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Pandey, Ajay's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,008 |
Total
Citations
5 |
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1.
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Kumar, Brajesh
IIM Ahmedabad Singh, Priyanka
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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06 Aug 08
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Last Revised:
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28 Dec 10
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627
(18,763)
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3
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2.
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Singh, Priyanka
IIM Ahmedabad Kumar, Brajesh
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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08 Jan 09
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Last Revised:
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28 Dec 10
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366
(38,000)
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1
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Return Spillover, Volatility spillover, VAR (15), BEKK, Emerging market, Cointegration, Granger causality
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3.
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Kumar, Brajesh
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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329
(43,248)
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Volatility, Volume, Open Interest, MDH, Emerging Market
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4.
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Kumar, Brajesh
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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290
(50,109)
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CCC-MGARCH, commodity futures, hedging effectiveness, dynamic hedge ratio
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5.
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Kumar, Brajesh
IIM Ahmedabad Singh, Priyanka
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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182
(81,943)
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Trading volume, Volatility, Mixture of distributions hypothesis, GARCH, Granger Causality, VAR, Impulse response function, Variance decomposition
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6.
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Morris, Sebastian
Indian Institute of Management, Ahmedabad - Economics Pandey, Ajay
IIM Ahmedabad
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79
(157,554)
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Land, India, Eminent-domain, Acqusition, Valuation, Law, Real-Estate, Government, Rent, Distortion
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7.
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Morris, Sebastian
Indian Institute of Management, Ahmedabad - Economics Pandey, Ajay
IIM Ahmedabad
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58
(186,912)
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Public-Policy, Subsidy, India, Oil, Kerosene, Pricing, Public-expenditure
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8.
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Morris, Sebastian
Indian Institute of Management, Ahmedabad - Economics Pandey, Ajay
IIM Ahmedabad
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26
(254,976)
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1
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India, land, acquisition, hold out problem, infrastructure, public policy, urban policies, land use, rents
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9.
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Agarwalla, Sobhesh Kumar
Indian Institute of Management Ahmedabad Jacob, Joshy
Indian Institute of Management Pandey, Ajay
IIM Ahmedabad
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| Posted: |
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13 Dec 12
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Last Revised:
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15 Dec 12
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25
(258,101)
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Call Auction, Market Opening, Market Effciency, Intraday Behaviour, Emerging Markets
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10.
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Agarwalla, Sobhesh Kumar
Indian Institute of Management Ahmedabad Pandey, Ajay
IIM Ahmedabad
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22
(268,261)
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intraday volatility, emerging market, calendar effects, cross-listing, derivatives expiry days
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11.
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Agarwalla, Sobhesh Kumar
Indian Institute of Management Ahmedabad Pandey, Ajay
IIM Ahmedabad
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4
(328,029)
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Block Trades, Market Microstructure, All-or-None Trades
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Records 1 -
11
of 11 matches
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