 (468,694)

Abstract:

Loading...

Inventory Management, Limit Order Markets, Market Quality

8.

Fails-to-Deliver, Short Selling, and Market Quality

Journal of Financial Economics (JFE), Vol. 114, No. 3, 493-516
Posted: 19 Mar 2010 Last Revised: 12 Dec 2014
Veljko Fotak, Vikas Raman and Pradeep K. Yadav
School of Management, University at Buffalo (SUNY), Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business

Abstract:

Loading...

Naked short selling, Short selling, Failure to deliver

Other Papers (2)

Total Downloads: 207
1.

The Informativeness of Derivatives Use: Evidence from Corporate Disclosure through Public Announcements

Journal of Banking and Finance, Forthcoming
Number of pages: 59 Posted: 24 Jan 2017 Last Revised: 24 Feb 2020
University of Oklahoma - Michael F. Price College of Business, Missouri State University - College of Business and Lancaster University - Department of Accounting and Finance
Downloads 111 (273,120)

Abstract:

Loading...

Corporate Risk Management, Financial Derivatives, Dynamic Hedging, Disclosure, Private Information, Gold Mining Firms

2.

Dynamic Risk Management and Private Corporate Information: Evidence from Hedging Announcements

Number of pages: 49 Posted: 10 Oct 2015 Last Revised: 06 May 2019
Lancaster University - Department of Accounting and Finance, University of Oklahoma - Michael F. Price College of Business and Missouri State University - College of Business
Downloads 96 (284,926)

Abstract:

Loading...

Corporate risk management, dynamic hedging, hedging changes, hedging announcements, disclosure, asymmetric information, gold mining firms.