Arun J. Prakash

Florida International University (FIU) - Department of Finance

University Park

11200 SW 8th Street

Miami, FL 33199

United States

Florida International University

Knight Ridder Research Fellow and Professor

Miami, FL 33199

United States

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 26,653

SSRN RANKINGS

Top 26,653

in Total Papers Downloads

3,126

SSRN CITATIONS
Rank 31,185

SSRN RANKINGS

Top 31,185

in Total Papers Citations

15

CROSSREF CITATIONS

14

Scholarly Papers (17)

1.

Debt and Equity Valuation of it Companies: A Real Option Approach

Number of pages: 27 Posted: 04 Dec 2004
Chung Baek, Brice V. Dupoyet and Arun J. Prakash
University of Nebraska at Lincoln, Florida International University - College of Business Administration - Finance and Florida International University (FIU) - Department of Finance
Downloads 882 (43,884)

Abstract:

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Real options, equity, debt, Black Scholes

2.

The Impact of Short -Sale Restrictions on Volatility, Liquidity, and Market Efficiency: The Evidence from the Short-Sale Ban in the U.S.

Number of pages: 38 Posted: 17 Mar 2010
Olesya Lobanova, Shahid S. Hamid and Arun J. Prakash
Florida International University (FIU) - Department of Finance, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 496 (92,758)
Citation 4

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short sale ban, financial crisis, market efficiency

3.

The Structural Changes in the Ff Three-Factor Model and its Robustness in the Bear-Bull Market Periods

Number of pages: 43 Posted: 21 Nov 2005
Florida International University (FIU) - Department of Finance, University of Nebraska at Lincoln - Department of Finance, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 470 (98,752)
Citation 1

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4.

Skewness Preference and Measurement of Abnormal Returns: A Comparative Evaluation of Current vs Proposed Event Study Paradigm

Number of pages: 54 Posted: 10 Sep 2004
Suchi Mishra, Arun J. Prakash and Gordon V. Karels
Florida International University (FIU) - Department of Finance, Florida International University (FIU) - Department of Finance and University of Nebraska at Lincoln - Department of Finance
Downloads 386 (124,174)

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Co-skewness, three moment CAPM, event studies, Kraus and Litzenberger, preference, abnormal returns, comparative evaluation, event study

Fundamental Capital Valuation for IT Companies: A Real Options Approach

Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 1-26, 2008
Number of pages: 26 Posted: 27 Nov 2009
Chung Baek, Brice V. Dupoyet and Arun J. Prakash
Troy State University at Dothan, Florida International University - College of Business Administration - Finance and Florida International University (FIU) - Department of Finance
Downloads 187 (257,525)

Abstract:

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Fundamental valuation, Real options, Monte Carlo simulation

Fundamental Capital Valuation for IT Companies: A Real Options Approach

Frontiers in Finance and Economics, Vol. 5, No. 1, 1-26, April 2008
Number of pages: 26 Posted: 15 Apr 2019
Chung Baek, Brice V. Dupoyet and Arun J. Prakash
Troy State University at Dothan, Florida International University - College of Business Administration - Finance and Florida International University (FIU) - Department of Finance
Downloads 42 (673,123)

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Fundamental valuation, Real options, Monte Carlo simulation

Alpha: Empirical Evidence of Mutual Fund Performance under Different Economic Cycles and over Fund Objectives

Number of pages: 38 Posted: 27 Aug 2011
Florida International University (FIU) - Department of Finance, Thammasat Business School and Florida International University (FIU) - Department of Finance
Downloads 118 (375,563)

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Alpha: Empirical Evidence of Mutual Fund Performance Under Different Economic Cycles and Over Fund Objectives

Number of pages: 38 Posted: 30 Sep 2011
Florida International University (FIU) - Department of Finance, Thammasat Business School and Florida International University (FIU) - Department of Finance
Downloads 63 (558,722)

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7.

