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Samarpan Nawn

Indian Institute of Management Udaipur

10

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25

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Order Flow Toxicity under the Microscope

2021 Social Science Research Network
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Who wins in the modern equity markets

2021
- Samarpan Nawn
- Gaurav Raizada
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Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices

2019 Journal of Empirical Finance
- Samarpan Nawn
- Ashok Banerjee
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Do Proprietary Algorithmic Traders Withdraw Liquidity during Market Stress

2018 Financial Management
- Samarpan Nawn
- Ashok Banerjee
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Order Exposure in High Frequency Markets

2017 Social Science Research Network
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Price Discovery Contribution of Proprietary and Agency Algorithmic Traders

2017 Social Science Research Network
- Samarpan Nawn
- Ashok Banerjee
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Market Liquidity: A Study from Proprietary Algorithmic Traders Perspective

2016
- Ashok Banerjee
- Samarpan Nawn
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