Purnendu Nath

Purnendu Nath

London Business School - London / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1288640
person_outline Purnendu Nath's MOST POPULAR ARTICLES
1-) The price of future liquidity: Time-varying liquidity in the US Treasury marketD Goldreich, B Hanke, P NathReview of Finance 9 (1), 1-32, 20052192005
2-) High frequency pairs trading with US treasury securities: Risks and rewards for hedge fundsP Nath1342003
3-) Are price limits always bad?P NathJournal of Emerging Market Finance 4 (3), 281-313, 2005152005
4-) Do price limits behave like magnets?P NathAvailable at SSRN 565482, 2003152003
5-) Estimates of the continuous time Cox-Ingersoll-Ross term structure model: further results for the UK gilt-edged marketP Nath, K Ben NowmanApplied Economics Letters 8 (2), 85-88, 200142001