|
Research Publications
|
| Article Name |
Publication Type |
Journal Name |
ISSN No |
Volume |
Year |
URL |
DOI |
|
Who leads in intraday gold price discovery and volatility
connectedness: Spot, futures, or exchange‐traded fund
|
|
JOURNAL OF FUTURES MARKET
|
|
|
2021 |
|
|
|
"On the determinants and prediction
of corporate financial distress
in India"
|
|
Managerial Finance
|
|
|
2021 |
|
|
|
Size Effect in Indian Equity Market: Myth or Reality?
|
|
Asia-Pacific Financial Markets
|
|
|
2020 |
|
|
|
"Disruptive Innovations, Fundamental
Strength and Stock Winners: Implications
for Stock Index Revisions"
|
|
Vision
|
|
|
2020 |
|
|
|
Firm Attributes, Corporate
Fundamentals and Investment
Strategies: An Empirical Study
for Indian Stock Market
|
|
Management and Labour Studies
|
|
|
2020 |
|
|
|
"Monetary Policy, Risk Aversion and
Uncertainty in an International Context"
|
|
Multinational Finance Journal
|
|
|
2020 |
|
|
|
"Explaining Value vs. Growth Fallacy: An Empirical
Study for Indian Market"
|
|
ASIAN JOURNAL OF FINANCE & ACCOUNTING
|
|
|
2019 |
|
|
|
Determinants of Successful Agri - Futures Contracts in India
|
|
Asian Journal of Finance & Accounting
|
|
|
2019 |
|
|
|
"Examining Dynamic Interdependencies
Among Major Global Financial Markets"
|
|
Multinational Finance Journal
|
|
|
2019 |
|
|
|
Stock Market Linkages and Spillover Effects: An Empirical Analysis of Select Asian Markets
|
|
Theoretical Economics Letters
|
|
|
2019 |
|
|
|
Impact of Commodity Transaction Tax on Market Liquidity, Volatility, and Government Revenues: An Empirical Study for India
|
|
VIKALPA
|
|
|
2019 |
|
|
|
"An examination of return and volatility spillovers
between mature equity markets"
|
|
JOURNAL OF ECONOMICS AND FINANCE
|
|
|
2019 |
|
|
|
"Are Prominent Equity
Market Anomalies in
India Fading Away?"
|
|
Global Business Review
|
|
|
2019 |
|
|
|
Dynamic Linkages between Brics and Other Emerging Equity Markets
|
|
Theoretical Economics Letters
|
|
|
2019 |
|
|
|
Dynamic currency linkages between select emerging market economies: An empirical study
|
|
Cogent Economics & Finance
|
|
|
2019 |
|
|
|
Board Busyness and Firm Performance: Evidence from India
|
|
Theoretical Economics Letters
|
|
|
2019 |
|
|
|
Explaining Value vs. Growth Fallacy: An Empirical Study for Indian Market
|
|
Asian Journal of Finance & Accounting
|
|
|
2019 |
|
|
|
"Dynamics of banking sector
integration in South Asia:
an empirical study"
|
|
"Indian Growth and Development Review"
|
|
|
2019 |
|
|
|
"Market development and policy issues for agri-derivatives
in India: a study of cotton and mentha"
|
|
AGRICULTURAL ECONOMICS RESEARCH REVIEW
|
|
|
2019 |
|
|
|
Dynamic Interaction of Bank Risk
Exposures: An Empirical Study for the
Indian Banking Industry
|
|
IIM Kozhikode Society & Management Review
|
|
|
2018 |
|
|
|
Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination
|
|
Journal of Quantitative Economics
|
|
|
2018 |
|
|
|
Domestic and International Information
Linkages between Gold Spot and Futures
Markets: An Empirical Study for India
|
|
Metamorphosis
|
|
|
2018 |
|
|
|
Domestic and International
Information Linkages for the
US Dollar/Indian Rupee Contracts:
An Empirical Study
|
|
Management and Labour Studies
|
|
|
2018 |
|
|
|
Mutual Fund Characteristics
and Investment Performance
in India
|
|
Management and Labour Studies
|
|
|
2018 |
|
|
|
Dynamics of Short and Long Term Debt Market
Integration in the South Asian Economies
|
|
Theoretical Economics Letters
|
|
|
2018 |
|
|
|
Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region
