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Ananth Madhavan

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

Personal Details

First Name: Ananth
Middle Name:
Last Name: Madhavan
Suffix:

RePEc Short-ID: pma618

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone: 4155192057

Affiliation

BlackRock
Homepage: http://www.blackrock.com
Location: San Francisco, CA

Works

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Working papers

  1. Ian Domowitz & Jack Glen & Ananth Madhavan, 2000. "Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time," William Davidson Institute Working Papers Series 322, William Davidson Institute at the University of Michigan.
  2. Ananth Madhavan & Matthew Richardson & Mark Roomans, 1996. "Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-34, New York University, Leonard N. Stern School of Business-.
  3. Dutta, P.K. & Madhavan, A., 1994. "Price Continuity Rules and Insider Trading," Working papers 9427, Wisconsin Madison - Social Systems.
  4. Dutta, P.K. & Madhavan, A., 1992. "Information Aggregation and Strategic Trading in Speculative Markets," RCER Working Papers 339, University of Rochester - Center for Economic Research (RCER).
  5. Dutta,, P. & Madhavan, A., 1991. "Dynamic Insider Trading," RCER Working Papers 270, University of Rochester - Center for Economic Research (RCER).
  6. Madhavan, A., 1991. "Security Prices and Market Transparency," Weiss Center Working Papers 1-92, Wharton School - Weiss Center for International Financial Research.
  7. Lesser, W.H. & Madhavan, A.N. & Masson, R.T., 1988. "Cooperation Or Retaliation: An Empirical Analysis Of Cartelization," Papers 407, Cornell - Department of Economics.
  8. Masson, R.T. & Madhavan, A.N., 1988. "Insider Trading And The Value Of The Firm," Papers 402, Cornell - Department of Economics.
  9. Donald B. Keim & Ananth Madhavan, . "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94)," Rodney L. White Center for Financial Research Working Papers 21-92, Wharton School Rodney L. White Center for Financial Research.
  10. Chris J. Leach & Ananth N. Madhavan, . "Intertemporal Price Discovery by Market Makers: Active versus Passive Learning," Rodney L. White Center for Financial Research Working Papers 15-90, Wharton School Rodney L. White Center for Financial Research.
  11. Ananth N. Madhavan, . "Trading Mechanisms in Securities Markets," Rodney L. White Center for Financial Research Working Papers 16-90, Wharton School Rodney L. White Center for Financial Research.
  12. Ian Domowitz & Jack Glen & Ananth Madhavan, . "Country and Currency Risk Premia in an Emerging Market," IPR working papers 97-26, Institute for Policy Resarch at Northwestern University.
  13. Ananth Madhavan & Seymour Smidt, . "A Bayesian Model of Intraday Specialist Pricing," Rodney L. White Center for Financial Research Working Papers 02-91, Wharton School Rodney L. White Center for Financial Research.
  14. Donald B. Keim & Ananth Madhavan, . "The Cost of Institutional Equity Trades," Rodney L. White Center for Financial Research Working Papers 8-98, Wharton School Rodney L. White Center for Financial Research.
  15. Chris J. Leach & Ananth N. Madhavan, . "Price Experimentation and Security Market Structure," Rodney L. White Center for Financial Research Working Papers 20-92, Wharton School Rodney L. White Center for Financial Research.
  16. Ananth Madhavan, . "Security Prices and Market Transparency (Revised: 1-92)," Rodney L. White Center for Financial Research Working Papers 12-90, Wharton School Rodney L. White Center for Financial Research.
  17. Donald B. Keim & Ananth Madhavan, . "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92)," Rodney L. White Center for Financial Research Working Papers 10-94, Wharton School Rodney L. White Center for Financial Research.
  18. Donald B. Keim & Ananth Madhavan, . "The Information Contained in Stock Exchange Seat Prices," Rodney L. White Center for Financial Research Working Papers 07-98, Wharton School Rodney L. White Center for Financial Research.
  19. Donald B. Keim & Ananth Madhavan, . "Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94)," Rodney L. White Center for Financial Research Working Papers 18-93, Wharton School Rodney L. White Center for Financial Research.
  20. Ananth Madhavan & Morris Mendelson & Junius W. Peake, . "Risky Business: The Clearance and Settlement of Financial Transactions," Rodney L. White Center for Financial Research Working Papers 40-88, Wharton School Rodney L. White Center for Financial Research.
  21. Donald B. Keim & Ananth Madhavan, . "Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)," Rodney L. White Center for Financial Research Working Papers 09-95, Wharton School Rodney L. White Center for Financial Research.
  22. Ananth Madhavan & Seymour Smidt, . "An Analysis of Daily Changes in Specialist Inventories and Quotations," Rodney L. White Center for Financial Research Working Papers 22-92, Wharton School Rodney L. White Center for Financial Research.
  23. Donald B. Keim & Ananth Madhavan, . "Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045)," Rodney L. White Center for Financial Research Working Papers 12-94, Wharton School Rodney L. White Center for Financial Research.
  24. Ananth Madhavan, . "Security Prices and Market Transparency (Revision of 12-90)," Rodney L. White Center for Financial Research Working Papers 01-92, Wharton School Rodney L. White Center for Financial Research.
  25. Donald B. Keim & Ananth Madhavan, . "Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95)," Rodney L. White Center for Financial Research Working Papers 26-94, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Madhavan, Ananth & Porter, David & Weaver, Daniel, 2005. "Should securities markets be transparent?," Journal of Financial Markets, Elsevier, vol. 8(3), pages 265-287, August.
