Amit Sinha

Bradley University - Department of Finance

Professor

1501 West Bradley Avenue

Peoria, IL 61625

United States

  • Bradley University - Department of Finance

SCHOLARLY PAPERS

21

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in Total Papers Downloads

1,991

SSRN CITATIONS
Rank 36,103

SSRN RANKINGS

Top 36,103

in Total Papers Citations

9

CROSSREF CITATIONS

20

Scholarly Papers (21)

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1.

The Efficacy of Conditional Cost of Carry Models in Pricing Oil Futures

Review of Futures Markets, Vol. 18, No. 3, 2009-2010
Number of pages: 41 Posted: 17 Dec 2009
Eric Girard, Amit Sinha and Rita Biswas
Siena College - School of Business, Bradley University - Department of Finance and University at Albany - SUNY
Downloads 204 (287,639)

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Oil Futures, Cost of Carry

2.

Risk and Return in the Next Frontier

Journal of Emerging Market Finance, Vol. 7, pp. 43-80, January 2008
Number of pages: 34 Posted: 17 Dec 2009
Eric Girard and Amit Sinha
Siena College - School of Business and Bradley University - Department of Finance
Downloads 197 (296,930)
Citation 1

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Emering Markets, Equity, EMDB, ICRG

3.

Bid-Ask Spread Determinants in Treasury Note Futures Contracts at the Chicago Board of Trade

Journal of Financial and Economic Practice, pp. 1-14, Fall 2009
Number of pages: 13 Posted: 15 Jan 2010
Mark E. Holder and Amit Sinha
affiliation not provided to SSRN and Bradley University - Department of Finance
Downloads 172 (335,382)
Citation 1

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Microstructure, Derivatives, Futures, T-note contracts, CBOT, Open-outcry

4.

Long-Run Performance Following Quality Management Certification

Review of Quantitative Finance and Accounting, Vol. 30, No. 1, pp. 93-109, 2008
Number of pages: 17 Posted: 17 Dec 2009
Eurico J. Ferreira, Dale Varble and Amit Sinha
Indiana State University, affiliation not provided to SSRN and Bradley University - Department of Finance
Downloads 167 (344,066)

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Quality management certification, ISO 9000 standards, Buy-and-hold abnormal returns, Calendar-time abnormal returns

5.

Trading Room Educational Programs: Issues and Recommendations

Journal of Business and Economics Research, Vol. 4, No. 3, pp. 59-68, 2006
Number of pages: 10 Posted: 02 Jan 2010
Amit Sinha, Eurico J. Ferreira and Ronald Green
Bradley University - Department of Finance, Indiana State University and affiliation not provided to SSRN
Downloads 157 (362,489)

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Trading Room

6.

Does Total Risk Matter? The Case of Emerging Markets

Downloads 85 (368,314)
Citation 4

Does Total Risk Matter? The Case of Emerging Markets

Multinational Finance Journal, Vol. 10, No. 1/2, pp. 117-151, 2006
Number of pages: 35 Posted: 18 Dec 2009
Eric Girard and Amit Sinha
Siena College - School of Business and Bradley University - Department of Finance
Downloads 85 (573,450)

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reward to risk, conditional risk, market price of risk, multivariate GARCH

7.

The Impact of Time Duration between Trades on the Price of Treasury Note Futures Contracts

The Journal of Futures Markets, Vol. 24, No. 10, pp 965-980, 2004
Number of pages: 16 Posted: 18 Dec 2009
Mark E. Holder and Amit Sinha
affiliation not provided to SSRN and Bradley University - Department of Finance
Downloads 140 (397,755)

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Treasury Note Futures, Time Duration

8.

The Relationship between Information Flow and Energy Futures Volatility

Review of Futures Markets, Vol. 16, No. 3, pp. 271-300, 2008
Number of pages: 37 Posted: 17 Dec 2009
Eric Girard, Amit Sinha and Rita Biswas
Siena College - School of Business, Bradley University - Department of Finance and University at Albany - SUNY
Downloads 133 (414,111)

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Commodity Futures, Volatility, Volume, Sequential Information Arrival Hypothesis, Difference in Opinion Theory

9.

Two Proxies for Shareholder Influence: A Case of Payout Policy

Number of pages: 39 Posted: 18 Dec 2009
Xiaoying Chen and Amit Sinha
California State University, Long Beach and Bradley University - Department of Finance
Downloads 122 (442,403)

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Corporate finance, Dividend payout, Shareholder influence, Voting power

10.

