Suchismita Mishra

• Figuerdo, A., Mishra, S., & Jain, P. K.

  (2023).

  <span style="font-size:11pt;">The Role of Fleeting Orders on Option Expiration Days</span>.

  Quantitative Finance

  .

• Mishra, S., Oztekin, O., & Rahman, M.

  (2023).

  Short selling and capital structure.

  Journal of Financial Research

  .

• Mishra, S., Nguyen, V. H., & Jain, P. K.

  (2022).

  Institutional Trading around Repurchase Announcements: An Uphill Battle.

  Financial Review

  , 57(3)

  .

• Mishra, S., & Zhao, L.

  (2021).

  Order Routing Decisions for a Fragmented Market: A Review.

  Journal of Risk and Financial Management

  .

• Nguyen, V. H., Mishra, S., & Gomez, C. B. (2021). CEO vs. COO: Shareholder perceptions of M&A announcements based on insider trades. Managerial Finance.
• Mishra, S., Lobanova, O., Aidov, A., & Raghunandan, K. (2020). Dual–Class Ownership Structure and Audit Fees. International Journal of Auditing, 24(1).

• Aidov, A., Raghunandan, K., Mishra, S., & Lobanova, O.

  (2020).

  Dual–class ownership structure and audit fees.

  International Journal of Auditing

  , 24(1)

  .

• Hibbert, A. M., Kang, Q., Kumar, A., & Mishra, S. (2020). Heterogeneous Beliefs and Return Volatility around Seasoned Equity Offerings (SEOs)). Journal of Financial Economics, 137(2).
• Lobanova, O., Barua, A., Mishra, S., & Prakash, A. (2019). Earnings informativeness in dual-class firms An empirical investigation of the earnings quality and the information environment. Review of Accounting and Finance, 18(3).
• Nguyen, V. H., Mishra, S., & Holowczack, R. (2019). Intermarket sweep order trade size clustering around corporate announcements. Applied Economics, 51(48).

• Becca, C., Mishra, S., & Daigler, R.

  (2019).

  Examining Information Leadership in the Volatility Complex as Trading Time Changes: Comparing VIX ETFs to VIX Futures.

  Algorithmic Finance

  .

• Oztekin, A. S., Dandapani, K., Mishra, S., & Strobl, S. (2018). Understanding spread in the electronic futures markets: Financial crisis perspective. Applied Economics, 50(20).
• Chang, C., Mishra, S., & Strobl, S. (2018). Liquidity Premium and Industry-Clustering. Frontiers in Finance and Economics.
• Dallas, S. M., Daigler, R. T., Mishra, S., & Prakash, A. J. (2018). Exchange Traded Funds: Leverage and Liquidity. Applied Economics, 50(37).
• Oztekin, A. S., Mishra, S., Jain, P. K., Daigler, R. T., & Strobl, S. (2017). Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets. Journal of Trading, 11(4).
• Strobl, S., Mishra, S., & Rama, D. (2016). Gender Diversity in Compensation and Other Board Committee. Journal of Accounting, Auditing and Finance, 31(4).
• Mishra, S., Strobl, S., & Oztekin, S. (2015). Governance and Liquidity Commonality in Asset Pricing. International Journal of Finance, 27(3).
• Mishra, S., Prakash, A., Lawrence, E. R., & Shankar, S. (2015). Can Repetitive Restatements be predicted? International Journal of Finance, 29(2).
• Shankar, S., Lawrence, E. R., Mishra, S., & Chang, C. (2015). "Spread Behavior and Multiple Restatement Announcements,". International Journal of Finance, 29(2).
• Fernandez, G. (2015). With One Shot, Which Bullet Would You Use? (III) Market versus Accounting Data in. International Journal of Finance.
• Mishra, S., & Daigler, R. T. (2014). Intraday Trading and Bid–Ask Spread Characteristics for SPX and SPY Options. Journal of Derivatives, 21(3).
• Fernandez, G., Mishra, S., & Prakash, A. J. (2014). With One Shot, Which Bullet Would You Use? Market versus Accounting Data in Bankruptcy Prediction Part I (The Univariate Case),". International Journal of Finance, 26(2).
• Fernandez, G. (2014). With One Shot, Which Bullet Would You Use? (I) Market versus Accounting Data in. International Journal of Finance.
• Mishra, S., Raghunandan, R., & Singhvi, M. (2012). Market reactions to appointment of audit committee director’s post-SOX: A note. Journal of Accounting and Public Policy, 34(1).
• Mishra, S., Chang, C., Lin, S. W., & Shanker, S. (2011). Information disclosures in the share repurchase announcements: Does IT matter to investors? International Journal of Finance.
• DeFusco, R. A., Mishra, S., & Raghunandan, K. (2010). Changes in the information efficiency of stock prices: Additional evidence. Financial Review, 45(1).
• Mishra, S., Rowe, W. W., Prakash, A. J., & Ghosh, D. (2009). Spread behavior around board meetings for firms with concentrated insider ownership. Journal of Financial Markets, 12(4).
• Dao, M., Mishra, S., & Raghunandan, K. (2008). Auditor Tenure and Shareholder Ratification of the Auditor. Accounting Horizons, 22(3).
• Mishra, S., DeFusco, R. A., & Prakash, A. J. (2008). Skewness Preference, Value and Size Effects. Applied Financial Economics, 18(5).
• Mishra, S. (2007). A contemporary history of academic research on liquidity and its impact on asset pricing models. International Journal of Finance.
• Huang, H., Mishra, S., & Raghunandan, K. (2007). Types of non-audit fees and financial reporting quality. Auditing: A Journal of Practice and Theory, 26(1).
• Mishra, S., Prakash, A. J., Karels, G. V., & Pactwa, T. (2007). Skewness preference and the measurement of abnormal returns. Applied Economics, 39(6).
• Nguyen, D., Mishra, S., Prakash, A., & Ghosh, D. (2007). Liquidity and asset pricing under the three-moment CAPM paradigm. Journal of Financial Research, 30(3).
• Mishra, S., Prakash, A. J., & Karels, G. V. (2005). Bank Mergers and Components of Risk: An Evaluation. Journal of Economics and Finance, 29(1).
• Mishra, S., Raghunandan, K., & Rama, D. (2005). Do Investors’ Perceptions Vary with Types of Non-audit Fees? Evidence from Auditor Ratification Voting. Auditing: A Journal of Practice and Theory, (Number 2).
• Prakash, A. J., Mishra, S., & Ghosh, D. (2005). The Kraus and Litzenberger Quadratic Characteristic Line. Frontiers in Finance and Economics, 2(2).
• Lawrence, E. R., Mishra, S., & Prakash, A. J. (2004). A Synthesis of Theoretical Relationship between Systematic Risk and Financial and Accounting Variables. International Journal of Finance, 2(1).
• Mishra, S., & McCabe, G. (2003). Bid-Ask Spread and Variability, and Measures of Risk: A Theoretical Perspective. International Journal of Finance, 15(4).

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