• 334 Citations
  • 9 h-Index
20042016
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Research Output 2004 2016

  • 334 Citations
  • 9 h-Index
  • 14 Article
  • 1 Review article
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Article
2016
1 Citation (Scopus)

Make-take structure and market quality: Evidence from the U.S. options markets

Anand, A., Hua, J. & McCormick, T., Nov 1 2016, In : Management Science. 62, 11, p. 3271-3290 20 p.

Research output: Contribution to journalArticle

Options markets
Market quality
Liquidity
Fees
Charge
9 Citations (Scopus)

Market conditions, fragility, and the economics of market making

Anand, A. & Venkataraman, K., Aug 1 2016, In : Journal of Financial Economics. 121, 2, p. 327-349 23 p.

Research output: Contribution to journalArticle

Fragility
Market conditions
Market making
Economics
Market makers
2013
50 Citations (Scopus)

Institutional trading and stock resiliency: Evidence from the 2007-2009 financial crisis

Anand, A., Irvine, P., Puckett, A. & Venkataraman, K., Jun 2013, In : Journal of Financial Economics. 108, 3, p. 773-797 25 p.

Research output: Contribution to journalArticle

Financial crisis
Liquidity
Resiliency
Institutional trading
Illiquidity
2012
45 Citations (Scopus)

Performance of institutional trading desks: An analysis of persistence in trading costs

Anand, A., Irvine, P., Puckett, A. & Venkataraman, K., Feb 2012, In : Review of Financial Studies. 25, 2, p. 557-598 42 p.

Research output: Contribution to journalArticle

Institutional trading
Trading costs
Broker
Persistence
Institutional investors
2011
14 Citations (Scopus)

Geographic proximity and price discovery: Evidence from NASDAQ

Anand, A., Gatchev, V. A., Madureira, L., Pirinsky, C. A. & Underwood, S., May 2011, In : Journal of Financial Markets. 14, 2, p. 193-226 34 p.

Research output: Contribution to journalArticle

Market makers
Price discovery
Proximity
Relocation
Market making
2009
1 Citation (Scopus)

Cleaning house: Stock reassignments on the NYSE

Anand, A., Chakravarty, S. & Chuwonganant, C., Nov 2009, In : Journal of Financial Markets. 12, 4, p. 727-753 27 p.

Research output: Contribution to journalArticle

New York Stock Exchange
Cleaning
Industry
Cost of capital
Liquidity
21 Citations (Scopus)

Paying for market quality

Anand, A., Tanggaard, C. & Weaver, D. G., Dec 2009, In : Journal of Financial and Quantitative Analysis. 44, 6, p. 1427-1457 31 p.

Research output: Contribution to journalArticle

Market quality
Liquidity
Liquidity provision
Obligation
Financial markets
2008
25 Citations (Scopus)

Information and the intermediary: Are market intermediaries informed traders in electronic markets?

Anand, A. & Subrahmanyam, A., Mar 2008, In : Journal of Financial and Quantitative Analysis. 43, 1, p. 1-28 28 p.

Research output: Contribution to journalArticle

Informed traders
Electronic markets
Intermediaries
Investors
Rational expectations models
2007
61 Citations (Scopus)

Stealth trading in options markets

Anand, A. & Chakravarty, S., Mar 2007, In : Journal of Financial and Quantitative Analysis. 42, 1, p. 167-188 22 p.

Research output: Contribution to journalArticle

Options markets
Stealth trading
Informed traders
Trade size
Price discovery
2006
3 Citations (Scopus)

Relative performance of bid-ask spread estimators: Futures market evidence

Anand, A. & Karagozoglu, A. K., Jul 2006, In : Journal of International Financial Markets, Institutions and Money. 16, 3, p. 231-245 15 p.

Research output: Contribution to journalArticle

Futures markets
Relative performance
Bid/ask spread
Estimator
Microstructure
14 Citations (Scopus)

The value of the specialist: Empirical evidence from the CBOE

Anand, A. & Weaver, D. G., May 2006, In : Journal of Financial Markets. 9, 2, p. 100-118 19 p.

Research output: Contribution to journalArticle

Empirical evidence
Exchange option
Investors
Order flow
Uncertainty
2005
70 Citations (Scopus)

Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders

Anand, A., Chakravarty, S. & Martell, T., Aug 2005, In : Journal of Financial Markets. 8, 3, p. 289-309 21 p.

Research output: Contribution to journalArticle

Empirical evidence
Traders
Liquidity
Limit orders
Informed traders
2 Citations (Scopus)

Specialist: The firm or the individual? Empirical evidence from the options markets

Anand, A., Nov 2005, In : Journal of Economics and Business. 57, 6, p. 555-575 21 p.

Research output: Contribution to journalArticle

Options markets
Empirical evidence
Execution quality
Market quality
Firm performance
2004
17 Citations (Scopus)

Can order exposure be mandated?

Anand, A. & Weaver, D. G., Oct 2004, In : Journal of Financial Markets. 7, 4, p. 405-426 22 p.

Research output: Contribution to journalArticle

Limit orders
Traders
Price impact
Market quality
Market order