Asset Choice and Time Diversification Benefits

Journal of Business and Economics Research, Vol. 3, No. 6, pp. 23-34, 2005
Number of pages: 12 Posted: 30 Dec 2009
Megan Y. Sun and Amit Sinha
affiliation not provided to SSRN and Bradley University - Department of Finance
Downloads 110 (477,855)

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Time Diversification, Sortino Ratio

11.

Operating and Earnings Performance of Quality Certified Listed Firms

Journal of Business & Economics Research, Vol. 6, No. 9, pp. 1-14, 2008
Number of pages: 14 Posted: 01 Jan 2010
Eurico J. Ferreira, Amit Sinha and Dale Varble
Indiana State University, Bradley University - Department of Finance and affiliation not provided to SSRN
Downloads 105 (494,205)

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ISO9000 quality certification, abnormal operating performance, and control firms

12.

Asymmetric Reaction is Rational Behavior

Number of pages: 19 Posted: 23 Mar 2014
Philip A. Horvath and Amit Sinha
Bradley University - Department of Finance and Bradley University - Department of Finance
Downloads 83 (574,924)
Citation 1

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Sign Effect, Utility Theory, Valence, Risk Preference, Moments, Risk premia

13.

Do Periodically Collapsing Bubbles in Latin American and Asian Emerging Markets Really Exist?

International Business & Economics Research Journal, Vol. 7, No. 7, pp. 87-94, 2008
Number of pages: 8 Posted: 30 Dec 2009
Eric Girard, Amit Sinha and Megan Y. Sun
Siena College - School of Business, Bradley University - Department of Finance and affiliation not provided to SSRN
Downloads 80 (587,427)

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Market Bubble, Emerging Capital Markets, Regime Switching

14.

Why Existence of Hyperbolic Discounting is Not Evidence of Investor Irrationality?

Number of pages: 18 Posted: 10 Sep 2011
Philip A. Horvath and Amit Sinha
Bradley University - Department of Finance and Bradley University - Department of Finance
Downloads 78 (600,268)

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Hyperbolic discounting, investor rationality, discount rates, time preference

15.

The Relative Importance of Global, Country and Sector Risks

ADVANCES IN FINANCIAL PLANNING AND FORECASTING, VOL. 3, Cheng Lee, ed., Airiti Press, 2006
Number of pages: 38 Posted: 19 Dec 2009
Eric Girard, Eurico J. Ferreira and Amit Sinha
Siena College - School of Business, Indiana State University and Bradley University - Department of Finance
Downloads 78 (595,998)

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GARCH-M, Risk Decomposition, Asian Meltdown

16.

Periodically Collapsing Speculative Bubbles in Industries

Advances in Investment Analysis and Portfolio Management, Forthcoming
Number of pages: 37 Posted: 22 Dec 2009
Megan Y. Sun and Amit Sinha
affiliation not provided to SSRN and Bradley University - Department of Finance
Downloads 64 (662,199)

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Markov Regime Switching Unit Roots, Industry Bubbles

17.

Obtaining Accurate Gold Prices

Sinha, Amit K. 2024. "Obtaining Accurate Gold Prices" Commodities 3, no. 1: 115-126. https://doi.org/10.3390/commodities3010008
Number of pages: 12 Posted: 15 Apr 2024
Amit Sinha
Bradley University - Department of Finance
Downloads 16 (1,032,982)

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geometric Brownianmotion; forecasting; commodities; prices; forecasting; gold; simulation; probabilities; asset pricing

18.

Simulation of a Financial Market: The Possibility of Catastrophic Disequilibrium

https://doi.org/10.1016/j.chaos.2019.05.011
Posted: 13 Mar 2024
Amit Sinha
Bradley University - Department of Finance

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19.

The Reliability of Geometric Brownian Motion Forecasts of S&P 500 Index Values

Journal of Forecasting, https://doi.org/10.1002/for.2775
Posted: 12 Apr 2021
Amit Sinha
Bradley University - Department of Finance

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Geometric Brownian motion, Monte Carlo Simulation, Realized volatility, Forecasting, Log normal, Wiener process

20.

Daily and Weekly Geometric Brownian Motion Stock Index Forecasts

Number of pages: 22
Amit Sinha
Bradley University - Department of Finance
Downloads 0

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stock index, DJIA, S&P 500, NASDAQ, geometric Brownian motion, daily and weekly forecasts, simulation, rolling window, probability, expected value JEL Classification: C6, G1

21.

How to Implement a Trinomial Option Pricing Model in MS-Excel?

Number of pages: 14
Amit Sinha
Bradley University - Department of Finance
Downloads 0

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