IIM Udaipur's Publications

Search


   Clear Search

Total No of Publication : 129



Agrawal T., Agrawal A.



Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Huang T., Bergman D., Gopal R.

  • Authors: Huang T., Bergman D., Gopal R.
    Year: 2019 | IIM Udaipur
    Source: Production and Operations Management
    DOI: 10.1111/poms.13018

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jain T., Hazra J.

  • Authors: Jain T., Hazra J.
    Year: 2019 | IIM Udaipur
    Source: Journal of Revenue and Pricing Management
    DOI: 10.1057/s41272-018-0146-0

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jain T., Hazra J.

  • Authors: Jain T., Hazra J.
    Year: 2019 | IIM Udaipur
    Source: Production and Operations Management
    DOI: 10.1111/poms.12991

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jain T., Hazra J.

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jain T., Hazra J.

  • Authors: Jain T., Hazra J.
    Year: 2019 | IIM Udaipur
    Source: IEEE International Conference on Industrial Engineering and Engineering Management
    DOI: 10.1109/IEEM.2018.8607555

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jain T., Hazra J., Swaminathan J.M.

  • Authors: Jain T., Hazra J., Swaminathan J.M.
    Year: 2019 | IIM Udaipur
    Source: Naval Research Logistics
    DOI: 10.1002/nav.21838

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jain V., Merchant A., Roy S., Ford J.B.

  • Authors: Jain V., Merchant A., Roy S., Ford J.B.
    Year: 2019 | IIM Udaipur
    Source: Journal of Business Research
    DOI: 10.1016/j.jbusres.2019.02.039

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Jha S., Balaji M.S., Ranjan K.R., Sharma A.

  • Authors: Jha S., Balaji M.S., Ranjan K.R., Sharma A.
    Year: 2019 | IIM Udaipur
    Source: Industrial Marketing Management
    DOI: 10.1016/j.indmarman.2018.07.012

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Lahiri S.N., Das U., Nordman D.J.

  • Authors: Lahiri S.N., Das U., Nordman D.J.
    Year: 2019 | IIM Udaipur
    Source: Journal of Time Series Analysis
    DOI: 10.1111/jtsa.12465

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Lahkar R.

  • Authors: Lahkar R.
    Year: 2019 | IIM Udaipur
    Source: Journal of Economic Interaction and Coordination
    DOI: 10.1007/s11403-019-00243-8

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Lahkar R., Mukherjee S.

  • Authors: Lahkar R., Mukherjee S.
    Year: 2019 | IIM Udaipur
    Source: Journal of Economic Theory
    DOI: 10.1016/j.jet.2019.03.009

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Lin J., Gupta S., Loos T.K., Birner R.

  • Authors: Lin J., Gupta S., Loos T.K., Birner R.
    Year: 2019 | IIM Udaipur
    Source: Sustainability (Switzerland)
    DOI: 10.3390/su11061644

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Mukherjee S., Huang Y., Neidhardt J., Uzzi B., Contractor N.

  • Authors: Mukherjee S., Huang Y., Neidhardt J., Uzzi B., Contractor N.
    Year: 2019 | IIM Udaipur
    Source: Nature Human Behaviour
    DOI: 10.1038/s41562-019-0581-y

Mukherjee S., Huang Y., Neidhardt J., Uzzi B., Contractor N.

  • Authors: Mukherjee S., Huang Y., Neidhardt J., Uzzi B., Contractor N.
    Year: 2019 | IIM Udaipur
    Source: Nature Human Behaviour
    DOI: 10.1038/s41562-018-0460-y

Mukhopadhyay S., Ogutu J.O., Bartzke G., Dublin H.T., Piepho H.-P.

  • Authors: Mukhopadhyay S., Ogutu J.O., Bartzke G., Dublin H.T., Piepho H.-P.
    Year: 2019 | IIM Udaipur
    Source: Journal of Agricultural, Biological, and Environmental Statistics
    DOI: 10.1007/s13253-019-00357-3

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)


Roy S., S. S., Bhatia S.

We investigate the relative roles of limit orders from proprietary algorithmic traders (PAT), agency algorithmic traders (AAT) and non-algorithmic traders (NAT) in the discovery of security prices in National Stock Exchange (NSE) of India. Our results suggest that PAT's limit orders are most informa...(Read Full Abstract)