Subu Venkataraman

Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse Information Component of the Bid-Ask Spread

M. Nimalendran, Anand S. Desai, Mahendrarajah Nimalendran, 1998 .

Value at risk for a mixture of normal distributions: the use of quasi- Bayesian estimation techniques

Subu Venkataraman, S. Venkataraman, 1997 .