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ArunKumar, G.'s
Scholarly Papers
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Total Downloads
1,161 |
Total
Citations
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1.
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Malhotra, Madhuri Indian Institute of Technology (IIT), Madras M., Thenmozhi Indian Institute of Technology Madras ArunKumar, G. Indian Institute of Technology (IIT), Madras
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727
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Event study, Stock dividend, Liquidity, Stock market, Cross Sectional Regression
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2.
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S., Shijin Indian Institute of Technology (IIT), Madras ArunKumar, G. Indian Institute of Technology (IIT), Madras Bhattacharyya, Sanghamitra Indian Institute of Technology (IIT), Madras
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235
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Capital Asset Pricing Model (CAPM), Intertemporal Capital Asset Pricing (ICAPM), Equilibrium Multifactor model, Human capital, VAR estimates, Granger Causality/Block Exogeneity Wald Tests, Seemingly Unrelated Regression Estimation (SURE), Impulse Response Functions (IRF)
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3.
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S., Shijin Indian Institute of Technology (IIT), Madras ArunKumar, G. Indian Institute of Technology (IIT), Madras Bhattacharyya, Sanghamitra Indian Institute of Technology (IIT), Madras
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119
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Human Capital, Asset Prising, Size, Value, Market Risk
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4.
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Malhotra, Madhuri Madras School of Economics M., Thenmozhi Indian Institute of Technology Madras ArunKumar, G. Indian Institute of Technology (IIT), Madras
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61
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Bonus issue, rights Issue, volatility, ARCH, GARCH (1, 1), Indian stock market
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5.
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Sampath, Aravind Indian Institute of Technology (IIT), Madras - Department of Management Studies ArunKumar, G. Indian Institute of Technology (IIT), Madras
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11
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Tick by tick index returns, Variability Parameter, Variability Ratio, Variability Patterns
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6.
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Janakiraman, Vignesh IITM ArunKumar, G. Indian Institute of Technology (IIT), Madras
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8
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Sector Index, Cointegration, Long Term Relationship, Alternative Index Construction Methods a Research
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Records 1 -
6
of 6 matches
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1
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