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Ranjan R. Chakravarty

Observed names: Chakravarty, Ranjan R, Ranjan Chakravarty, Ranjan Ciiakrav
ORCID: 0000-0002-7022-3264
Observed ORCID: 0000-0002-7022-3264
OpenAlex ID: A5031271950
Bids and asks in disequilibrium market microstructure: The case of IBM
1995 · Frederick H. deB. Harris, Thomas H. McInish, et al. · Journal of Banking & Finance · 13
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Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data
2022 · Ranjan R. Chakravarty, Sudhanshu Pani · Algorithmic Finance · 4
Are Asian exchanges outliers? A market quality criterion
2021 · Ranjan R. Chakravarty, Sudhanshu Pani · Investment Management and Financial Innovations · 3
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A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and Trades
2021 · Ranjan R. Chakravarty, Sudhanshu Pani · Journal of Quantitative Economics · 2
Exchange traded currency derivatives markets in India: the road ahead
2010 · Ranjan R. Chakravarty, D.G. Praveen · Macroeconomics and Finance in Emerging Market Economies · 1
Replication package for "Sharpe versus Treynor: A Sign-Homogeneity Theorem"
2026 · Iyer, Vishwanathan, Bhattacharjee, Kaushik, et al. · Zenodo (CERN European Organization for Nuclear Research)
Broken Exchanges
2019 · Ranjan Chakravarty, Sudhanshu Sekhar Pani · SSRN Electronic Journal
Non-Microstructure Noise
2018 · Ranjan Chakravarty, Sudhanshu Sekhar Pani · SSRN Electronic Journal
Liquidity, Durations and Bid-Ask Spread in Limit Order Markets
2018 · Ranjan Chakravarty, Sudhanshu Sekhar Pani · SSRN Electronic Journal
The demand for public goods in India: an empirical test of Wagner's Law
1996 · Faizii. Huq, Ziaui. i liiQ, et al. · CIENCIA ergo sum
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Works count: 10
Citation count: 23
H-index: 3
I10-index: 1
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