Vikas Raman

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 45,178

SSRN RANKINGS

Top 45,178

in Total Papers Downloads

1,039

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (7)

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 420 (75,744)
Citation 9

Abstract:

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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 325 (101,580)

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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
Copenhagen Business School - Department of Finance, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 131 (238,034)
Citation 1

Abstract:

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

4.

The Third Dimension of Financialization: Electronification, Intraday Institutional Trading, and Commodity Market Quality

WBS Finance Group Research Paper No. 242
Number of pages: 62 Posted: 10 Nov 2017
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 93 (302,869)
Citation 2

Abstract:

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

5.

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 70 (358,489)

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Style Investing, Commonality in Liquidity, Noise Trading

6.

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

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Naked short selling, Short selling, Failure to deliver

7.

Portfolio Inventory Risk of Liquidity Providers: Frictions and Market Fragility

Number of pages: 58
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 0

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Inventory Management, Limit Order Markets, Market Quality

Other Papers (2)

Total Downloads: 196
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 106 (273,120)

Abstract:

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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 90 (284,926)

Abstract:

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