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Publications: Portfolio Valuation

Articles:

  • “Is the Market Surprised by Poor Earnings Realizations Following Seasoned Equity Offering?” co-authored Atulya Sarin and David J. Denis, Journal of Financial and Quantitative Analysis, 36 (June 2001): 169–193.
  • “Security Analysis and Corporate Diversification,” co-authored Atulya Sarin and Steve Ferris, Advances in Financial Economics, 5 (2000): 105–137.
  • “The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis,” co-authored Atulya Sarin, Raman Kumar and Kuldeep Shastri, Journal of Finance, 53 (April 1998): 717–732.
  • “Testing for Micro-Structure Effects of International Dual Listing Using Intra Day Data,” co-authored Atulya Sarin, Gregory M. Noronha and Shahrokh M. Saudagaran, Journal of Banking and Finance, 20 (1996): 965–983.
  • “The Impact of Index Options on the Underlying Stocks: The Evidence from the Listing of Nikkei Stock Average Options,” co-authored Atulya Sarin, Kuldeep Shastri and Raman Kumar, Pacific Basin Research Journal, 3 (1995): 303–317.
  • “The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements,” co-authored Atulya Sarin, Stewart Mayhew and Kuldeep Shastri, Journal of Finance, 50 (December 1995): 1635–1653.
  • “A Microstructure Examination of Trading Activity Following Stock Splits,” co-authored Atulya Sarin, Stephen P. Ferris and Chuan-Yang Hwang, Review of Quantitative Finance and Accounting, 5 (1995): 27–41.
  • “The Information Content of Dividend Changes: Cash Flow Signaling, Overinvestment, and Dividend Clienteles,” co-authored Atulya Sarin, David J. Denis and Diane K. Denis, Journal of Financial and Quantitative Analysis, 29 (December 1994) 567–587.
  • “The Behavior of Option Price around Large Block Transactions in the Underlying Security,” co-authored Atulya Sarin, Kuldeep Shastri and Raman Kumar, Journal of Finance, 47 (July 1992): 879–889.

Working Papers:

“Fundamentals-Based Versus Market-Based Models of CDS Spreads,” co-authored Atulya Sarin, Sanjiv Das and Paul Hanouna.