Browsing All of EconStor by Author Sarkar, Asani

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Year of PublicationTitleAuthor(s)
2001 Common determinants of bond and stock market liquidity: The impact of financial crises, monetary policy, and mutual fund flowsChordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar
2003 Fifteen minutes of fame? The market impact of internet stock picksAntunovich, Peter; Sarkar, Asani
2003 An empirical analysis of stock and bond market liquidityChordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar
2004 Time-varying consumption correlation and the dynamics of the equity premium: Evidence from the G-7 countriesSarkar, Asani; Zhang, Lingjia
2005 The joint dynamics of liquidity, returns, and volatility across small and large firmsChordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar
2006 Two-sided markets and intertemporal trade clustering: Insights into trading motivesSarkar, Asani; Schwartz, Robert A.
2007 Macro News, Riskfree Rates, and the IntermediaryMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2007 Market sidedness: Insights into motives for trade initiationSarkar, Asani; Schwartz, Robert A.
2007 Macro news, risk-free rates, and the intermediary: Customer orders for thirty-year treasury futuresMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2007 The microstructure of cross-autocorrelationsChordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar
2008 Customer flow, intermediaries, and the discovery of the equilibrium riskfree rateMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2008 The effect of the term auction facility on the London inter-bank offered rateMcAndrews, James; Sarkar, Asani; Wang, Zhenyu
2009 Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotesvan der Wel, Michel; Menkveld, Albert; Sarkar, Asani
2009 Credit default swap auctionsHelwege, Jean; Maurer, Samuel; Sarkar, Asani; Wang, Yuan
2009 Are market makers uninformed and passive? Signing trades in the absence of quotesvan der Wel, Michel; Menkveld, Albert J.; Sarkar, Asani
2009 Capital constraints, counterparty risk, and deviations from covered interest rate parityCoffey, Niall; Hrung, Warren B.; Sarkar, Asani
2009 Liquidity risk, credit risk, and the Federal Reserve's responses to the crisisSarkar, Asani
2010 Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisisSarkar, Asani; Shrader, Jeffrey
2011 Stigma in financial market: Evidence from liquidity auctions and discount window borrowing during the crisisArmantier, Olivier; Ghysels, Eric; Sarkar, Asani; Shrader, Jeffrey
2011 Is there an S&P 500 Index effect?Kasch, Maria; Sarkar, Asani