Did CDS trading improve the market for corporate bonds? S Das, M Kalimipalli, S Nayak Journal of Financial Economics 111 (2), 495-525, 2014 | 182 | 2014 |
Regime-switching stochastic volatility and short-term interest rates M Kalimipalli, R Susmel Journal of Empirical Finance 11 (3), 309-329, 2004 | 115 | 2004 |
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 | 74 | 2002 |
Convertible bond prices and inherent biases P Carayannopoulos, M Kalimipalli Journal of Fixed Income 13 (3), 64-73, 2003 | 68 | 2003 |
Analyst forecast dispersion and future stock return volatility G Athanassakos, M Kalimipalli Quarterly Journal of Business and Economics, 57-78, 2003 | 65 | 2003 |
Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market M Kalimipalli, S Nayak Journal of Financial Intermediation 21 (2), 217-242, 2012 | 51 | 2012 |
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 | 34 | 2013 |
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 | 34 | 2009 |
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 | 29 | 2009 |
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 | 25 | 2009 |
Evaluating corporate credit risks in emerging markets O Dodd, M Kalimipalli, W Chan International Review of Financial Analysis 73, 101610, 2021 | 22 | 2021 |
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 | 13 | 2010 |
Banking networks, systemic risk, and the credit cycle in emerging markets SR Das, M Kalimipalli, S Nayak Journal of International Financial Markets, Institutions and Money 80, 101633, 2022 | 11 | 2022 |
Do firms benefit from carbon risk management? Evidence from the credit default swaps market HN Duong, PS Kalev, M Kalimipalli, S Trivedi Evidence from the Credit Default Swaps Market (May 19, 2023), 2023 | 10 | 2023 |
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 | 10 | 2006 |
Liquidity and bond markets SR Das, J Ericsson, M Kalimipalli Journal of Investment Management 1 (4), 1-9, 2003 | 10 | 2003 |
Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market AG Huang, M Kalimipalli, S Nayak, L Ramchand Journal of Banking & Finance 99, 202-221, 2019 | 9* | 2019 |
The Valuation Effects of Capital versus Non-Capital Raising ADRs: Revisiting European Evidence F Bancel, C Mittoo, M Kalimipalli Working paper, 2007 | 8 | 2007 |
Does skewness matter? Evidence from the index options market M Kalimipalli, R Jha Evidence from the Index Options Market, 2003 | 8 | 2003 |
Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds S Han, AG Huang, M Kalimipalli, K Wang Journal of Financial Markets 59, 100655, 2022 | 7 | 2022 |