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Amber Anand

Associate Professor of Finance

(315) 443-3913
Room: 614
amanand@syr.edu

PhD, Baruch College at the City University of New York

PhD, Baruch College at the City University of New York

Research Topics

  • Trading
  • Exchanges
  • Microstructure of stock and options markets
  • Regulations
  • Rule-making in trading
  • SEC
  • International exchanges
  • Trader behavior
  • Trading rules

Professor Anand's research interests include the microstructure of stock and options markets. His current research relates to market design, trading rules, price discovery, and trader behavior.

Select Publications:
“Paying for Market Quality” (with C. Tanggaard and D. Weaver), Journal of Financial and Quantitative Analysis, forthcoming.

“Cleaning House: Stock reassignments on the NYSE” (with S. Chakravarty and C. Chuwonganant), Journal of Financial Markets, forthcoming.

“Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets” (with A. Subrahmanyam), Journal of Financial and Quantitative Analysis, 2008, 43, 1-28 (lead article).

“Stealth Trading in Options Markets” (with S. Chakravarty), Journal of Financial and Quantitative Analysis, 2007, 42, 167-188.

“The Value of the Specialist: Empirical Evidence from the CBOE” (with D. Weaver), Journal of Financial Markets, 2006, 9, 100-118.

“Empirical Evidence on the Evolution of Liquidity: Choice of Market versus Limit Orders by Informed and Uninformed Traders,” (with S. Chakravarty and T. Martell), Journal of Financial Markets, 2005, 8, 289-309.

“Can Order Exposure be Mandated?” (with D. Weaver) Journal of Financial Markets, 2004, 7, 405-426.

Selected Publications
  • "Stealth Trading in Options Markets", Journal of Financial and Quantitative Analysis, 42, 167-188, 2007, (with Chakravarty, S. )
  • "Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets", Journal of Financial and Quantitative Analysis, 43, 1-28 , 2008, (with Subrahmanyam, A.)
  • "Paying for Market Quality", Journal of Financial and Quantitative Analysis, forthcoming, (with C. Tanggaard and D. Weaver)
  • "Can Order Exposure be Mandated", Journal of Financial Markets, 7, 405-426, 2004, (with D. Weaver)