|
|
Journal of Quantitative Economics
|
|
|
2018 |
|
|
|
Dynamic Currency Linkages and Their Determinants: An Empirical Study for East Asian Economic Community Region
|
|
Emerging Markets Finance and Trade
|
|
|
2018 |
|
|
|
Time varying integration amongst the South Asian
equity markets: An empirical study
|
|
Cogent Economics & Finance
|
|
|
2018 |
|
|
|
Bank Risk Factors and Changing
Risk Exposures in the Pre- and
Post-financial Crisis Periods:
An Empirical Study for India
|
|
Management and Labour Studies
|
|
|
2017 |
|
|
|
Evaluating alternative
performance benchmarks for
Indian mutual fund industry
|
|
Journal of Advances in Management Research
|
|
|
2017 |
|
|
|
Information linkages among emerging equity
markets—an empirical study
|
|
Decision
|
|
|
2017 |
|
|
|
Examining dynamic currency linkages amongst South Asian
economies: An empirical study
|
|
Research in International Business and Finance
|
|
|
2017 |
|
|
|
Volatility effect and the role of firm quality
factor in returns: Evidence from the Indian
stock market
|
|
IIMB Management review
|
|
|
2017 |
|
|
|
Domestic and international information linkages
between NSE Nifty spot and futures markets:
an empirical study for India
|
|
Decision
|
|
|
2016 |
|
|
|
Cross sectional moments and portfolio returns:
Evidence for select emerging markets
|
|
IIMB Management review
|
|
|
2016 |
|
|
|
Cross-sectional
Volatility and Stock
Returns: Evidence for
Emerging Markets
|
|
VIKALPA
|
|
|
2016 |
|
|
|
Integration from Retail Banking to Non-Financial Corporations in EMU
|
|
Journal of Economic Integration
|
|
|
2016 |
|
|
|
Assessing time-varying stock market integration
in Economic and Monetary Union for normal and
crisis periods
|
|
The European Journal of Finance
|
|
|
2016 |
|
|
|
THE BEHAVIOUR OF PRICE MULTIPLES IN INDIA (1990–2007)
|
|
ASIAN ACADEMY of MANAGEMENT JOURNAL of ACCOUNTING and FINANCE
|
|
5(1) |
2009 |
|
|
|
An Examination of Home Advantage (Bias) Argument in the Indian Financial Markets: Domestic Financial Institutional Investors (DFIIs) Vis-a-Vis Foreign Institutional Investors (FIIs)
|
|
Asian Journal of Finance & Accounting
|
|
1(2) |
2009 |
|
|
|
INVESTOR SENTIMENT IN INDIA: A SURVEY
|
|
VISION-The Journal of Business Perspective
|
|
13(2) |
2009 |
|
|
|
"INVESTMENT STRATEGIES OF FIls
IN THE INDIAN EQUITY MARKET"
|
|
VISION-The Journal of Business Perspective
|
|
13(1) |
2009 |
|
|
|
A Study of Adequacy, Cost and Determinants of International Reserves in India
|
|
International Research Journal of Finance and Economics
|
|
20(2) |
2008 |
|
|
|
SHORT-TERM PERSISTENCE IN MUTUAL FUNDS PERFORMANCE: EVIDENCE FROM INDIA
|
|
Journal of Accounting, Business & Management
|
15(1)
|
|
2008 |
|
|
|
DETERMINANTS OF IMPLIED VOLATILITY FUNCTION ON THE NIFTY INDEX OPTIONS MARKET: EVIDENCE FROM INDIA
|
|
"ASIAN ACADEMY of MANAGEMENT JOURNAL of ACCOUNTING and FINANCE"
|
|
4(1) |
2008 |
|
|
|
Drivers of Option Liquidity: Evidence from India.
|
|
Journal of Accounting – Business & Management
|
|
15(2) |
2008 |
|
|
|
"RATIONAL SOURCES OF MOMENTUM PROFITS:
EVIDENCE FROM THE INDIAN EQUITY MARKET"
|
|
The IUP journal of applied finance
|
|
|
2008 |
|
|
|
TESTS OF TECHNICAL ANALYSIS IN INDIA
|
|
VISION
|
|
11(3) |
2007 |
|
|
|
VALUE EFFECT IN INDIAN STOCK MARKET
|
|
The ICFAI Journal of Applied Finance
|
|
13(1) |
2007 |
|
|
|
"SOURCES OF SIZE EFFECT: EVIDENCE FROM INDIAN STOCK
MARKET"
|
|
The ICFAI Journal of Applied Finance
|
|
12(1) |
2006 |
|
|
|
Technical Analysis in the Indian Capital Market... A Survey.
