George Chacko

Santa Clara University

Associate Professor of Finance

500 El Camino Real

Santa Clara, CA 95053

United States

  • Santa Clara University

SCHOLARLY PAPERS

3

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525

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Scholarly Papers (3)

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1.

An Index-Based Measure of Liquidity

SCU Leavey School of Business Research Paper No. 11-10
Number of pages: 47 Posted: 10 Mar 2011 Last Revised: 05 Jan 2016
George Chacko, Sanjiv Ranjan Das and Rong Fan
Santa Clara University, Santa Clara University - Leavey School of Business and Gifford Fong Associates
Downloads 525 (82,915)

Abstract:

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ETFs, liquidity, immediacy

2.

A Liquidity-Based Explanation of Convertible Arbitrage Alphas

https://doi.org/10.3905/jfi.2010.20.1.028
Posted: 21 May 2019
George E. Batta, George Chacko and Bala G. Dharan
Claremont McKenna College - Robert Day School of Economics and Finance, Santa Clara University and Harvard Law School

Abstract:

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convertible debt, valuation, capital markets, puzzle

3.

Pricing Interest Rate Derivatives: A General Approach

The Review of Financial Studies, Vol. 15, No. 1, pp. 195-241, Spring 2002
Posted: 01 Sep 2010 Last Revised: 14 Mar 2011
George Chacko and Sanjiv Ranjan Das
Santa Clara University and Santa Clara University - Leavey School of Business

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interest rate derivatives, securities, pricing