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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
1702014
Regime-switching stochastic volatility and short-term interest rates
M Kalimipalli, R Susmel
Journal of Empirical Finance 11 (3), 309-329, 2004
1152004
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
782002
Convertible bond prices and inherent biases
P Carayannopoulos, M Kalimipalli
Journal of fixed income 13 (3), 64-73, 2003
642003
Analyst forecast dispersion and future stock return volatility
G Athanassakos, M Kalimipalli
Quarterly Journal of Business and Economics, 57-78, 2003
592003
Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market
M Kalimipalli, S Nayak
Journal of Financial Intermediation 21 (2), 217-242, 2012
442012
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
342009
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
322013
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
272009
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
242009
Evaluating corporate credit risks in emerging markets
O Dodd, M Kalimipalli, W Chan
International Review of Financial Analysis 73, 101610, 2021
152021
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
142010
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
102006
Liquidity and bond markets
SR Das, J Ericsson, M Kalimipalli
Journal of Investment Management 1 (4), 1-9, 2003
102003
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
Does skewness matter? Evidence from the index options market
M Kalimipalli, R Jha
Evidence from the Index Options Market, 2003
92003
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
82022
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 (April 28, 2022), 2022
82022
The Valuation Effects of Capital versus Non-Capital Raising ADRs: Revisiting European Evidence
F Bancel, C Mittoo, M Kalimipalli
Working paper, 2007
82007
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
82006
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