|
|
Decision
|
|
32(1) |
2005 |
|
|
|
"SIZE EFFECT IN INDIAN STOCK MARKET: SOME
EMPIRICAL EVIDENCE"
|
|
The Journal of Business Perspective
|
|
9(4) |
2005 |
|
|
|
"Company Characteristics and Common Stock
Returns : The Indian Experience"
|
|
VISION: The Journal of Business Perspective
|
|
8(2) |
2004 |
|
|
|
Momentum Profits, Portfolio Characteristics and Asset Pricing Models
|
|
decision
|
|
31(2) |
2004 |
|
|
|
"Test of the Fama and
French Model in India"
|
|
decision
|
|
30(2) |
2003 |
|
|
|
Contrarian and Momentum Strategies in the Indian Capital Market
|
|
Vikalpa
|
|
27(1) |
2002 |
|
|
|
Abnormal returns using technical analysis: The Indian experience
|
|
Finance India
|
|
16(1) |
2002 |
|
|
|
Forecasting P/E Ratios for the Indian Capital Market
|
|
decision
|
|
28(1) |
2001 |
|
|
|
Cross sectional moments and portfolio returns: evidence for select emerging markets
|
|
IIMB Management Review
|
|
28(3) |
2016 |
|
|
|
"Domestic and International Information
Linkages between Gold Spot and Futures
Markets: An Empirical Study for India"
|
|
Metamorphosis
|
|
17(1) |
2018 |
|
|
|
"Mutual Fund Characteristics
and Investment Performance
in India"
|
|
Management and Labour Studies
|
|
43(1-2) |
2018 |
|
|
|
Volatility effect and the role of firm quality factor in returns: Evidence from the Indian stock market
|
|
IIMB MANAGEMENT REVIEW
|
|
29(1) |
2017 |
|
|
|
Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India
|
|
Decision
|
|
43(3) |
2016 |
|
|
|
Dynamic Currency Linkages and Their Determinants: An Empirical Study for East Asian Economic Community Region
|
|
Emerging Markets Finance and Trade
|
|
54(7) |
2018 |
|
|
|
Dynamics of Short and Long Term Debt Market Integration in the South Asian Economies
|
|
Theoretical Economics Letters
|
|
8(11) |
2018 |
|
|
|
Evaluating alternative performance benchmarks for Indian mutual fund industry
|
|
Journal of Advances in Management Research
|
|
14(2) |
2017 |
|
|
|
Examining dynamic currency linkages amongst South Asian economies: An empirical study
|
|
Research in International Business and Finance
|
|
42 |
2017 |
|
|
|
"Domestic and International
Information Linkages for the
US Dollar/Indian Rupee Contracts:
An Empirical Study"
|
|
Management and Labour Studies
|
|
43(4) |
2018 |
|
|
|
Time varying integration amongst the South Asian equity markets: An empirical study
|
|
Cogent Economics & Finance
|
|
|
2018 |
|
|
|
Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region
|
|
Journal of Quantitative Economics
|
|
16(2) |
2018 |
|
|
|
Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India
|
|
Decision
|
|
43(3) |
2016 |
|
|
|
Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination
|
|
JOURNAL OF QUANTITATIVE ECONOMICS
|
|
16(1) |
2018 |
|
|
|
Bank Risk Factors and Changing Risk Exposures in the Pre- and Post-financial Crisis Periods: An Empirical Study for India
|
|
Management and Labour Studies
|
|
42(4) |
|
|
|
|
Information linkages among emerging equity markets—an empirical study
|
|
Decision
|
|
44(1) |
2017 |
|
|
|
Information Transmission Between NSE50 Spot and Derivative Platforms in India: An Empirical Study
|
|
Journal of quantitative Economics
|
|
13(2) |
2015 |
|
|
|
Regime dependent dynamics and European stock markets: Is asset allocation really possible?
