Banerjee, A., Chakrabarti, A., & Chakrabarti, A. S. (2024). The origin of return correlation networks. Journal of Complex Networks, 12(2) (ABDC-A)
Banerjee, A., Das, P., & Fuerst, F. (2024). Are Green and Healthy Building Labels Counterproductive in Emerging Markets? An Examination of Office Rental Contracts in India. Journal of Cleaner Production, 141838. (ABDC-A)
Banerjee, A., & Nawn, S. (2024). Proprietary algorithmic traders and liquidity supply during the pandemic. Finance Research Letters, 105052. (ABDC-A)
Banerjee, A., & Roy, P. (2023). High-frequency traders’ evolving role as market makers. Pacific-Basin Finance Journal, 82, 102184. (ABDC-A)
Banerjee, A., & Banerjee, A. (2020). Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market. Journal of Futures Markets, 40(3), 355-373. (ABDC-A)
Sarkar, S., & Banerjee, A. (2016). Measuring batting consistency and comparing batting greats in test cricket: innovative applications of statistical tools. Decision, 43, 365-400.
Banerjee, A., Chakrabarty, M., & Mukherjee, S. (2022). Data as Guide to Policy: Bills of Mortality of 17th Century and COVID-19 of 21st Century. In The Impact of COVID-19 on India and the Global Order: A Multidisciplinary Approach (pp. 81-98). Singapore: Springer Nature Singapore.
Banerjee, A., Chakrabarti, A., & Chakrabati, A. S. - Pricing Information: Evidence from Transaction-Level Data on High-Frequency Traders
Banerjee, A., & Kumar, SSS. - Speed Meets Information Advantage: Assessing the Role of High-Frequency Trading Amidst Insider Trading
Banerjee, A., & Banerjee, A. - Information Flow Between Spot and Futures Markets: The Role of Algorithmic Traders
Banerjee, A., Banerjee, A., & Mukherjee, D. N. - Fintech Lenders: A Threat to Shadow Banks?
Banerjee, A., & Banerjee, A. - How Do High-Frequency Traders Use the Single Stock Futures Market?
Banerjee A. & Banerjee A. - Algorithmic Traders and Volatility Information Trading
Banerjee, A., & Kumar, SSS. - The Impact of Foreign Portfolio Investors and Corporate Insiders' Trading on PIN.