Browsing All of EconStor by Author Sarkar, Asani


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