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Bidisha Chakrabarty
Bidisha Chakrabarty
Edward Jones Professor of Finance, Saint Louis University
Verified email at slu.edu - Homepage
Title
Cited by
Cited by
Year
CFO gender and financial statement irregularities
VK Gupta, S Mortal, B Chakrabarty, X Guo, DB Turban
Academy of Management Journal 63 (3), 802-831, 2020
1542020
Trade classification algorithms for electronic communications network trades
B Chakrabarty, B Li, V Nguyen, RA Van Ness
Journal of Banking & Finance 31 (12), 3806-3821, 2007
1092007
Short sales, long sales, and the Lee–Ready trade classification algorithm revisited
B Chakrabarty, PC Moulton, A Shkilko
Journal of Financial Markets 15 (4), 467-491, 2012
1062012
Earnings announcements and attention constraints: The role of market design
B Chakrabarty, PC Moulton
Journal of Accounting and Economics 53 (3), 612-634, 2012
982012
Credit contagion channels: Market microstructure evidence from Lehman Brothers’ bankruptcy
B Chakrabarty, G Zhang
Financial Management 41 (2), 320-343, 2012
852012
The performance of short-term institutional trades
B Chakrabarty, PC Moulton, C Trzcinka
Journal of Financial and Quantitative Analysis 52 (4), 1403-1428, 2017
722017
Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm
B Chakrabarty, R Pascual, A Shkilko
Journal of Financial Markets 25, 52-79, 2015
722015
Management risk incentives and the readability of corporate disclosures
B Chakrabarty, A Seetharaman, Z Swanson, X Wang
Financial Management 47 (3), 583-616, 2018
712018
Information transfers and learning in financial markets: Evidence from short selling around insider sales
B Chakrabarty, A Shkilko
Journal of Banking & Finance 37 (5), 1560-1572, 2013
592013
Soil health card development for efficient soil management in Haryana, India
TJ Purakayastha, H Pathak, S Kumari, S Biswas, B Chakrabarty, ...
Soil and Tillage Research 191, 294-305, 2019
502019
Attention effects in a high-frequency world
B Chakrabarty, P Moulton, X Wang
412015
When a halt is not a halt: An analysis of off-NYSE trading during NYSE market closures
B Chakrabarty, SA Corwin, MA Panayides
Journal of Financial Intermediation 20 (3), 361-386, 2011
402011
When a halt is not a halt: An analysis of off-NYSE trading during NYSE market closures
B Chakrabarty, SA Corwin, MA Panayides
Journal of Financial Intermediation 20 (3), 361-386, 2011
382011
High-frequency traders and price informativeness during earnings announcements
N Bhattacharya, B Chakrabarty, X Wang
Review of Accounting Studies 25 (3), 1156-1199, 2020
302020
Order exposure in high frequency markets
B Chakrabarty, T Hendershott, S Nawn, R Pascual
Available at SSRN 3074049, 2022
252022
Speed of market access and market quality: Evidence from the SEC naked access ban
B Chakrabarty, PK Jain, A Shkilko, K Sokolov
Western Finance Association 220, 2014
242014
Trade classification algorithms: A horse race between the bulk-based and the tick-based rules
B Chakrabarty, R Pascual, A Shkilko
Available at SSRN 2182819, 2012
232012
Stock liquidity and algorithmic market making during the COVID-19 crisis
B Chakrabarty, R Pascual
Journal of Banking & Finance 147, 106415, 2023
212023
Effects of a speed bump on market quality and exchange competition
B Chakrabarty, J Huang, PK Jain
Available at SSRN 3280645, 2020
21*2020
Attention: How high-frequency trading improves price efficiency following earnings announcements
B Chakrabarty, PC Moulton, XF Wang
Journal of Financial Markets 57, 100690, 2022
20*2022
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