|
|
Empirica
|
|
42(1) |
2015 |
|
|
|
PROFITABILITY OF PRICE, EARNINGS AND REVENUE MOMENTUM STRATEGIES: THE INDIAN EVIDENCE
|
|
ASIAN ACADEMY of MANAGEMENT JOURNAL of ACCOUNTING and FINANCE
|
|
11(1) |
2015 |
|
|
|
Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets
|
|
VIKALPA
|
|
41(3) |
2016 |
|
|
|
Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
|
|
The European Journal of Finance
|
|
23(11) |
2016 |
|
|
|
Cross sectional moments and portfolio returns: Evidence for select emerging markets
|
|
IIMB Management Review
|
|
28(3) |
2016 |
|
|
|
Dissecting sources of price momentum: evidence from India
|
|
International Journal of Emerging Markets
|
|
10(4) |
2015 |
|
|
|
The investigation of destabilization effect in India’s agriculture commodity futures market
|
|
Journal of Financial Economic Policy
|
|
7(2) |
2015 |
|
|
|
On the Possible Impact of a Commodity Transaction Tax on India’s Commodity Derivatives: An Empirical Study
|
|
Alternative Investment Analyst Review
|
|
3 |
2015 |
|
|
|
Real Estate Investment Selection and Empirical Analysis of Property Prices: Study of Select Residential Projects in Gurgaon, India
|
|
INTERNATIONAL REAL ESTATE REVIEW
|
|
18(4) |
2015 |
|
|
|
An investigation of price discovery and volatility spillovers in India’s foreign exchange market
|
|
Journal of Economic Studies
|
|
42(2) |
2015 |
|
|
|
Real Estate Investment Selection and Empirical Analysis of Property Prices: Study of Select Residential Projects in Gurgaon, India
|
|
INTERNATIONAL REAL ESTATE REVIEW
|
|
18(4) |
2015 |
|
|
|
Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets
|
|
VIKALPA
|
|
41(3) |
2016 |
|
|
|
Integration from Retail Banking to Non-Financial Corporations in EMU
|
|
Journal of Economic Integration
|
|
31(3) |
2016 |
|
|
|
"Dynamic Interaction of Bank Risk
Exposures: An Empirical Study for the
Indian Banking Industry"
|
|
IIM Kozhikode Society & Management Review
|
|
|
2018 |
|
|
|
Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective
|
|
International Journal of Emerging Markets
|
|
10(3) |
2015 |
|
|
|
Time-Varying Bond Market Integration in EMU
|
|
journal of Economic Integration
|
|
30(4) |
2015 |
|
|
|
The Eurozone crisis and its contagion effects on the European stock markets
|
|
Studies in Economics and Finance
|
|
31(3) |
2014 |
|
|
|
An Empirical Investigation of the Relationship between Net Stock Issues and Returns in India
|
|
Management and Labour Studies
|
|
38(4) |
2013 |
|
|
|
Past price changes, trading volume and prediction of portfolio returns
|
|
Journal of Advances in Management Research
|
|
12(3) |
2015 |
|
|
|
AN EXAMINATION OF PRICE DISCOVERY AND VOLATILITY SPILLOVERS OF CRUDE OIL IN GLOBALLY LINKED COMMODITY MARKETS
|
|
The International Journal of Business and Finance Research
|
|
5(5) |
2013 |
|
|
|
The Impact of M&A Announcement and Financing Strategy on Stock Returns: Evidence from BRICKS Markets
|
|
International Journal of Economics and Finance
|
|
4(11) |
2012 |
|
|
|
TESTS OF EQUITY MARKET ANOMALIES FOR SELECT EMERGING MARKETS
|
|
The International Journal of Business and Finance Research
|
|
8(3) |
2014 |
|
|
|
Cross-Sectional Variation in Stock Price Reaction to Bond Rating Changes: Evidence from India
|
|
Asian Journal of Finance & Accounting
|
|
5(2) |
2013 |
|
|
|
Information Transmission between India and International Commodities Futures Market: An Empirical Study for Bullion and Metals
|
|
Research in Applied Economics
|
|
5(4) |
2013 |
|
|
|
Stock Price Reactions to Earnings Announcements: Evidence from India
|
|
vision
|
|
19(1) |
2015 |
|
|
|
Valuation of IPOs in India-An Empirical study
|
|
Business and Economic Research
|
|
3(2) |
2013 |
|
|
|
Profitable trading strategies based on price multiple information: evidence from India
|
|
Afro-Asian Journal of Finance and Accounting
|
|
4(4) |
2014 |
|
|
|
Public Sector Disinvestment in India: Price Reactions and Underpricing Issues
|
|
Global Journal of Emerging Economies
|
|
6(2) |
2014 |
|
|
|
A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data
|
|
International Journal of Economics and Finance
|
|
5(1) |
2013 |
|
|
|
Long-term prior return patterns in stock and sector returns in India
|
|
Journal of Advances in Management Research
|
|
11(2) |
2014 |
|
|
|
LONG- TERM PRIOR RETURN PATTERNS IN STOCK RETURNS: EVIDENCE FROM EMERGING MARKETS
|
|
The International Journal of Business and Finance Research
|
|
7(2) |
2013 |
|
|
|
INFORMATION TRANSMISSION IN INDIA’S COMMODITY FUTURES MARKET: HOW EFFICIENT IS THIS MARKET?
