Abhijeet Chandra

Vinod Gupta School of Management, IIT Kharagpur

Assistant Professor

Kharagpur, 721302

India

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 6,232

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6,873

CITATIONS
Rank 59,078

SSRN RANKINGS

Top 59,078

in Total Papers Citations

4

Ideas:
“  Behavioural Asset Pricing and Investor Behaviour  ”

Scholarly Papers (19)

1.

Factors Influencing Indian Individual Investor Behaviour: Survey Evidence

Decision, Vol. 39, No. 3, pp. 141-167, December 2012
Number of pages: 41 Posted: 28 Mar 2012 Last Revised: 11 Mar 2013
Abhijeet Chandra and Ravinder Kumar
Vinod Gupta School of Management, IIT Kharagpur and Jamia Millia Islamia, Central University
Downloads 3,200 (3,195)
Citation 5

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Individual investor, Psychological biases, Investment behaviour, Stock market, Principal components analysis

2.

Decision Making in the Stock Market: Incorporating Psychology with Finance

National Conference on Forecasting Financial Markets of India, 2008
Number of pages: 28 Posted: 08 Nov 2009
Abhijeet Chandra
Vinod Gupta School of Management, IIT Kharagpur
Downloads 1,721 (9,145)
Citation 1

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Behavioural Finance, Asset Allocation, Cognitive Dissonance, Rationality

3.

Stock Market Anomalies: A Survey of Calendar Effect in BSE-SENSEX

Indian Journal of Finance , Vol. 5, Issue V, May 2011
Number of pages: 5 Posted: 22 Nov 2009 Last Revised: 14 Jul 2011
Abhijeet Chandra
Vinod Gupta School of Management, IIT Kharagpur
Downloads 887 (25,381)

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Stock market anomalies, Calender effect, Turn of the month effect, Time of the month effect

4.

Investor Sentiment, Volatility and Stock Return Comovements

Number of pages: 32 Posted: 12 Nov 2013
Abhijeet Chandra and M. Thenmozhi
Vinod Gupta School of Management, IIT Kharagpur and Indian Institute of Technology Madras
Downloads 392 (73,466)

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Investor sentiment, Return comovement, Trading behaviour, Volatility. Investor Sentiment, Volatility and Stock Return Comovements

5.

Nexus between Government Expenditure on Education and Economic Growth: Empirical Evidences from India

Romanian Journal for Multidimensional Education, Vol. 3, No. 6, pp. 73-85, April 2011
Number of pages: 13 Posted: 16 Sep 2010 Last Revised: 02 May 2011
Abhijeet Chandra
Vinod Gupta School of Management, IIT Kharagpur
Downloads 376 (77,097)
Citation 1

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Public finance, Macroeconomics, GDP, Human capital, Education

6.

Liquidity in Currency Options Market in India

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 21 Posted: 23 Apr 2013 Last Revised: 30 Apr 2013
Abhijeet Chandra and M. Thenmozhi
Vinod Gupta School of Management, IIT Kharagpur and Indian Institute of Technology Madras
Downloads 188 (158,571)

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Currency options, Hedging, Liquidity, Volatility

7.

The Cross-Section of Expected Returns on Penny Stocks: Are Low-Hanging Fruits Not-So Sweet?

Number of pages: 20 Posted: 26 Sep 2016 Last Revised: 04 Oct 2016
Ananjan Bhattacharyya and Abhijeet Chandra
Metallurgical and Materials Engineering, IIT Kharagpur and Vinod Gupta School of Management, IIT Kharagpur
Downloads 109 (246,573)

Abstract:

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Penny stocks, Asset pricing, Returns, Emerging markets, Corporate governance

8.

The Cross-section of Return and Risk: New Evidence from an Emerging Market

Posted: 21 Jun 2019
Dhruv Jain, Shubham Sinha and Abhijeet Chandra
University of Delhi, Jamia Millia Islamia - Commerce & Business Studies and Vinod Gupta School of Management, IIT Kharagpur

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Risk-Return Relationship, Asset Pricing, Emerging Market, Indian Stock Market

9.

Investor Sentiment Around Buybacks in the Indian Stock Market

Posted: 21 Jun 2019
IIT-BHU, IIT-BHU, affiliation not provided to SSRN and Vinod Gupta School of Management, IIT Kharagpur

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Share Buyback, Social Media, Investor Behavior, Indian Stock Market, Emerging Market

10.

