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D-Index & Metrics

Economics and Finance

D-Index
49
Citations
15036
World Ranking
1417
National Ranking
861

Overview

Ananth Madhavan is affiliated with BlackRock in the United States and has made contributions primarily in the fields of Economics, Econometrics, and Finance. Their scholarly output spans 28 publications within these main fields, with a significant focus on subfields such as Finance, Economics and Econometrics, and Accounting, as well as Strategy and Management and Management Science and Operations Research.

The research topics that Madhavan explores include Financial Markets and Investment Strategies, Banking stability, regulation, and efficiency, Corporate Finance and Governance, Housing Market and Economics, Market Dynamics and Volatility, Global Financial Crisis and Policies, and Corporate Social Responsibility Reporting.

Their papers have appeared frequently in several academic venues. The most common venue for publication is The Journal of Portfolio Management, featuring seven papers. Additional publications can be found in the SSRN Electronic Journal, The Journal of Fixed Income, Financial Analysts Journal, and The Journal of Index Investing.

Recent papers by Madhavan include:

  • Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens, 2020, Financial Analysts Journal
  • On the Factor Implications of Sustainable Investing in Fixed-Income Active Funds, 2020, The Journal of Portfolio Management
  • Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision, 2022, The Journal of Portfolio Management
  • Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models, 2020, The Journal of Portfolio Management
  • Pricing and Liquidity of Fixed Income ETFs in the Covid-19 Virus Crisis of 2020, 2020, The Journal of Index Investing

Madhavan has collaborated frequently with several co-authors, including Andrew Ang, Aleksander Sobczyk, Stephen Laipply, Jason Ribando, and Samara Cohen. Collaborative work with these individuals appears across various research publications.

Best Publications

  • Market microstructure: A survey

    Ananth Madhavan

  • Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks

    Ananth Madhavan;Matthew Richardson;Mark Roomans

  • The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

    Donald B. Keim;Ananth Madhavan

  • Transactions costs and investment style: an inter-exchange analysis of institutional equity trades

    Donald B. Keim;Ananth Madhavan

  • Trading Mechanisms in Securities Markets

    Ananth Madhavan

  • Anatomy of the Trading Process Empirical Evidence on the Behavior of Institutional Traders

    Donald B. Keim;Ananth Madhavan

  • International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market

    Ian Domowitz;Jack Glen;Ananth Madhavan

  • An Analysis of Changes in Specialist Inventories and Quotations

    Ananth Madhavan;Seymour Smidt

  • Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time

    Ian Domowitz;Jack Glen;Ananth Madhavan

  • Consolidation, Fragmentation, and the Disclosure of Trading Information

    Ananth Madhavan

  • A Bayesian model of intraday specialist pricing

    Ananth Madhavan;Seymour Smidt

  • Market Segmentation and Stock Prices: Evidence from an Emerging Market

    Ian Domowitz;Jack Glen;Ananth Madhavan

  • In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets

    Ananth Madhavan;Minder Cheng

  • Should securities markets be transparent

    Ananth Madhavan;David Porter;Daniel Weaver

  • Trading Mechanisms in Securities Markets

    Unknown

  • Why Do Security Prices Change? A Transaction-Level Analysis of Nyse Stocks

    Ananth Madhavan;Mark Roomans

  • Price Discovery in Auction Markets: A Look Inside the Black Box

    Ananth Madhavan;Venkatesh Panchapagesan

  • An empirical analysis of NYSE specialist trading1

    Ananth Madhavan;George Sofianos

  • Click or Call? Auction versus Search in the Over‐the‐Counter Market

    Terrence Hendershott;Ananth Madhavan

  • Competition and Collusion in Dealer Markets

    Prajit K. Dutta;Ananth Madhavan

  • The Cost of Institutional Equity Trades

    Unknown

  • Security Prices and Market Transparency

    Ananth Madhavan

  • The Dynamics of Leveraged and Inverse Exchange-Traded Funds

    Minder Cheng;Ananth Madhavan

Frequent Co-Authors

Ian Domowitz
Ian Domowitz National Bureau of Economic Research
Donald B. Keim
Donald B. Keim University of Pennsylvania
Andrew Ang
Andrew Ang BlackRock (United States)
Martin Lettau
Martin Lettau University of California, Berkeley
Matthew Richardson
Matthew Richardson New York University
Terrence Hendershott
Terrence Hendershott University of California, Berkeley

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