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Information about:
Sugato Chakravarty

Personal Details | Affiliation | Works
This is information that was supplied by Sugato Chakravarty in registering through RePEc. If you are Sugato Chakravarty , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Sugato
Middle Name:
Last Name: Chakravarty
Suffix:

RePEc Short-ID: pch25

Email:
Homepage: http://web.ics.purdue.edu/~sugato
Postal Address: 1262 Matthews Hall Purdue University West Lafayette, IN 47906-1262
Phone: 765-494-6427

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Chakravarty, Sugato & Chiyachantana, Chiraphol N. & Jiang, Christine, 2004. "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Purdue University Economics Working Papers 1172, Purdue University, Department of Economics.

  2. Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002. "Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?," Econometrics 0201003, EconWPA. [Downloadable!]
    Other versions:

  3. Chakravarty, Sugato, 2002. "Relationships and Rationing in Consumer Loans: Evidence from the Nineties," Purdue University Economics Working Papers 1153, Purdue University, Department of Economics.

  4. Chakravarty, Sugato & Wood, Robert A. & Harris, Stephen P., 2002. "Decimal Trading and Market Impact," Purdue University Economics Working Papers 1154, Purdue University, Department of Economics.

  5. Sugato Chakravarty & Craig Holden, 2002. "An Integrated Model of Market and Limit Orders," Finance 0201004, EconWPA. [Downloadable!]
    Published as:

  6. Sugato Chakravarty, 2002. "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance 0201003, EconWPA. [Downloadable!]
    Published as:

  7. Chakravarty, Sugato & Li, Kai, 2001. "An Examination of Own Account Trading by Dual Traders in Futures Markets," Purdue University Economics Working Papers 1151, Purdue University, Department of Economics.
    Published as:

  8. Chakravarty, Sugato & Sakar, Asani, 2001. "A Model of Broker's Trading with Applications to Order Flow Internalization," Purdue University Economics Working Papers 1150, Purdue University, Department of Economics.
    Published as:

  9. Chakravarty, Sugato & Sarkar, Asani, 2001. "A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market," Purdue University Economics Working Papers 1148, Purdue University, Department of Economics.

  10. Chakravarty, Sugato & Panchapagesan, Venkatesh & Wood, Roger A., 2001. "Institutional Trading Patterns and Price Impact around Decimilization," Purdue University Economics Working Papers 1152, Purdue University, Department of Economics.

  11. Chakravarty, Sugato, 2000. "Stealth Trading: The Next Generation," Purdue University Economics Working Papers 1128, Purdue University, Department of Economics.

  12. Chakravarty, Sugato & Sarker, Asani, 2000. "The Determinants of Liquidity in U.S. Corporate, Municipal, and Treasury Bond Markets," Purdue University Economics Working Papers 1130, Purdue University, Department of Economics.

  13. Chakravarty, Sugato & Li, Kai, 2000. "An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach," Purdue University Economics Working Papers 1127, Purdue University, Department of Economics.

  14. Badrinath, S.G. & Chakravarty, Sugato, 2000. "Are Analyst Recommendations Informative?," Purdue University Economics Working Papers 1129, Purdue University, Department of Economics.

  15. Chakravarty, Sugato & Sarkar, Asani, 2000. "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers 1138, Purdue University, Department of Economics.

  16. Sugato Chakravarty & Asani Sarkar, 1999. "Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets," Staff Reports 73, Federal Reserve Bank of New York. [Downloadable!]

  17. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  18. Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York. [Downloadable!]

  19. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York. [Downloadable!]

  20. Chakravarty, Sugato & McConnell, John J., 1998. "Does Insider Trading Really Move Stock Prices?," Purdue University Economics Working Papers 1114, Purdue University, Department of Economics. [Downloadable!]
    Published as:

  21. Sugato Chakravarty & Asani Sarkar, 1997. "Can competition between brokers mitigate agency conflicts with their customers?," Research Paper 9705, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

  22. Sugato Chakravarty & Asani Sarkar, 1997. "A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales," Research Paper 9715, Federal Reserve Bank of New York. [Downloadable!]

  23. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1997. "Estimating the adverse selection cost in markets with multiple informed traders," Research Paper 9713, Federal Reserve Bank of New York. [Downloadable!]

  24. Sugato Chakravarty & Asani Sarkar, 1997. "Traders' broker choice, market liquidity and market structure," Research Paper 9701, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

Articles

  1. Anand, Amber & Chakravarty, Sugato, 2007. "Stealth Trading in Options Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(01), pages 167-187, March. [Downloadable!]

