Madhu Kalimipalli
Madhu Kalimipalli
School of Business and Economics | Wilfrid Laurier University | Waterloo, Ontario, Canada-N2L 3C5
Verified email at wlu.ca - Homepage
Title
Cited by
Cited by
Year
Did CDS trading improve the market for corporate bonds?
S Das, M Kalimipalli, S Nayak
Journal of Financial Economics 111 (2), 495-525, 2014
1202014
Regime-switching stochastic volatility and short-term interest rates
M Kalimipalli, R Susmel
Journal of Empirical Finance 11 (3), 309-329, 2004
962004
Bid-ask spread, volatility, and volume in the corporate bond market
M Kalimipalli, AD Warga
The Journal of Fixed Income 11 (4), 31-42, 2002
692002
Convertible bond prices and inherent biases
P Carayannopoulos, M Kalimipalli
The Journal of Fixed Income 13 (3), 64-73, 2003
602003
Analyst forecast dispersion and future stock return volatility
G Athanassakos, M Kalimipalli
Quarterly Journal of Business and Economics, 57-78, 2003
382003
Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market
M Kalimipalli, S Nayak
Journal of Financial Intermediation 21 (2), 217-242, 2012
302012
Concentrated control and corporate value: a comparative analysis of single and dual class structures in Canada
BF Smith, B Amoako-Adu, M Kalimipalli
Applied Financial Economics 19 (12), 955-974, 2009
262009
Cross-listing and the long-term performance of ADRs: Revisiting European evidence
F Bancel, M Kalimipalli, UR Mittoo
Journal of international financial markets, institutions and money 19 (5 …, 2009
212009
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
M Kalimipalli, S Nayak, MF Perez
Journal of Banking & Finance 37 (8), 2969-2990, 2013
192013
The economic value of using realized volatility in forecasting future implied volatility
WH Chan, R Jha, M Kalimipalli
Journal of Financial Research 32 (3), 231-259, 2009
182009
The economic significance of conditional skewness in index option markets
R Jha, M Kalimipalli
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
132010
Liquidity and bond markets
SR Das, J Ericsson, M Kalimipalli
Journal of Investment Management 1 (4), 1-9, 2003
112003
Does the method of entry matter? Evidence from Indian ADRs and GDRs
M Kalimipalli, L Ramchand
Pacific-Basin Finance Journal 14 (4), 349-366, 2006
92006
The Valuation Effects of Capital versus Non-Capital Raising ADRs: Revisiting European Evidence
F Bancel, C Mittoo, M Kalimipalli
Working paper, 2007
72007
Pricing of international 144A debt: Evidence from the US secondary bond market
AG Huang, M Kalimipalli, S Nayak, L Ramchand
Working paper, Wilfrid Laurier University and NYU–Salomon Research Center, 2017
62017
Does Skewness Matter? Evidence from the index options market
M Kalimipalli, R Jha
Evidence from the Index Options Market. EFA 2003 Annual Conference Paper, 2003
62003
Dispersion in options traders’ expectations and stock return predictability
P Andreou, A Kagkadis, P Maio, D Philip
Working Paper Series, University of Durham, 2015
52015
Do CDS markets improve the market efficiency of corporate bonds
S Das, M Kalimipalli, S Nayak
Journal of Financial Economics 111, 495-525, 2014
52014
The economic value of trading with realized volatility in the S&P 500 index options market
W Chan, R Jha, M Kalimipalli
Working paper, 2006
52006
Regime-switching stochastic volatility and short-term interest rates
R Susmel, M Kalimipalli
CEMA Working Papers: Serie Documentos de Trabajo., 2001
52001
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Articles 1–20