Vikas Raman

University of Warwick - Finance Group

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

SCHOLARLY PAPERS

5

DOWNLOADS

414

CITATIONS

0

Scholarly Papers (5)

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
University of Warwick - Finance Group, American University - Kogod School of Business and University of Oklahoma Price College of Business
Downloads 218 (73,651)

Abstract:

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

2.

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

Number of pages: 44 Posted: 23 May 2017
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Downloads 0 (459,147)

Abstract:

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

3.

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

Number of pages: 53 Posted: 24 Jan 2017
University of Oklahoma - Michael F. Price College of Business, Missouri State University - College of Business and University of Warwick - Finance Group
Downloads 0 (334,455)

Abstract:

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

4.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 40 Posted: 30 May 2016 Last Revised: 02 Feb 2017
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Downloads 0 (418,150)

Abstract:

Style Investing, Commonality in Liquidity, Systematic Liquidity, Correlated Trading, Transaction Costs

5.

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
State of New York (SUNY) at Buffalo, University of Warwick - Finance Group and University of Oklahoma Price College of Business

Abstract:

Naked short selling, Short selling, Failure to deliver