  2. S. Chakravarty, 2006. "Regional variation in banking services and social exclusion," Regional Studies, Taylor and Francis Journals, vol. 40(4), pages 415-428, June. [Downloadable!] (restricted)

  3. Sugato Chakravarty & Tansel Yilmazer, 2005. "A re-examination of the role of relationships in the loan-granting process," Proceedings, Federal Reserve Bank of Chicago, issue Apr. [Downloadable!]

  4. Sugato Chakravarty & Bonnie F. Van Ness & Robert A. Van Ness, 2005. "The Effect of Decimalization on Trade Size and Adverse Selection Costs," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 32(5-6), pages 1063-1081. [Downloadable!] (restricted)

  5. Chakravarty, Sugato & Dubinsky, Alan, 2005. "Individual investors' reactions to decimalization: Innovation diffusion in financial markets," Journal of Economic Psychology, Elsevier, vol. 26(1), pages 89-103, February. [Downloadable!] (restricted)

  6. Anand, Amber & Chakravarty, Sugato & Martell, Terrence, 2005. "Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders," Journal of Financial Markets, Elsevier, vol. 8(3), pages 288-308, August. [Downloadable!] (restricted)

  7. Chakravarty, Sugato & Panchapagesan, Venkatesh & Wood, Robert A., 2005. "Did decimalization hurt institutional investors?," Journal of Financial Markets, Elsevier, vol. 8(4), pages 400-420, November. [Downloadable!] (restricted)

  8. Sugato Chakravarty & Robert A. Wood & Robert A. Van Ness, 2004. "Decimals And Liquidity: A Study Of The Nyse," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 27(1), pages 75-94. [Downloadable!] (restricted)

  9. Sugato Chakravarty & Huseyin Gulen & Stewart Mayhew, 2004. "Informed Trading in Stock and Option Markets," Journal of Finance, American Finance Association, vol. 59(3), pages 1235-1258, 06. [Downloadable!] (restricted)

  10. Chakravarty, Sugato & Feinberg, Richard & Rhee, Eun-Young, 2004. "Relationships and individuals' bank switching behavior," Journal of Economic Psychology, Elsevier, vol. 25(4), pages 507-527, August. [Downloadable!] (restricted)

  11. Chakravarty, Sugato & Li, Kai, 2003. "An examination of own account trading by dual traders in futures markets," Journal of Financial Economics, Elsevier, vol. 69(2), pages 375-397, August. [Downloadable!] (restricted)
    Other versions:

  12. Chakravarty, Sugato & Li, Kai, 2003. "A Bayesian analysis of dual trader informativeness in futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 355-371, May. [Downloadable!] (restricted)

  13. Chakravarty, Sugato, 2002. "Comment on Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 763-66, August.

  14. Chakravarty, Sugato & Sarkar, Asani, 2002. "A model of broker's trading, with applications to order flow internalization," Review of Financial Economics, Elsevier, vol. 11(1), pages 19-36. [Downloadable!] (restricted)
    Other versions:

  15. Chakravarty, Sugato, 2001. "Stealth-trading: Which traders' trades move stock prices?," Journal of Financial Economics, Elsevier, vol. 61(2), pages 289-307, August. [Downloadable!] (restricted)
    Other versions:

  16. Chakravarty, Sugato & Scott, James S, 1999. "Relationships and Rationing in Consumer Loans," Journal of Business, University of Chicago Press, vol. 72(4), pages 523-44, October. [Downloadable!] (restricted)

  17. Chakravarty, Sugato & McConnell, John J., 1999. "Does Insider Trading Really Move Stock Prices?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(02), pages 191-209, June. [Downloadable!]
    Other versions:

  18. Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan, 1998. "Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 325-356, December. [Downloadable!] (restricted)
    Other versions:

  19. Sugato Chakravarty & John J. McConnell, 1997. "An Analysis of Prices, Bid/Ask Spreads, and Bid and Ask Depths Surrounding Ivan Boesky's Illegal Trading in Carnation's Stock," Financial Management, Financial Management Association, vol. 26(2), Summer.

  20. Chakravarty Sugato & Holden Craig W., 1995. "An Integrated Model of Market and Limit Orders," Journal of Financial Intermediation, Elsevier, vol. 4(3), pages 213-241, July. [Downloadable!] (restricted)
    Other versions:

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 1998-10-15
  2. NEP-FIN: Finance (1) 1999-06-08
  3. NEP-FMK: Financial Markets (4) 1998-10-15 2002-01-22 2002-01-22 2002-01-22 Author is listed
  4. NEP-IFN: International Finance (1) 1998-10-15
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This page was last updated on 2009-11-21.

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