{"id":2,"date":"2015-05-31T03:02:40","date_gmt":"2015-05-31T03:02:40","guid":{"rendered":"https:\/\/amanand.expressions.syr.edu\/?page_id=2"},"modified":"2025-08-26T10:29:19","modified_gmt":"2025-08-26T10:29:19","slug":"sample-page","status":"publish","type":"page","link":"https:\/\/amanand.expressions.syr.edu\/?page_id=2","title":{"rendered":"Research"},"content":{"rendered":"<p><strong>Publications:<\/strong><\/p>\n<ul>\n<li>\u201cRetail Limit Orders,\u201d (with M. Samadi, J. Sokobin and K. Venkataraman), <em>Review of Finance<\/em>, forthcoming.<\/li>\n<li>\u201cThe Information in Hedge Fund Option Holdings,\u201d (with J. Hua and A. Puckett), <em>Management Science<\/em>, 2024, 70, 1832-1854.<\/li>\n<li>\u201cInstitutional Order Handling and Broker-Affiliated Trading Venues,\u201d (with M. Samadi, J. Sokobin and K. Venkataraman),&nbsp;<em>Review of Financial Studies<\/em>, 2021, 34, 3364\u20133402.<\/li>\n<li>\u201cMutual Fund Trading Style and Bond Market Fragility,\u201d (with C. Jotikasthira and K. Venkataraman), <em>Review of Financial Studies<\/em>, 2021, 34, 2993\u20133044.<\/li>\n<li>\u201cDoes Institutional Trading Affect Underwriting?,\u201d (with P. Irvine and T. Liu), <em>Journal of Corporate Finance<\/em>, 2019, 58, 804-823.<\/li>\n<li>\u201cMake-take structure and market quality: Evidence from the US options markets,\u201d (with J. Hua and T. McCormick), <em>Management Science<\/em>, 2016, 62, 3271-3290.<\/li>\n<li>\u201cMarket Conditions, Fragility and the Economics of Market Making,\u201d (with K. Venkataraman), <em>Journal of Financial Economics<\/em>, 2016, 121, 327-349.<\/li>\n<li>\u201cInstitutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis,\u201d (with P. Irvine, A. Puckett and K. Venkataraman), <em>Journal of Financial Economics<\/em>, 2013, 108, 773-797.<\/li>\n<li>\u201cPerformance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost,\u201d (with P. Irvine, A. Puckett and K. Venkataraman), <em>Review of Financial Studies<\/em>, 2012, 25, 557-598.<\/li>\n<li>\u201cGeographic Proximity and Price Discovery: Evidence from Nasdaq,\u201d (with V. Gatchev, L. Madureira, C. Pirinsky, and S. Underwood), <em>Journal of Financial Markets<\/em>, 2011, 14, 193-226 (Lead Article).<\/li>\n<li>\u201cPaying for market quality\u201d (with C. Tanggaard and D. Weaver), <em>Journal of Financial and Quantitative Analysis<\/em>, 2009, 44, 1427-1457.<\/li>\n<li>\u201cCleaning house: Stock reassignments on the NYSE\u201d (with S. Chakravarty and C. Chuwonganant), <em>Journal of Financial Markets<\/em>, 2009, 12, 727-753.<\/li>\n<li>\u201cBook\/Market Fluctuations, Trading Activity, and the Cross-Section of Expected Stock Returns\u201d (with A. Subrahmanyam), <em>Review of Behavioral Finance<\/em>, 2009, 1, 3-22.<\/li>\n<li>\u201cInformation and the intermediary: Are market intermediaries informed traders in electronic markets\u201d (with A. Subrahmanyam), <em>Journal of Financial and Quantitative Analysis<\/em>, 2008, 43, 1-28 (Lead Article).<\/li>\n<li>\u201cStealth Trading in Options Markets\u201d (with S. Chakravarty), <em>Journal of Financial and Quantitative Analysis<\/em>, 2007, 42, 167-188.<\/li>\n<li>\u201cThe Value of the Specialist: Empirical Evidence from the CBOE\u201d (With D. Weaver), <em>Journal of Financial Markets<\/em>, 2006, 9, 100-118.<\/li>\n<li>&#8220;Relative Performance of Bid-Ask Spread Estimators: Futures Markets Evidence,&#8221; (with A. Karagozoglu), <em>Journal of International Financial Markets, Institutions &amp; Money<\/em>, 2006, 16, 231-245.<\/li>\n<li>\u201cSpecialist: A Firm or an individual? Empirical Evidence from the Options Markets,\u201d <em>Journal of Economics and Business<\/em>, 2005, 57, 555-575.<\/li>\n<li>\u201cEmpirical Evidence on the Evolution of Liquidity: Choice of Market versus Limit Orders by Informed and Uninformed Traders,\u201d (with S. Chakravarty and T. Martell), <em>Journal of Financial Markets<\/em>, 2005, 8, 289-309.<\/li>\n<li>\u201cCan Order Exposure be Mandated?\u201d (with D. Weaver),&nbsp;<em>Journal of Financial Markets,<\/em> 2004, 7, 405-426.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Publications: \u201cRetail Limit Orders,\u201d (with M. Samadi, J. Sokobin and K. Venkataraman), Review of Finance, forthcoming. \u201cThe Information in Hedge Fund Option Holdings,\u201d (with J. Hua and A. Puckett), Management Science, 2024, 70, 1832-1854. \u201cInstitutional Order Handling and Broker-Affiliated Trading&hellip; <\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/2"}],"collection":[{"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2"}],"version-history":[{"count":34,"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/2\/revisions"}],"predecessor-version":[{"id":136,"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/2\/revisions\/136"}],"wp:attachment":[{"href":"https:\/\/amanand.expressions.syr.edu\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}