Malay K. Dey

Quinnipiac University - Lender School of Business

United States

Cornell University

United States

  • Quinnipiac University - Lender School of Business

  • Cornell University

SCHOLARLY PAPERS

12

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1,614

TOTAL CITATIONS

3

Scholarly Papers (12)

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1.

Turnover and Return in Global Stock Markets

Emerging Markets Review, Forthcoming
Number of pages: 23 Posted: 08 Oct 2004 Last Revised: 25 Apr 2011
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business
Downloads 596 (97,702)
Citation 2

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Stock exchange, legal systems, return, liquidity, turnover ratio

2.

Turnover and Return in Global Stock Markets: A Time Series and Cross Sectional Analysis

Networks Financial Institute Working Paper No. 2007-WP-15
Number of pages: 44 Posted: 11 Dec 2007
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business
Downloads 471 (130,637)

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Stock exchange, Legal systems, Return, Liquidity, Turnover ratio

3.

Bid Ask Spread in a Competitive Market With Institutions and Order Size

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 21 Posted: 21 Jul 2007 Last Revised: 25 Apr 2011
Malay K. Dey, Malay K. Dey and Hossein B. Kazemi
Cornell UniversityQuinnipiac University - Lender School of Business and University of Massachusetts at Amherst - Isenberg School of Management
Downloads 227 (287,065)

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Information asymmetry, Sequential equilibrium, Order size, Security price, Bid-ask spread, Institutions

4.

Return Spread and Liquidity: Evidence from Hong Kong ADRs

Research in International Business and Finance, Forthcoming
Number of pages: 33 Posted: 23 Oct 2011 Last Revised: 20 Jan 2013
Malay K. Dey, Malay K. Dey and Chaoyan Wang
Cornell UniversityQuinnipiac University - Lender School of Business and University of York
Downloads 116 (511,014)
Citation 1

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ADR, Return spread, Liquidity

5.

Informed Trading, Institutional Trading, and Spread

Journal of Economics and Finance, Forthcoming
Number of pages: 34 Posted: 20 Jan 2013
Malay K. Dey, Malay K. Dey and B. (Radha) Radhakrishna
Cornell UniversityQuinnipiac University - Lender School of Business and Independent
Downloads 72 (694,448)

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PIN, Institutional trading, spread decomposition, liquidity

6.

A Case for 'Allied Finance Associations' Meetings

Number of pages: 9 Posted: 15 Sep 2009
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business
Downloads 69 (710,791)

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financial association, annual meetings

7.

Information Content in Small and Large Trades

Economic Notes, Forthcoming
Number of pages: 45 Posted: 24 Apr 2011
Malay K. Dey, Malay K. Dey, Hal S. Stern and Zhang Hongmei
Cornell UniversityQuinnipiac University - Lender School of Business, University of California, Irvine - Department of Statistics and affiliation not provided to SSRN
Downloads 63 (745,583)

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PIN, Trade Size, Institutional trading, Mixture model

8.

Return Commonality in Cross Listings: Evidence from Hong Kong ADRs

Journal of Index Investing, 2020
Posted: 12 Jun 2020
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business

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ADR, H-Shares, Return Commonality

9.

Is Information Risk Really a Determinant of Security Returns? Evidence from TORQ

Journal of Trading, Forthcoming, https://doi.org/10.3905/jot.2010.5.3.051
Posted: 21 May 2019
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business

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Information risk, Price risk, Liquidity risk, Institutional trading, PIN, Return

10.

Are Banks and Stock Markets Complements or Substitutes?

Networks Financial Institute Working Paper No. 2007-WP-04
Posted: 21 Jul 2008
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business

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Stock exchange liquidity, growth, bank credit

11.

Order Time, Multiple Shocks, and Short Selling in Security Price Adjustment

Posted: 06 Apr 2001
Malay K. Dey and Malay K. Dey
Cornell UniversityQuinnipiac University - Lender School of Business

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Information asymmetry, securities pricing, sequential game

12.

Institutional Trading, Trading Volume, and Spread

Posted: 12 Jan 2001
Malay K. Dey, Malay K. Dey and B. (Radha) Radhakrishna
Cornell UniversityQuinnipiac University - Lender School of Business and Independent

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Institutional trading, spread decomposition, information, liquidity