Browse by ISB Authors

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Number of items: 17.

Article

Deuskar, P and Johnson, T C (2021) Funding Liquidity and Market Liquidity in Government Bonds. Journal of Banking & Finance. p. 106165. ISSN 0378-4266

Deuskar, P and Johnson, T C (2021) Funding liquidity and market liquidity in government bonds. Journal of Banking & Finance, 129. p. 106165. ISSN 0378-4266

Deuskar, P and Kumar, N and Poland, J (2020) Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions. Review of Finance.

Deuskar, P and Pan, D and Wu, F and Zhou, H (2020) How does regret affect investor behaviour? Evidence from Chinese stock markets. Accounting & Finance.

Deuskar, P and Pollet, J M and Wang, Z J and Zheng, L (2011) The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds? The Review of Financial Studies, 24 (9). pp. 3008-3024.

Deuskar, P and Gupta, A and Subrahmanyam, M G (2011) Liquidity effect in OTC options markets: Premium or discount? Journal of Financial Markets, 14 (1). 127 - 160.

Deuskar, P and Johnson, T C (2011) Market Liquidity and Flow-driven Risk. The Review of Financial Studies, 24 (3). pp. 721-753.

Deuskar, P and Gupta, A and Subrahmanyam, M G (2008) The economic determinants of interest rate option smiles. Journal of Banking & Finance, 32 (5). 714 - 728.

Monograph

Deuskar, P and Deng, P and Shi, D and Wu, F (2017) Experience of Regret and Subsequent Trading Behavior. Working Paper. SSRN. (Unpublished)

Deuskar, P and Kumar, N and Poland, J (2017) Margin Credit and Stock Return Predictability. Working Paper. SSRN.

Deuskar, P and Johnson, T C (2016) Funding Liquidity and Market Liquidity in Government Bonds. Working Paper. SSRN. (Unpublished)

Deuskar, P and Wang, Z J and Wu, Y and Nguyen, Q H (2013) The Dynamics of Hedge Fund Fees. Working Paper. SSRN. (Unpublished)

Deuskar, P and Gupta, A and Subrahmanyam, M G (2008) Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles. Working Paper. SSRN. (Unpublished)

Deuskar, P (2006) Extrapolative Expectations: Implications for Volatility and Liquidity. Working Paper. SSRN. (Unpublished)

Deuskar, P and Gupta, A and Subrahmanyam, M G (2006) Why Do Interest Rate Options Smile? Working Paper. SSRN. (Unpublished)

Deuskar, P and Subrahmanyam, M G (2005) The Drivers and Pricing of Liquidity in Interest Rate Option Markets. Working Paper. SSRN. (Unpublished)

Teaching Resource

Ivashina, V and Aggarwal, S and Deuskar, P and Subrahmanyam, M G (2016) ICICI Bank and the Issue of Long Term Bonds. [Teaching Resource]

This list was generated on Wed Sep 22 11:55:49 2021 IST.