Ananth N Madhavan: search on Z-Library

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1

Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens

Madhavan, Ananth, Sobczyk, Aleksander, Ang, Andrew

Journal:

Financial Analysts Journal

Year:

2020

File:

PDF, 1.79 MB

2020

2

What’s in Your Benchmark? A Factor Analysis of Major Market Indexes

Madhavan, Ananth, Sobczyk, Aleksander, Ang, Andrew

Journal:

The Journal of Portfolio Management

Year:

2018

Language:

english

File:

PDF, 1.24 MB

english, 2018

3

Market microstructure: A survey

Ananth Madhavan

Journal:

Journal of Financial Markets

Year:

2000

Language:

english

File:

PDF, 322 KB

english, 2000

4

Anatomy of the trading process empirical evidence on the behavior of institutional traders

Donald B. Keim, Ananth Madhavan

Journal:

Journal of Financial Economics

Year:

1995

Language:

english

File:

PDF, 1.71 MB

english, 1995

5

The Impact of Flows into Exchange-Traded Funds: Volumes and Correlations

Madhavan, Ananth, Morillo, Daniel

Journal:

The Journal of Portfolio Management

Year:

2018

Language:

english

File:

PDF, 960 KB

english, 2018

6

Three Hundred Years of Stock Market Manipulations

Leinweber, David J, Madhavan, Ananth N

Journal:

The Journal of Investing

Year:

2001

Language:

english

File:

PDF, 209 KB

english, 2001

7

Market Microstructure: A Practitioner's Guide

Ananth Madhavan

Journal:

Financial Analysts Journal

Year:

2002

Language:

english

File:

PDF, 3.19 MB

english, 2002

8

Trading Mechanisms in Securities Markets

Ananth Madhavan

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 723 KB

english, 1992

9

Portfolio Construction and Tail Risk

Downing, Chris, Madhavan, Ananth, Ulitsky, Alex, Singh, Ajit

Journal:

The Journal of Portfolio Management

Year:

2015

Language:

english

File:

PDF, 1.49 MB

english, 2015

10

Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks

Ananth Madhavan, Matthew Richardson and Mark Roomans

Journal:

Review of Financial Studies

Year:

1997

Language:

english

File:

PDF, 518 KB

english, 1997

11

Exchange-Traded Funds, Market Structure, and the Flash Crash

Ananth Madhavan

Journal:

Financial Analysts Journal

Year:

2012

Language:

english

File:

PDF, 2.36 MB

english, 2012

12

Does Trading by ETF and Mutual Fund Investors Hurt Performance? Evidence from Time- and Dollar-Weighted Returns

Madhavan, Ananth, Sobczyk, Aleksander

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 771 KB

english, 2018

13

An empirical analysis of NYSE specialist trading

Ananth Madhavan, George Sofianos

Journal:

Journal of Financial Economics

Year:

1998

Language:

english

File:

PDF, 221 KB

english, 1998

14

Equity ETFs versus Index Futures: A Comparison for Fully Funded Investors

Madhavan, Ananth, Marchioni, Ursula, Li, Wei, Du, Daphne Yan

Journal:

The Journal of Index Investing

Year:

2014

Language:

english

File:

PDF, 1.12 MB

english, 2014

15

Competition and Collusion in Dealer Markets

Prajit K. Dutta and Ananth Madhavan

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 808 KB

english, 1997

16

Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time

Ian Domowitz, Jack Glen, Ananth Madhavan

Journal:

International Finance

Year:

2001

Language:

english

File:

PDF, 203 KB

english, 2001

17

Intertemporal price discovery by market makers: Active versus passive learning

J Chris Leach, Ananth N Madhavan

Journal:

Journal of Financial Intermediation

Year:

1992

Language:

english

File:

PDF, 1.69 MB

english, 1992

18

An Analysis of Changes in Specialist Inventories and Quotations

Ananth Madhavan and Seymour Smidt

Journal:

The Journal of Finance

Year:

1993

Language:

english

File:

PDF, 850 KB

english, 1993

19

Exchange-Traded Funds 101 for Economists

Lettau, Martin, Madhavan, Ananth

Journal:

Journal of Economic Perspectives

Year:

2018

Language:

english

File:

PDF, 744 KB

english, 2018

20

Price Dynamics and Liquidity of Exchange-Traded Funds

Madhavan, Ananth, Sobczyk, Aleksander

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 686 KB

english, 2014

21

Consolidation, Fragmentation, and the Disclosure of Trading Information

Ananth Madhavan

Journal:

Review of Financial Studies

Year:

1995

Language:

english

File:

PDF, 634 KB

english, 1995

22

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

Donald B. Keim and Ananth Madhavan

Journal:

Review of Financial Studies

Year:

1996

Language:

english

File:

PDF, 933 KB

english, 1996

23

Crowding, Capacity, and Valuation of Minimum Volatility Strategies

Ang, Andrew, Madhavan, Ananth, Sobczyk, Aleksander

Journal:

The Journal of Index Investing

Year:

2017

Language:

english

File:

PDF, 1.03 MB

english, 2017

24

Papers and Proceedings Fifty-Seventh Annual Meeting, American Finance Association, New Orleans, Louisiana January 4-6, 1997 || Market Segmentation and Stock Prices: Evidence from an Emerging Market

