Vikas Raman

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
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959

CITATIONS
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Top 47,322

in Total Papers Citations

9

Scholarly Papers (6)

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 404 (71,515)
Citation 6

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 308 (97,385)
Citation 1

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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. 2972358
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 Lancaster University - Department of Accounting and Finance
Downloads 119 (233,216)

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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
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 76 (312,747)
Citation 3

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 52 (379,609)

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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
State of New York (SUNY) at Buffalo, Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business

Abstract:

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Naked short selling, Short selling, Failure to deliver

Other Papers (1)

Total Downloads: 87
1.

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 87 (284,926)

Abstract:

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