Madhuparna Kolay

University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration

Portland, OR 97203

United States

SCHOLARLY PAPERS

3

DOWNLOADS

939

SSRN CITATIONS
Rank 37,853

SSRN RANKINGS

Top 37,853

in Total Papers Citations

15

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain

AFA 2013 San Diego Meetings Paper
Number of pages: 63 Posted: 12 Mar 2012 Last Revised: 16 Jan 2015
Madhuparna Kolay, Michael L. Lemmon and Elizabeth Tashjian
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Utah - Department of Finance and University of Utah - Department of Finance
Downloads 583 (67,193)
Citation 15

Abstract:

Loading...

Bankruptcy, Financial distress, Contagion, Supply chain

2.

Trade Signing in Fast Markets

Forthcoming, The Financial Review
Number of pages: 48 Posted: 02 Sep 2014 Last Revised: 21 Oct 2019
Allen Carrion and Madhuparna Kolay
University of Memphis - Fogelman College of Business and Economics and University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Downloads 243 (179,357)
Citation 2

Abstract:

Loading...

trade classification, high-frequency trading, Lee and Ready algorithm, tick rule, market microstructure

3.

Testing the Bulk Volume Classification Algorithm

Number of pages: 54 Posted: 20 Feb 2021
Allen Carrion and Madhuparna Kolay
University of Memphis - Fogelman College of Business and Economics and University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Downloads 113 (338,682)

Abstract:

Loading...

Market Microstructure, Informed Trading, High-frequency Trading, Bulk Volume Classification, Trade classification, Order Imbalances, Simulation, Estimator Properties