  2. Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 2001. "Liquidity, Volatility and Equity Trading Costs across Countries and over Time," International Finance, Wiley Blackwell, vol. 4(2), pages 221-55, Summer.
  3. Ananth Madhavan, 2001. "Discussion," Journal of Finance, American Finance Association, vol. 56(4), pages 1485-1488, 08.
  4. Donald B. Keim & Ananth Madhavan, 2000. "The Relation between Stock Market Movements and NYSE Seat Prices," Journal of Finance, American Finance Association, vol. 55(6), pages 2817-2840, December.
  5. Madhavan, Ananth & Panchapagesan, Venkatesh, 2000. "Price Discovery in Auction Markets: A Look Inside the Black Box," Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 627-58.
  6. Cushing, David & Madhavan, Ananth, 2000. "Stock returns and trading at the close," Journal of Financial Markets, Elsevier, vol. 3(1), pages 45-67, February.
  7. Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August.
  8. Madhavan, Ananth & Sofianos, George, 1998. "An empirical analysis of NYSE specialist trading," Journal of Financial Economics, Elsevier, vol. 48(2), pages 189-210, May.
  9. Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 1998. "Country and Currency Risk Premia in an Emerging Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(02), pages 189-216, June.
  10. Ian Domowitz & Jack Glen & Ananth Madhavan, 1998. "International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market," Journal of Finance, American Finance Association, vol. 53(6), pages 2001-2027, December.
  11. Keim, Donald B. & Madhavan, Ananth, 1997. "Transactions costs and investment style: an inter-exchange analysis of institutional equity trades," Journal of Financial Economics, Elsevier, vol. 46(3), pages 265-292, December.
  12. Madhavan, Ananth & Richardson, Matthew & Roomans, Mark, 1997. "Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks," Review of Financial Studies, Society for Financial Studies, vol. 10(4), pages 1035-64.
  13. Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 1997. " Market Segmentation and Stock Prices: Evidence from an Emerging Market," Journal of Finance, American Finance Association, vol. 52(3), pages 1059-85, July.
  14. Dutta, Prajit K & Madhavan, Ananth, 1997. " Competition and Collusion in Dealer Markets," Journal of Finance, American Finance Association, vol. 52(1), pages 245-76, March.
  15. Madhavan, Ananth & Cheng, Minder, 1997. "In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets," Review of Financial Studies, Society for Financial Studies, vol. 10(1), pages 175-203.
  16. Madhavan, Ananth, 1996. "Security Prices and Market Transparency," Journal of Financial Intermediation, Elsevier, vol. 5(3), pages 255-283, July.
  17. Keim, Donald B & Madhaven, Ananth, 1996. "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects," Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 1-36.
  18. Dutta, Prajit K. & Madhavan, Ananth, 1995. "Price Continuity Rules and Insider Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(02), pages 199-221, June.
  19. Madhavan, Ananth, 1995. "Consolidation, Fragmentation, and the Disclosure of Trading Information," Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 579-603.
  20. Keim, Donald B. & Madhavan, Ananth, 1995. "Anatomy of the trading process Empirical evidence on the behavior of institutional traders," Journal of Financial Economics, Elsevier, vol. 37(3), pages 371-398, March.
  21. Madhavan, Ananth N & Masson, Robert T & Lesser, William H, 1994. "Cooperation for Monopolization? An Empirical Analysis of Cartelization," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 161-75, February.
  22. Leach, J Chris & Madhavan, Ananth N, 1993. "Price Experimentation and Security Market Structure," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 375-404.
  23. Madhavan, Ananth & Smidt, Seymour, 1993. " An Analysis of Changes in Specialist Inventories and Quotations," Journal of Finance, American Finance Association, vol. 48(5), pages 1595-1628, December.
  24. Chris Leach, J. & Madhavan, Ananth N., 1992. "Intertemporal price discovery by market makers: Active versus passive learning," Journal of Financial Intermediation, Elsevier, vol. 2(2), pages 207-235, June.
  25. Madhavan, Ananth, 1992. " Trading Mechanisms in Securities Markets," Journal of Finance, American Finance Association, vol. 47(2), pages 607-41, June.
  26. Masson, Robert T & Madhavan, Ananth, 1991. "Insider Trading and the Value of the Firm," Journal of Industrial Economics, Wiley Blackwell, vol. 39(4), pages 333-53, June.
  27. Madhavan, Ananth & Smidt, Seymour, 1991. "A Bayesian model of intraday specialist pricing," Journal of Financial Economics, Elsevier, vol. 30(1), pages 99-134, November.
  28. Lesser, William H. & Madhavan, Ananth N., 1986. "Assessing The Costs Of Mandatory Beverage Container Deposit Legislation," Journal of Food Distribution Research, Food Distribution Research Society, vol. 17(2), September.
  29. Madhavan, Ananth N., 1985. "Competition In Beverage Distribution: The Role Of State Regulation," Journal of Food Distribution Research, Food Distribution Research Society, vol. 16(1), February.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

Statistics

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  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
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  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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  18. h-index
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  24. Number of Journal Pages, Weighted by Number of Authors
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  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Wu-Index

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