Browsing Faculty Publications (Bibliographic) by Author "Banerjee, Anirban"

Now showing items 1-5 of 5

    • Are green and healthy building labels counterproductive in emerging markets? An examination of office rental contracts in India 

      Banerjee, Anirban; Das, Prashant; Fuerst, Franz (Elsevier, 2024-04-24)
      Financial prudence compels businesses to improve their Environmental, Social, and Governance (ESG) performance when the marginal benefits, pecuniary or non-pecuniary, exceed the marginal costs. For many firms, renting green ...

    • High-frequency traders’ evolving role as market makers 

      Banerjee, Anirban; Roy, Prince (Elsevier, 2023-10-12)
      The current academic literature on HFTs considers them as the present-day de facto market makers. We show that HFT trading strategies have moved away from passive market-making over time. We explore the role of regulatory ...

    • High-frequency traders’ evolving role as market makers 

      Banerjee, Anirban; Roy, Prince (Elsevier, 2023-10-12)
      The current academic literature on HFTs considers them as the present-day de facto market makers. We show that HFT trading strategies have moved away from passive market-making over time. We explore the role of regulatory ...

    • The origin of return correlation networks 

      Banerjee, Anirban; Chakrabarti, Arnab; Chakrabarti, Anindya S (Oxford University Press, 2024-04-05)
      Financial networks are constructed from asset price comovements. There is a large literature that takes these networks as given, for example, for portfolio optimization. But what exactly is the origin of these networks? ...

    • Proprietary algorithmic traders and liquidity supply during the pandemic 

      Banerjee, Anirban; Nawn, Samarpan (Elsevier, 2024-01-25)
      This study documents the liquidity-supplying behavior of proprietary algorithmic traders during the abrupt and sustained market decline caused by the COVID-19 outbreak. The findings suggest that these endogenous liquidity ...