Amber Anand

Syracuse University - Whitman School of Management

Professor

721 University Avenue

Syracuse, NY 13244

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 14,782

SSRN RANKINGS

Top 14,782

in Total Papers Downloads

4,012

SSRN CITATIONS
Rank 9,250

SSRN RANKINGS

Top 9,250

in Total Papers Citations

91

CROSSREF CITATIONS

45

Scholarly Papers (11)

1.

Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost

Review of Financial Studies, 2012, Vol. 2 (25), 557-598.
Number of pages: 64 Posted: 23 Sep 2008 Last Revised: 03 Jul 2013
Syracuse University - Whitman School of Management, Neeley School of Business, University of Tennessee, Knoxville and Southern Methodist University (SMU) - Finance Department
Downloads 942 (29,335)
Citation 33

Abstract:

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Trading cost, Buy-side Institution, Trading Performance, Broker, Mutual Fund, Alpha

2.

Mutual Fund Trading Style and Bond Market Fragility

Review of Financial Studies, forthcoming
Number of pages: 71 Posted: 19 Jul 2017 Last Revised: 08 Jun 2020
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 774 (38,632)
Citation 16

Abstract:

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Corporate bonds; dealers; mutual funds; fragility; liquidity; performance

3.

Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis

Journal of Financial Economics (JFE), Vol. 108, No. 3, 2013
Number of pages: 59 Posted: 18 Dec 2009 Last Revised: 03 Jul 2013
Syracuse University - Whitman School of Management, University of Tennessee, Knoxville, Neeley School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 636 (50,163)
Citation 42

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Financial crisis, liquidity, trading cost, institutional trading, funding liquidity

4.

Market Conditions, Fragility and the Economics of Market Making

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 21 Nov 2012 Last Revised: 13 Aug 2015
Amber Anand and Kumar Venkataraman
Syracuse University - Whitman School of Management and Southern Methodist University (SMU) - Finance Department
Downloads 503 (67,407)
Citation 28

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Market Makers; HFTs; Fragility; Volatility; Obligations

5.

The Impossibility of Full Carry Markets

Number of pages: 46 Posted: 09 Dec 1999
Amber Anand
Syracuse University - Whitman School of Management
Downloads 330 (110,395)

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6.

Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets?

Number of pages: 41 Posted: 18 Apr 2005
Amber Anand and Avanidhar Subrahmanyam
Syracuse University - Whitman School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 326 (111,887)
Citation 10

Abstract:

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Price discovery, intermediaries

7.

Institutional Order Handling and Broker-Affiliated Trading Venues

Number of pages: 50 Posted: 11 Mar 2019 Last Revised: 01 Feb 2021
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department, FINRA and Southern Methodist University (SMU) - Finance Department
Downloads 229 (160,620)
Citation 12

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Broker; ATS; Trading Cost; Order Handling; Best Execution

8.

Geographic Proximity and Price Discovery: Evidence from Nasdaq

Journal of Financial Markets, vol. 14, no. 2, 193-226, 2011
Number of pages: 54 Posted: 27 Nov 2007 Last Revised: 11 Dec 2011
Syracuse University - Whitman School of Management, University of Central Florida - Department of Finance, Case Western Reserve University - Weatherhead School of Management, University of Central Florida and Baylor University
Downloads 213 (172,007)
Citation 3

Abstract:

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Price discovery, quote quality, geography, market microstructure

9.

Option Skills

Number of pages: 50 Posted: 29 Nov 2017 Last Revised: 21 Apr 2020
Amber Anand, Jian Hua and Andy Puckett
Syracuse University - Whitman School of Management, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Tennessee, Knoxville
Downloads 33 (536,325)

Abstract:

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Institutional Trading, Informed Traders, Options Markets

10.

Does Institutional Trading Affect Underwriting

Journal of Corporate Finance, Forthcoming
Number of pages: 53 Posted: 12 Aug 2019
Amber Anand, Paul J. Irvine and Tingting Liu
Syracuse University - Whitman School of Management, Neeley School of Business and Iowa State University
Downloads 26 (576,120)
Citation 1

Abstract:

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Institutional Trading, SEO underwriter choice, SEO underpricing

11.

Relative Performance of Bid-Ask Spread Estimators: Futures Markets Evidence

The Journal of International Financial Markets, Institutions & Money, July 2006, v.16, n.3, pp. 231-245. DOI:10.1016/j.intfin.2005.02.004
Posted: 10 Jul 2020
Amber Anand and Ahmet K Karagozoglu
Syracuse University - Whitman School of Management and Hofstra University, Zarb School of Business

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transaction costs, bid–ask spreads, spread estimators, futures markets

Other Papers (1)

Total Downloads: 310
1.

'Informed' Limit Order Trading

Number of pages: 35 Posted: 08 Nov 2001
Amber Anand and Terrence F. Martell
Syracuse University - Whitman School of Management and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 310

Abstract:

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microstructure, limit orders, informed trading