Herd Behavior and Asset Pricing in the Indian Stock Market

Posted: 27 Mar 2017
Yash Chauhan, Nehal Ahmad, Vaishali Aggarwal and Abhijeet Chandra
Delhi Technological University, Independent, GGS IP University and Vinod Gupta School of Management, IIT Kharagpur

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Behavioral Finance, Herding, Asset Pricing, Multi-Factor Model, Indian Stock Market

11.

India VIX Entropy Indicators for Portfolio Rotation Timing

Posted: 26 Sep 2016
Gaurav Jadhao and Abhijeet Chandra
Indian Institute of Technology (IIT), Kharagpur and Vinod Gupta School of Management, IIT Kharagpur

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India VIX, sample entropy, approximate entropy, portfolio management, trading strategy

12.

Cause and Effect between FII Trading Behaviour and Stock Market Returns: The Indian Experience

Journal of Indian Business Research, Vol. 4, Issue 4, pp. 286-300, 2012
Posted: 30 Sep 2012 Last Revised: 01 Oct 2012
Abhijeet Chandra
Vinod Gupta School of Management, IIT Kharagpur

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FII trading behaviour, Foreign institutional investment, Granger-causality, India, Indian stock market, International investment, Returns, Stock market returns, Stock markets, Trading volume

13.

Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach

Posted: 21 Mar 2011 Last Revised: 22 Dec 2011
Abhijeet Chandra and Ravinder Kumar
Vinod Gupta School of Management, IIT Kharagpur and Jamia Millia Islamia, Central University

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Individual investor, Psychological biases, Investment behaviour, Indian stock market, Behavioural economics

14.

Barriers and Facilitators to Knowledge Management: Evidence from Selected Indian Universities

The IUP Journal of Knowledge Management, Vol. VIII, No. 4, pp. 7-24, October 2010
Posted: 05 Jan 2011
Abhijeet Chandra, Renu Vashisth and Ravinder Kumar
Vinod Gupta School of Management, IIT Kharagpur, Banarsidas Chandiwala Institute of Professional Studies and Jamia Millia Islamia, Central University

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Knowledge Management (KM), Barriers, Facilitators, Technology, R&D

15.

Do ANNs Successfully Predict Stock Returns? Testing its Application in Indian Stock Market

The IUP Journal of Computational Mathematics, Vol. III, No. 3, pp. 51-63, September 2010
Posted: 29 Sep 2010
Abhijeet Chandra and Renu Vashisth
Vinod Gupta School of Management, IIT Kharagpur and Banarsidas Chandiwala Institute of Professional Studies

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Artificial Neural Network (ANN), Return forecasting, Multilayer perceptron models

16.

Individual Investors' Trading Behavior and the Competence Effect

The Icfai University Journal of Behavioral Finance, Vol. 6, No. 1, pp. 56-70, March 2009
Posted: 25 Apr 2010
Abhijeet Chandra
Vinod Gupta School of Management, IIT Kharagpur

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17.

Investment Management by Individual Investors: A Behavioral Approach

The IUP Journal of Behavioral Finance, Vol. VII, Nos. 1 & 2, pp. 7-18, March & June 2010
Posted: 30 Mar 2010
Abhijeet Chandra and Dinesh Sharma
Vinod Gupta School of Management, IIT Kharagpur and BLS Institute of Technology Management

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18.

Pursuing Efficiency While Maintaining Outreach: Microfinance in India

Posted: 19 Mar 2010
Abhijeet Chandra
Vinod Gupta School of Management, IIT Kharagpur

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Micro finance, Outreach, Financial efficiency, Mission drift, Sustainability

19.

Individual Investors Sentiments and Asset Pricing

Synergy - The Journal of Management, Vol. 9, No. 2, July-December 2007
Posted: 06 Mar 2009 Last Revised: 04 May 2012
Abhijeet Chandra and Ravinder Kumar
Vinod Gupta School of Management, IIT Kharagpur and Jamia Millia Islamia, Central University

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Individual investors, Emotional biases, Herd behaviour, Investment decision, Rational analysis

Other Papers (1)

Total Downloads: 52
1.

Liquidity as Information Signal: Evidence from Currency Options Market

2014 Financial Markets & Corporate Governance Conference
Number of pages: 49 Posted: 30 Jan 2014
Abhijeet Chandra and M. Thenmozhi
Vinod Gupta School of Management, IIT Kharagpur and Indian Institute of Technology Madras
Downloads 52

Abstract:

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Currency options, Liquidity, Volatility, Exchange Rate, Speculation, VECM