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Information about:
Asani Sarkar

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Asani
Middle Name:
Last Name: Sarkar
Suffix:

RePEc Short-ID: psa20

Email:
Homepage: http://www.newyorkfed.org/rmaghome/economist/sarkar/contact.html
Postal Address: Capital Markets Research Federal Reserve Bank of New York 33 Liberty Street New York, NY 10045
Phone: 212-720-8943

Affiliation

(in no particular order)

Research and Statistics Group
Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (registered authors at this institution)

Works

Working papers

Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2005. "The joint dynamics of liquidity, returns, and volatility across small and large firms," Staff Reports 207, Federal Reserve Bank of New York. [Downloadable!]
Asani Sarkar & Lingjia Zhang, 2004. "Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries," Staff Reports 181, Federal Reserve Bank of New York. [Downloadable!]
Peter Antunovich & Asani Sarkar, 2003. "Fifteen minutes of fame? The market impact of internet stock picks," Staff Reports 158, Federal Reserve Bank of New York. [Downloadable!]
Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity," Staff Reports 164, Federal Reserve Bank of New York. [Downloadable!]
Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows," Staff Reports 141, Federal Reserve Bank of New York. [Downloadable!]
Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies," University of California at Los Angeles, Anderson Graduate School of Management 1018, Anderson Graduate School of Management, UCLA. [Downloadable!]
Zhenyu Wang & Asani Sarkar & Kai Li, 1999. "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports 89, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar, 1999. "Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets," Staff Reports 73, Federal Reserve Bank of New York. [Downloadable!]
Sandeep Patel & Asani Sarkar, 1998. "Stock market crises in developed and emerging markets," Research Paper 9809, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York. [Downloadable!]
Published as:
- Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan, 1998. "Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 325-356, December. [Downloadable!] (restricted)
Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar, 1997. "Can competition between brokers mitigate agency conflicts with their customers?," Research Paper 9705, Federal Reserve Bank of New York. [Downloadable!]
Other versions:
- Sugato Chakravarty & Asani Sarkar, 1997. "Can competition between brokers mitigate agency conflicts with their customers?," Staff Reports 25, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar, 1997. "A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales," Research Paper 9715, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar, 1997. "Traders' broker choice, market liquidity and market structure," Staff Reports 28, Federal Reserve Bank of New York. [Downloadable!]
Other versions:
- Sugato Chakravarty & Asani Sarkar, 1997. "Traders' broker choice, market liquidity and market structure," Research Paper 9701, Federal Reserve Bank of New York. [Downloadable!]
Peter R. Locke & Asani Sarkar & Lifan Wu, 1997. "Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions," Research Paper 9721, Federal Reserve Bank of New York. [Downloadable!]
Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1997. "Estimating the adverse selection cost in markets with multiple informed traders," Research Paper 9713, Federal Reserve Bank of New York. [Downloadable!]
Peter R. Locke & Asani Sarkar, 1996. "Volatility and liquidity in futures markets," Research Paper 9612, Federal Reserve Bank of New York. [Downloadable!]
Peter R. Locke & Asani Sarkar & Lifan Wu, 1996. "Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading," Research Paper 9611, Federal Reserve Bank of New York. [Downloadable!]

Articles

Li, Kai & Sarkar, Asani & Wang, Zhenyu, 2003. "Diversification benefits of emerging markets subject to portfolio constraints," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 57-80, February. [Downloadable!] (restricted)
Linda Goldberg & John Kambhu & James M. Mahoney & Lawrence Radecki & Asani Sarkar, 2002. "Securities trading and settlement in Europe: issues and outlook," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Apr. [Downloadable!]
Published as:
- Goldberg, Linda & Kambhu, John & Mahoney, James & Radecki, Lawrence & Sarkar, Asani, 2002. "Securities trading and settlement in Europe: Issues and outlook," Journal of Financial Transformation, Capco Institute, vol. 5, pages 83-89.
Asani Sarkar & Kai Li, 2002. "Should U.S. investors hold foreign stocks?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Mar. [Downloadable!]
Asani Sarkar & Michelle Tozzi, 1998. "Electronic trading on futures exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jan. [Downloadable!]
Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan, 1998. "Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 325-356, December. [Downloadable!] (restricted)
Other versions:
- Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York. [Downloadable!]
Sara Borden & Asani Sarkar, 1996. "Securitizing property catastrophe risk," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Aug. [Downloadable!]
Sarkar Asani, 1995. "Dual Trading: Winners, Losers, and Market Impact," Journal of Financial Intermediation, Elsevier, vol. 4(1), pages 77-93, January. [Downloadable!] (restricted)
Sarkar Asani, 1994. "On the Equivalence of Noise Trader and Hedger Models in Market Microstructure," Journal of Financial Intermediation, Elsevier, vol. 3(2), pages 204-212, March. [Downloadable!] (restricted)

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (1) 1998-10-15
NEP-ETS: Econometric Time Series (1) 2004-05-16
NEP-FIN: Finance (3) 1999-06-08 2003-05-08 2004-05-26 Author is listed
NEP-FMK: Financial Markets (5) 1998-10-15 2002-03-14 2003-03-03 2003-05-08 2005-06-14 Author is listed
NEP-IFN: International Finance (3) 1998-10-15 2002-03-14 2003-05-08 Author is listed
NEP-RMG: Risk Management (1) 2003-05-08

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This page was last updated on 2009-10-27.

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