Ministry of Education
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Dr Samarpan Nawn

vidwan id: 105996
Male

Assistant Professor, Finance and Accounting
Indian Institute of Management Udaipur

Orchid Icon 0000-0002-5124-5409 Google Scholar Icon 57203267855

Expertise

  • Business, Finance

Publications

Total Articles 7
Books 0
Proceedings 0

Publications

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Scopus

Citations 94
h-index 3

CrossRef

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Citations 17
h-index 2
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Bio

Market Microstructure

Personal Details

  • Male
  • Assistant Professor , Indian Institute of Management Udaipur
  • Indian Institute of Management Udaipur
Ph.D
Indian Institute of Management Calcutta 2018
Assistant Professor Jun 2018 – Present
Indian Institute of Management Udaipur | Finance and Accounting

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Scholarly Work

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Scholarly Publications

Message traffic and short-term illiquidity in high-speed markets

Open Access
Article
Emerging Markets Review. Year: 2025. Volume: 65 .
Authors: Abad D.;Massot M.;Nawn S.;Pascual R.;Yagüe J.
DOI 10.1016/j.ememar.2024.101251

Trade informativeness of foreign investors in India

Open Access
Article
Journal of Asset Management. Year: 2025. Volume: 26 , Issue: 1 , Pages: 83-90 .
Authors: Raizada G.;Nawn S.
DOI 10.1057/s41260-024-00387-8

Proprietary algorithmic traders and liquidity supply during the pandemic

Open Access
Article
Finance Research Letters. Year: 2024. Volume: 61 .
Authors: Banerjee A.;Nawn S.
DOI 10.1016/j.frl.2024.105052
1

What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?

Open Access
Article
Finance Research Letters. Year: 2021. Volume: 38 .
Authors: Aggarwal S.;Nawn S.;Dugar A.
DOI 10.1016/j.frl.2020.101827
67

Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?

Open Access
Article
Journal of Empirical Finance. Year: 2019. Volume: 53 , Pages: 109-125 .
Authors: Nawn S.;Banerjee A.
DOI 10.1016/j.jempfin.2019.06.003
6 10

Do Proprietary Algorithmic Traders Withdraw Liquidity during Market Stress?

Open Access
Article
Year: 2019. Volume: 48 , Issue: 2 , Pages: 641-676 .
Authors: Nawn S.;Banerjee A.
DOI 10.1111/fima.12238
11 15