Ian Domowitz, Jack Glen and Ananth Madhavan

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 594 KB

english, 1997

25

Transactions costs and investment style: an inter-exchange analysis of institutional equity trades

Donald B. Keim, Ananth Madhavan

Journal:

Journal of Financial Economics

Year:

1997

Language:

english

File:

PDF, 1.48 MB

english, 1997

26

Price Discovery in Auction Markets: A Look Inside the Black Box

Ananth Madhavan and Venkatesh Panchapagesan

Journal:

Review of Financial Studies

Year:

2000

Language:

english

File:

PDF, 781 KB

english, 2000

27

What's in Your Benchmark? A Factor Analysis of Major Market Indexes

Madhavan, Ananth, Sobczyk, Aleksander, Ang, Andrew

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 654 KB

english, 2017

28

Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts

Madhavan, Ananth

Journal:

Annual Review of Financial Economics

Year:

2014

Language:

english

File:

PDF, 1.47 MB

english, 2014

29

Estimating Time-Varying Factor Exposures (Corrected October 2017)

Ang, Andrew, Madhavan, Ananth, Sobczyk, Aleksander

Journal:

Financial Analysts Journal

Year:

2017

Language:

english

File:

PDF, 1.15 MB

english, 2017

30

Discussion

Ananth Madhavan

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 43 KB

english, 2001

31

Practical Risk Analysis

Madhavan, Ananth N, Yang, Jian

Journal:

The Journal of Portfolio Management

Year:

2003

Language:

english

File:

PDF, 202 KB

english, 2003

32

Papers and Proceedings of the Sixty-First Annual Meeting of the American Finance Association, New Orleans, Louisiana, January 5-7, 2001 || Automated versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges: Discussion

Ananth Madhavan

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 202 KB

english, 2001

33

Toward Greater Transparency and Efficiency inTrading Fixed-Income ETF Portfolios

Madhavan, Ananth, Laipply, Stephen, Sobczyk, Aleksander

Journal:

The Journal of Trading

Year:

2016

Language:

english

File:

PDF, 1.39 MB

english, 2016

34

The First Price of the Day

Madhavan, Ananth N, Panchapagesan, Venkatesh

Journal:

The Journal of Portfolio Management

Year:

2002

Language:

english

File:

PDF, 213 KB

english, 2002

35

Market Microstructure: A Survey

Madhavan, Ananth

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 206 KB

english, 2000

36

Competition and Collusion in Dealer Markets

PRAJIT K. DUTTA, ANANTH MADHAVAN

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 2.20 MB

english, 1997

37

The Russell Reconstitution Effect

Ananth Madhavan

Journal:

Financial Analysts Journal

Year:

2003

Language:

english

File:

PDF, 2.13 MB

english, 2003

38

The Hidden Costs of Index Rebalancing

Madhavan, Ananth N, Ming, Kewei

Journal:

The Journal of Investing

Year:

2003

Language:

english

File:

PDF, 102 KB

english, 2003

39

In Search of Liquidity: Block Trades in the Upstairs and and Downstairs Markets

Ananth Madhavan and Minder Cheng

Journal:

Review of Financial Studies

Year:

1997

Language:

english

File:

PDF, 758 KB

english, 1997

40

Price Continuity Rules and Insider Trading

Prajit K. Dutta and Ananth Madhavan

Journal:

Journal of Financial and Quantitative Analysis

Year:

1995

Language:

english

File:

PDF, 639 KB

english, 1995

41

Country and Currency Risk Premia in an Emerging Market

Ian Domowitz, Jack Glen and Ananth Madhavan

Journal:

Journal of Financial and Quantitative Analysis

Year:

1998

Language:

english

File:

PDF, 722 KB

english, 1998

42

International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market

Ian Domowitz, Jack Glen and Ananth Madhavan

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 806 KB

english, 1998

43

Market Segmentation and Stock Prices: Evidence from an Emerging Market

IAN DOMOWITZ, JACK GLEN, ANANTH MADHAVAN

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 1.71 MB

english, 1997

44

The Cost of Institutional Equity Trades

Donald B. Keim and Ananth Madhavan

Journal:

Financial Analysts Journal

Year:

1998

Language:

english

File:

PDF, 4.22 MB

english, 1998

45

The Relation between Stock Market Movements and NYSE Seat Prices

Donald B. Keim and Ananth Madhavan

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 507 KB

english, 2000

46

International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market

Ian Domowitz, Jack Glen, Ananth Madhavan

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 141 KB

english, 1998

47

Economic Impacts of a National Deposit Law: Cost Estimates and Policy Questions

LESSER, WILLIAM, MADHAVAN, ANANTH

Journal:

Journal of Consumer Affairs

Year:

1987

Language:

english

File:

PDF, 891 KB

english, 1987

48

Exchange-Traded Funds, Market Structure, and the Flash Crash

Madhavan, Ananth

Journal:

Financial Analysts Journal

Year:

2012

Language:

english

File:

PDF, 260 KB

english, 2012

49

The Relation between Stock Market Movements and NYSE Seat Prices

Donald B. Keim, Ananth Madhavan

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 253 KB

english, 2000

50

Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds

Golub, Bennett W., Ferconi, Maurizio, Madhavan, Ananth, Ulitsky, Alex

Journal:

International Journal of Financial Engineering and Risk Management

Year:

2018

File:

PDF, 461 KB

2018

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