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Your search keyword '"Ranjan, R."' showing total 82 results
Start Over Author "Ranjan, R." Publisher elsevier bv
82 results on '"Ranjan, R."'

1. Expert panel recommendations for topical hemostatic agent use in varied bleeding sites and situations during neuro-spine surgeries

Author

Deopujari, C.E., primary, Ambekar, S., additional, Yetukuri, B.R., additional, Diyora, B., additional, Ghosh, A., additional, Krishnan, P., additional, Panigrahi, M., additional, Ranjan, R., additional, Raman, C., additional, Tyagi, S., additional, Vaishya, S., additional, Venkataramana, N., additional, Sinha, V.D., additional, Paniker, D., additional, and Das, S., additional

Published
2024
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20. Broken Exchanges

Author

Ranjan R. Chakravarty and Sudhanshu Sekhar Pani

Subjects
Competition (economics), Derivative (finance), Stock exchange, media_common.quotation_subject, Financial market, Business, Market microstructure, Monetary economics, Listing (finance), Welfare, Capital market, media_common
Abstract

When should a capital markets regulator introduce competition and restrictions into business segments? This paper examines a possible basis to aid such decision making in the regulation of stock exchanges that deal with equities and linked derivatives. Market microstructure invariance hypotheses is extended to the ‘Invariance of Trades in stock exchanges’ continuing with the intuition that financial markets transfer risks in business time. The market quality of stock exchanges is examined using this hypothesis and measures such as per day Turnover-per-trade. Market quality is found to be broken in a few Asian exchanges (BSE, NSE, Korea Exchange, Shanghai and Shenzhen Exchange) that show high implied risk. Broken exchanges cannot meet their welfare role, which starts with formation of prices of underlying assets. High risk levels in these exchanges have potential to distort the welfare functions in the economy. Regulatory intervention in form of inducing competition, increased primary listing and restriction on derivative segment activity is recommended for the NSE.

Published
2019

21. Hot deformation behavior of Hastelloy-X preforms built using directed energy deposition based laser additive manufacturing

Author

Kushvinder S. Bindra, V. Anil Kumar, Christ P. Paul, Ranjan R, and A. N. Jinoop

Subjects
Materials science, Strain (chemistry), Q value, Mechanical Engineering, 02 engineering and technology, Strain rate, Strain hardening exponent, 010402 general chemistry, 021001 nanoscience & nanotechnology, Condensed Matter Physics, 01 natural sciences, 0104 chemical sciences, Hot working, Mechanics of Materials, General Materials Science, Composite material, Deformation (engineering), Dislocation, 0210 nano-technology, Softening
Abstract

Hastelloy-X (Hast-X) preforms built using Laser Directed Energy Deposition (LDED) are investigated for hot workability using hot deformation tests (temperature: 1223–1373 K, strain rate: 0.01–10 s−1). Strain hardening is observed at lower strain due to dislocation pileup and flow softening is observed at higher strain. Cyclic strain rate jump test and jump temperature tests are performed to calculate strain sensitivity factor and activation energy (Q), respectively. The derived constitutive equations are found to be in good agreement with experimental results with maximum deviation of 20%. Average Q value is found to be 280 kJ·mol−1, which is lower than that for similar alloys in wrought condition. The lower ‘Q’ value confirms the suitability of hot working of LDED built Hast-X as a potential method to build high strength engineering components.

Published
2020

22. Liquidity, Durations and Bid-Ask Spread in Limit Order Markets

Author

Ranjan R. Chakravarty and Sudhanshu Sekhar Pani

Subjects
Bid–ask spread, Ask price, Order (exchange), Business, Monetary economics, Information flow (information theory), Limit (mathematics), Bid price, Stock (geology), Market liquidity
Abstract

The complex pattern of the dependence that exists between liquidity, durations and spread in a limit order market is examined. These relationships evolve during the trading day and can change on an hourly basis. Using intraday data for a NASDAQ 100 stock we confirm that limit orders, placed in five levels on both bid and ask side, provide liquidity and are an important conduit of information flow along with the spread. The bid side and ask side liquidity can play different roles in different trading sessions. Informed traders resort to limit order placement in a controlled fashion by relating it with the trade durations and influencing the trades through the spread. Once information flow is complete, the market is driven by order and trade durations.

Published
2018

23. Non-Microstructure Noise

Author

Ranjan R. Chakravarty and Sudhanshu Sekhar Pani

Subjects
Robustification, Noise, Bid–ask spread, Market depth, Ultra high frequency, Computer science, Group method of data handling, Statistics, Sample (statistics), Microstructure
Abstract

High resolution Ultra High Frequency (UHF) quotes and trades are examined to detect patterns which do not correspond to plausible market activity as in Brownlees and Gallo (2006). Non-microstructure noise is identified as a process. Methods of treatment are evaluated. A resultant paradigm of data handling is presented. Empirical evidence from a sample of NASDAQ stocks demonstrates that the removal of non-microstructure noise from the limit order book significantly improves estimation across techniques and all levels of market depth.

Published
2018

37. Bids and asks in disequilibrium market microstructure: The case of IBM

Author

Thomas H. McInish, Frederick H. deB. Harris, and Ranjan R. Chakravarty

Subjects
Economics and Econometrics, Risk premium, Disequilibrium, Market microstructure, Information asymmetry, Order (exchange), Ask price, Economics, medicine, Econometrics, Endogeneity, medicine.symptom, Volatility (finance), Finance
Abstract

Microstructure research has recently forged two theoretical frameworks characterizing stock specialist behavior: a Walrasian inventory-theoretic individual optimization model sometimes with asymmetric information, and a queue-theoretic disequilibrium market model of the continuous auction process. To test the Brock and Kleidon (Journal of Economic Dynamics and Control, 16 (1992) 451–489) continuous auction process, two simultaneous autoregressive equations for ask prices and for bid prices are estimated using transactions data for IBM for calendar year 1988. The results support Brock and Kleidon's distinguishing implications — namely, increased trading volume raises the ask and lowers the bid, and a Hausman-type specification test fails to reject the exogeneity of order flows at the bid and the ask. Also, greater price volatility within a fifteen minute interval leads to both lower bids and lower asks as buyers are accorded a risk premium, consistent with Brown, Harlow and Tinic's (Journal of Financial Economics, 22 (1988) 355–385) uncertain information hypothesis for efficient markets.

Published
1995

43. Orbital infarction in sickle cell disease: A clinicogenetic study from Oman

Author

Sana S. Al-Zuhaibi, Anil Pathare, Salam Alkindi, Anuradha Ganesh, Ranjan R. William, and Yasser Wali

Subjects
Ophthalmology, medicine.medical_specialty, medicine.anatomical_structure, business.industry, Internal medicine, Pediatrics, Perinatology and Child Health, Cell, medicine, Infarction, Disease, medicine.disease, business
Published
2007

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