A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes
R Kashyap - arXiv preprint arXiv:1602.00839, 2016 - arxiv.org
We look at the effect of the tick size changes on the TOPIX 100 index names made by the
Tokyo Stock Exchange on Jan-14-2014 and Jul-22-2104. The intended consequence of the …
Tokyo Stock Exchange on Jan-14-2014 and Jul-22-2104. The intended consequence of the …
Hong Kong--Shanghai Connect/Hong Kong--Beijing Disconnect (?): Scaling the Great Wall of Chinese Securities Trading Costs
R Kashyap - arXiv preprint arXiv:1603.01341, 2016 - arxiv.org
We utilize a fundamentally different model of trading costs to look at the effect of the opening
of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities …
of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities …
David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs
R Kashyap - Physica A: Statistical Mechanics and its Applications, 2020 - Elsevier
We develop a fundamentally different stochastic dynamic programming model of trading
costs. Built on a strong theoretical foundation, our model provides insights to market …
costs. Built on a strong theoretical foundation, our model provides insights to market …
Financial services, economic growth and well-being: A four-pronged study
R Kashyap - arXiv preprint arXiv:1603.00991, 2016 - arxiv.org
A four-pronged approach to dealing with Social Science Phenomenon is outlined. This
methodology is applied to Financial Services, Economic Growth and Well-Being. The four …
methodology is applied to Financial Services, Economic Growth and Well-Being. The four …
The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle...
R Kashyap - arXiv preprint arXiv:1603.06047, 2016 - arxiv.org
We will look at the entire cycle of the investment process relating to all aspects of,
formulating an investment hypothesis, constructing a portfolio based on that, executing the …
formulating an investment hypothesis, constructing a portfolio based on that, executing the …
[PDF][PDF] Uncertainty, Unintended Consequences and Everything Else
R Kashyap - 2016 - researchgate.net
For the rest of the discussion, we ignore the exchange of OTC (Over The Counter) securities,
which are traded wherever, whenever and however one can trade them; but we provide the …
which are traded wherever, whenever and however one can trade them; but we provide the …
Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information
R Kashyap - arXiv preprint arXiv:1703.08812, 2017 - arxiv.org
Market Microstructure is the investigation of the process and protocols that govern the
exchange of assets with the objective of reducing frictions that can impede the transfer. In …
exchange of assets with the objective of reducing frictions that can impede the transfer. In …
Fighting Uncertainty with Uncertainty
R Kashyap - Available at SSRN 2715424, 2016 - papers.ssrn.com
We can overcome uncertainty with uncertainty. Using randomness in our choices and in
what we control and hence in the decision making process, could potentially offset the …
what we control and hence in the decision making process, could potentially offset the …
Fighting Uncertainty with Uncertainty: A Baby Step
R Kashyap - arXiv preprint arXiv:1601.04043, 2016 - arxiv.org
We can overcome uncertainty with uncertainty. Using randomness in our choices and in
what we control, and hence in the decision making process, could potentially offset the …
what we control, and hence in the decision making process, could potentially offset the …
Solving the Equity Risk Premium Puzzle and Inching Toward a Theory of Everything
R Kashyap - The Journal of Private Equity, 2018 - JSTOR
The crux of the equity premium puzzle is that the return on equities has far exceeded the
average return on short-term, risk-free debt and cannot be explained by conventional …
average return on short-term, risk-free debt and cannot be explained by conventional …