.
Basu, Devraj's
Scholarly Papers
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Aggregate Statistics
Total Downloads
9,648
Total
Citations
29
1.
Basu, Devraj Skema Business School
Oomen, Roel C. A. Deutsche Bank AG
Stremme, Alexander Warwick Business School
Posted:
22 Jun 06
Last Revised:
20 Aug 10
2,621
(1,778)
2
commodities, active asset management, return predictability, Commitment of Traders report
2.
Basu, Devraj Skema Business School
Miffre, Joelle EDHEC Business School
Posted:
12 Feb 09
Last Revised:
09 Jan 13
1,357
(5,639)
5
Commodity, Risk premium, Hedging pressure, Term structure, Momentum
3.
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
1,026
(9,033)
2
Capital Asset Pricing Model, Time-Varying Risk Premium
4.
Basu, Devraj Skema Business School
Miffre, Joelle EDHEC Business School
Posted:
04 Mar 09
Last Revised:
01 Apr 09
811
(13,031)
1
Commodity futures, Hedging pressure, Active strategies
5.
Abhyankar, Abhay University of Exeter Business School, University of Exeter
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
567
(21,826)
asset pricing, return predictability, mean-variance analysis, conditioning information
6.
Basu, Devraj Skema Business School
Hung, Chi-Hsiou Daniel Adam Smith Business School
Oomen, Roel C. A. Deutsche Bank AG
Stremme, Alexander Warwick Business School
483
(26,997)
2
Investor Sentiment, Dynamic Asset Allocation
7.
The Economic Value of Linkages between Spot and Futures Market
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Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
Posted:
17 Mar 08
Last Revised:
21 Mar 11
453
(29,389)
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
Posted:
11 Feb 09
Last Revised:
21 Mar 11
396
Return Predictability, Hedging Pressure, Timing Strategies
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
57
Return Predictability, Hedging Pressure, Timing Strategies
8.
Abhyankar, Abhay University of Exeter Business School, University of Exeter
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
442
(30,320)
10
Asset pricing, return predictability
9.
Basu, Devraj Skema Business School
Hung, Chi-Hsiou Daniel Adam Smith Business School
Stremme, Alexander Warwick Business School
426
(31,821)
International asset pricing, Time-varying Risk Premia
10.
Abhyankar, Abhay University of Exeter Business School, University of Exeter
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
294
(49,916)
2
11.
Basu, Devraj Skema Business School
Hung, Chi-Hsiou Daniel Adam Smith Business School
Stremme, Alexander Warwick Business School
278
(53,233)
Asset Pricing, Return Predictability, International Diversification
12.
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
268
(55,444)
3
Asset Pricing, Factor Models, Size/Value Prmium, Momentum Effect
13.
Basu, Devraj Skema Business School
224
(67,324)
equity premium puzzle, conditioned diffusions, dividend yield regressions.
14.
Basu, Devraj Skema Business School
Hung, Chi-Hsiou Daniel Adam Smith Business School
Posted:
03 Mar 08
Last Revised:
06 May 09
218
(69,256)
Country-specific asset pricing, Nonlinear SDF, Time-varying risk premiums
15.
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
103
(133,835)
16.
Basu, Devraj Skema Business School
Szymanowska, Marta Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
15 Feb 11
Last Revised:
17 Jun 13
73
(166,997)
asset pricing, persistent predictors, stochastic discount factor bounds, conditioning information
17.
Basu, Devraj Skema Business School
Oomen, Roel C. A. Deutsche Bank AG
Stremme, Alexander Warwick Business School
4
(331,333)
2
18.
Basu, Devraj Skema Business School
Stremme, Alexander Warwick Business School
Asset Pricing, Portfolio Efficiency, Conditional Factor Models
19.
Abhyankar, Abhay University of Exeter Business School, University of Exeter
Basu, Devraj Skema Business School