Malay K. Dey

Financial Engineering Group, ITG Inc.

380 Madison Avenue

New York, NY 10017

United States

SCHOLARLY PAPERS

2

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12

SSRN RANKINGS

Top 20,907

in Total Papers Citations

14

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Scholarly Papers (2)

1.

Who Trades Around Earnings Announcements? Evidence from Torq Data

Journal of Business Finance & Accounting, Vol. 34, No. 1-2, pp. 269-291, January/March 2007
Number of pages: 23 Posted: 01 Mar 2007
Malay K. Dey and B. Radhakrishna
Financial Engineering Group, ITG Inc. and FAV Partners
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Abstract:

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2.

Information Content in Small and Large Trades

Economic Notes, Vol. 40, Issue 1‐2, pp. 45-74, 2011
Number of pages: 30 Posted: 19 Jul 2011
Malay K. Dey, Hal S. Stern and Hongmei Zhang
Financial Engineering Group, ITG Inc., University of California, Irvine - Department of Statistics and affiliation not provided to SSRN
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Abstract:

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