Bidisha Chakrabarty

  • Citations Per Year
Learn More
Internal repetition within proteins is a commonly observed phenomenon as these provide multiple binding sites for protein-protein interactions by forming integrated multi-repeat assemblies in three-dimension. However, at the sequence level the similarity between internal copies of the repeats is generally low, and identification at the structural level is(More)
Ellis, Michaely, and O’Hara (2000) find that all widely used trade classification rules have limited success in classifying trades executed inside the quotes. We reconfirm this result and propose an alternative algorithm to improve the classification accuracy for trades inside the quotes. This alternative algorithm improves the overall success rate for(More)
Non-supersymmetric black hole microstates are of great interest in the context of the black hole information paradox. We identify the holographic description of the general class of non-supersymmetric orbifolded D1-D5-P supergravity solutions found by Jejjala, Madden, Ross and Titchener. This class includes both completely smooth solutions and solutions(More)
How do different databases define a firm? What are the rules for listing/de-listing firms across databases? In this paper we show that the listing/de-listing criteria across the CRSP and TAQ databases are different enough to impact the magnitude and direction of statistical profits of “momentum” portfolios. We show that while standard momentum returns(More)
Using intraday order-flow data for a broad and long sample of NYSE/AMEX stocks, we show that the non-information component of trading costs is priced in the crosssection of stock returns. More importantly, we show that the non-information component is much larger and more strongly related to stock returns than the adverseselection component, indicating that(More)
We document significant increases in short positions on days when company insiders sell their firms’ shares. Short selling increases before insider sales are publicly reported and often before insiders finish selling. Furthermore, the magnitude of short selling activity is consistent with short sellers’ knowledge of the insider’s rank (e.g., CEO, CFO, or a(More)
We test the split signaling hypothesis by studying sophisticated investors’ reaction to stock split announcements. Return-based tests of signaling used in earlier studies produce conflicting results and have been recently criticized as unreliable. We bypass this criticism by focusing on longterm post-split behavior of short sellers who are generally(More)
  • 1