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Kumar, Brajesh's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,843 |
Total
Citations
5 |
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1.
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Singh, Priyanka
IIM Ahmedabad Kumar, Brajesh
IIM Ahmedabad
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04 Sep 08
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Last Revised:
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20 Sep 08
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662
(17,339)
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1
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Trade-off theory, Pecking order theory, capital structure, emerging market
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2.
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Kumar, Brajesh
IIM Ahmedabad Singh, Priyanka
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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| Posted: |
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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
(18,786)
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3
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3.
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Kumar, Brajesh
IIM Ahmedabad Singh, Priyanka
IIM Ahmedabad
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| Posted: |
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04 Jun 08
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Last Revised:
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11 Dec 08
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526
(23,890)
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Volatility, GARCH-in-Mean, Seasonality, S&P CNX Nifty, Gold, Soybean
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4.
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Singh, Priyanka
IIM Ahmedabad Kumar, Brajesh
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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| Posted: |
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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
(38,035)
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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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5.
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Singh, Priyanka
IIM Ahmedabad Kumar, Brajesh
IIM Ahmedabad
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| Posted: |
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25 Aug 08
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Last Revised:
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25 Nov 08
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332
(42,831)
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Underpricing, IPO, Indian Capital Markets, institutional investors, retail investors
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6.
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Kumar, Brajesh
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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330
(43,127)
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Volatility, Volume, Open Interest, MDH, Emerging Market
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7.
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Chaturvedi, Vaibhav
IIM Ahmedabad Dholakia, Ravindra H.
affiliation not provided to SSRN Kumar, Brajesh
IIM Ahmedabad
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326
(43,738)
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Growth, Savings, Inflation, Asia, Simultaneity, Fixed-Effect
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8.
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Kumar, Brajesh
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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290
(50,155)
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CCC-MGARCH, commodity futures, hedging effectiveness, dynamic hedge ratio
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9.
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Kumar, Brajesh
IIM Ahmedabad
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202
(74,121)
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Spot volatility, Commodity Market, Futures trading activity, GARCH, VAR
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10.
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Kumar, Brajesh
IIM Ahmedabad Singh, Priyanka
IIM Ahmedabad Pandey, Ajay
IIM Ahmedabad
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182
(82,018)
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Trading volume, Volatility, Mixture of distributions hypothesis, GARCH, Granger Causality, VAR, Impulse response function, Variance decomposition
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11.
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Singh, Priyanka
IIM Ahmedabad Kumar, Brajesh
IIM Ahmedabad
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Indian stock market, tri-variate Johansen Cointegration, Granger causality, tri-variate VAR, return spillover
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12.
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Kumar, Brajesh
IIM Ahmedabad Singh, Priyanka
IIM Ahmedabad
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| Posted: |
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07 Aug 08
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Last Revised:
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08 Aug 08
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castor seed, gold, guar seed, silver, maize, soyoil, soybean, mean reversion, persistence, randomness, commodity
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Records 1 -
12
of 12 matches
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1
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