|
|
Journal of Quantitative Economics
|
|
12(1) |
2014 |
|
|
|
Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
|
|
Economic Modelling
|
|
33 |
2013 |
|
|
|
A Search for Rational Sources of Stock Return Anomalies: Evidence from India
|
|
International Journal of Economics and Finance
|
|
4(4) |
2012 |
|
|
|
An Empirical Investigation of the Profitability Anomaly in the Indian Stock Market
|
|
Asian Journal of Finance & Accounting
|
|
4(2) |
2012 |
|
|
|
Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
|
|
The International Journal of Business and Finance Research
|
|
7(3) |
2013 |
|
|
|
Modeling and forecasting debt market yields: evidence from India
|
|
Banks and Bank Systems
|
|
6(4) |
2011 |
|
|
|
"Prior Return Patterns in Sector Returns: Evidence for
Emerging Markets"
|
|
Asian Journal of Finance & Accounting
|
|
Asian Journal of Finance & Accounting |
2012 |
|
|
|
Relationship between cross sectional volatility and stock returns: Evidence From India
|
|
Investment Management and Financial innovations
|
|
9(2) |
2012 |
|
|
|
Futures Trading and Spot Market Volatility: Evidence
from Indian Commodity Markets
|
|
Asian Journal of Finance & Accounting
|
|
4(2) |
2012 |
|
|
|
"“Short-term prior return patterns in stocks and sector returns: evidence for
BRICKS markets"
|
|
Investment Management and Financial Innovations
|
|
9(1) |
2012 |
|
|
|
"Robustness of Fama-French
Three Factor Model: Further
Evidence for Indian Stock Market"
|
|
Vision
|
|
17(2) |
2013 |
|
|
|
"Short-term momentum patterns
in stock and sectoral returns:
evidence from India"
|
|
"Journal of Advances in Management Research"
|
|
8(1) |
2011 |
|
|
|
Accruals and Cash Flows Anomalies: Evidence From Indian Stock Market
|
|
Investment Management and Financial innovations
|
|
9(2) |
2012 |
|
|
|
Price Discovery in Indian Agricultural Commodity Markets
|
|
International Journal of Accounting and Financial Reporting
|
|
2(2) |
2012 |
|
|
|
"Relationship between Oil Price Shocks
and Stock Market Performance: Evidence
for Select Global Equity Markets"
|
|
Vision
|
|
16(2) |
2012 |
|
|
|
A search for long-range dependence and chaotic structure in Indian stock market
|
|
Review of Financial Economics
|
|
20(2) |
2011 |
|
|
|
Strategic Allocation, Asset Pricing and Prior Return Patterns: Evidence from Indian Commodity Market
|
|
vision
|
|
16(4) |
2012 |
|
|
|
Exchange rates and prices in purchasing power parity framework: Are bilateral real exchange rates stationary?
|
|
International Journal of Economic Policy in Emerging Economies
|
|
4(3) |
2011 |
|
|
|
"How do macroeconomic news surprises affect round-the-clock price
discovery of gold?"
|
|
International Review of Financial Analysis
|
|
|
2021 |
|
|
|
Developing an investor sentiment index for India
|
|
Osmania Journal of International Business Studies
|
|
|
2010 |
|
|
|
Equity Valuation Using Price Multiples: A Comparative Study for BRICKS
|
|
Asain Journal of Finance & Accounting
|
|
2(1) |
2010 |
|
|
|
EQUITY VALUATION USING PRICE MULTIPLES: EVIDENCE FROM INDIA
|
|
ASIAN ACADEMY of MANAGEMENT JOURNAL of ACCOUNTING and FINANCE
|
|
6(1) |
2010 |
|
|
|
"Impact of infrastructure on
output, productivity and
efficiency
:Evidence from the Indian manufacturing
industry"
|
|
"Indian Growth and Development Review"
|
|
3(2) |
2010 |
|
|
