Atanu Saha

Employment

• Econ One Research Inc Managing Director
  2019 - Present

Education

• University of California Davis Ph.D.
  1988 - 1991

Projects & Funding

Projects & funding information is unavailable.

Publications (33)

• Has the VIX index been manipulated?
  Journal of Asset Management 2019 DOI: 10.1057/s41260-018-00102-4
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• Option writing: Using VIX to improve returns
  Journal of Derivatives 2018 DOI: 10.3905/jod.2018.26.2.038
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• A tale of two anomalies: Higher returns of low-risk stocks and return seasonality
  Financial Review 2015 DOI: 10.1111/fire.12066
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• Detecting price artificiality and manipulation in futures markets: An application to Amaranth
  Journal of Derivatives and Hedge Funds 2012 DOI: 10.1057/jdhf.2012.7
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• Valuation of cash flows with time-varying cessation risk
  Journal of Business Valuation and Economic Loss Analysis 2012 DOI: 10.1515/1932-9156.1126
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• The loss causation requirement for rule 10b-5 causes of action: The implications of Dura Pharmaceuticals, Inc. v. Broudo
  Business Lawyer 2007
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• To bundle or not to bundle: Firms' choices under pure bundling
  International Journal of the Economics of Business 2007 DOI: 10.1080/13571510601097140
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• Why do hedge funds stop reporting performance?
  Journal of Portfolio Management 2007 DOI: 10.3905/jpm.2007.698041
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• Complementary goods: Prices and consumer welfare under duopoly and monopoly
  International Journal of the Economics of Business 2006 DOI: 10.1080/13571510600961353
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• Generic competition in the US pharmaceutical industry
  International Journal of the Economics of Business 2006 DOI: 10.1080/13571510500519905
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