Spread Behavior and Multiple Restatement Announcements

Number of pages: 28 Posted: 26 Aug 2009 Last Revised: 31 Aug 2009
Texas A&M International University, Florida International University (FIU) - Department of Finance, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 125 (358,378)

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8.

With One Shot, Which Bullet Would You Use?: Market versus Accounting Data in Bankruptcy Prediction - Part III (The Strong Case of the Use of Neural Networks in Bankruptcy Prediction)

The International Journal of Finance, 26(4), 2015
Number of pages: 75 Posted: 03 Apr 2016
Giovanni Fernandez, Arun J. Prakash and Suchi Mishra
Stetson University, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 97 (428,942)
Citation 1

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9.

With One Shot, Which Bullet Would You Use? Market versus Accounting Data in Bankruptcy Prediction - Part II (A Strong Case of Using Nonparametric MDA in Bankruptcy Prediction)

The International Journal of Finance, 26(3), 2015
Number of pages: 42 Posted: 03 Apr 2016
Giovanni Fernandez, Arun J. Prakash and Suchi Mishra
Stetson University, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 75 (501,451)

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10.

Selecting a Portfolio with Skewness: Recent Evidence from US, European, and Latin American Equity Markets

Number of pages: 16 Posted: 21 Sep 2015
Arun J. Prakash, Chun-Hao Chang and Therese E Pactwa
Florida International University (FIU) - Department of Finance, Florida International University (FIU) and St. John's University
Downloads 60 (563,671)
Citation 15

Abstract:

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equity markets, European, Latin American, Skewness

11.

With One Shot, Which Bullet Would You Use? Market versus Accounting Data in Bankruptcy Prediction Part I (The Univariate Case)

The International Journal of Finance, 26(2), 2014
Number of pages: 45 Posted: 03 Apr 2016
Giovanni Fernandez, Arun J. Prakash and Suchi Mishra
Stetson University, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 51 (607,634)

Abstract:

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12.

Optimum Allocation of Weights to Assets in a Portfolio: The Case of Nominal Annualisation Versus Effective Annualisation of Returns

Number of pages: 31 Posted: 01 May 2019
Arun J. Prakash, Chun-Hao Chang and Brice V. Dupoyet
Florida International University (FIU) - Department of Finance, Florida International University (FIU) and Florida International University - College of Business Administration - Finance
Downloads 34 (708,170)

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Portfolio Allocation, Annualization, Returns, Weights, Skewness

13.

Effect of Intervalling and Skewness on Portfolio Selection in Developed and Developing Markets

Number of pages: 22 Posted: 01 May 2019
Arun J. Prakash, Chun-Hao Chang and Brice V. Dupoyet
Florida International University (FIU) - Department of Finance, Florida International University (FIU) and Florida International University - College of Business Administration - Finance
Downloads 24 (781,956)

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Skewness, Returns, Portfolio Allocation

14.

The Break-Even Frontier for Early Withdrawls from a Tax Deferred Account

Number of pages: 5 Posted: 21 Sep 2015
Arun J. Prakash and Michael Smyser
Florida International University (FIU) - Department of Finance and Independent
Downloads 16 (850,086)

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15.

Global Stocks and Contemporaneous Market Risk

International Journal of Business, Vol. 12, No. 3, 2007
Posted: 10 Jun 2008
Leyuan You, Chun-Hao Chang, Ali Parhizgari and Arun J. Prakash
University of Alaska Anchorage, Florida International University (FIU), Florida International University and Florida International University (FIU) - Department of Finance

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Global beta; Market risk; International equity markets

16.

Strategic Rules on Speculation in the Foreign Exchange Market

The Journal of Financial Research
Posted: 17 Feb 2000
Dilip K. Ghosh and Arun J. Prakash
Rutgers, The State University of New Jersey - Management Science & Information Systems and Florida International University (FIU) - Department of Finance

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17.

The Role of Managerial Demand and Ownership in the Determination of Divided and Debt Policies of Mature Corporations

Posted: 16 Sep 1999
Shahid S. Hamid and Arun J. Prakash
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance

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