Dr.Jay Desai

B.K.School of Business Management, Gujarat University

Assistant Professor

Navrangpura

Ahmedabad, Gujarat 380009

India

http://www.jaydesai.net

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 1,638

SSRN RANKINGS

Top 1,638

in Total Papers Downloads

15,806

CITATIONS

2

Scholarly Papers (23)

1.

A Study of Seasonality Based Trading Strategy for Indian Stocks and Indices

Capital Markets: Market Efficiency eJournal, Vol. 3, No. 36, March 24, 2011
Number of pages: 25 Posted: 07 Mar 2011 Last Revised: 18 May 2011
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research, Kunvarji Finstock Pvt. Ltd. and Pandit Deendayal Petroleum University
Downloads 2,107 (5,223)
Citation 1

Abstract:

2.

The Case of Gold and Silver: A New Algorithm for Pairs Trading

Number of pages: 7 Posted: 10 Apr 2013
Dr.Jay Desai, Arti Trivedi and Nisarg A Joshi
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 1,778 (4,338)

Abstract:

pairs trading, market neutral strategy, commodity trading, securities trading, market inefficiency, stochastic, efficient market hypothesis, trading strategies, bullion trading

3.

Decoding Black Swan: A Quantitative Approach to Tactical Stock Investing

Risk Management eJournal, Vol 4, Issue 3, January 11, 2012
Number of pages: 18 Posted: 12 Dec 2011 Last Revised: 12 Jan 2012
B.K.School of Business Management, Gujarat University, Hemchandracharya North Gujarat University, Pandit Deendayal Petroleum University and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Downloads 1,472 (8,460)

Abstract:

Black Swan, Stock Investing, Outliers, Tactical, Technical Analysis, Seasonality, Quantitative, EMH, Market Timing

4.

A Study of Mergers & Acquisitions in Aviation Industry in India and Their Impact on the Operating Performance and Shareholder Wealth

Emerging Markets: Finance eJournal, Vol. 4, Issue 39, April 09, 2012., Corporate Finance: Governance, Corporate Control & Organization eJournal , Vol. 4, Issue 63, April 05, 2012
Number of pages: 27 Posted: 19 Mar 2012 Last Revised: 27 Sep 2012
Nisarg A Joshi and Dr.Jay Desai
Shri Chimanbhai Patel Institute of Management & Research and B.K.School of Business Management, Gujarat University
Downloads 1,355 (6,975)

Abstract:

Mergers, Acquisitions, Operating Performance, Pre-Merger Performance, Post-Merger Performance, Aviation Industry

5.

A Survey of Day of the Month Effect in World Stock Markets

Number of pages: 14 Posted: 07 Nov 2012
Dr.Jay Desai and Arti Trivedi
B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 1,039 (10,839)

Abstract:

seasonality, day of the month effect, stock market inefficiencies, efficient market hypothesis, portfolio management, market timing

6.

A Study on Mergers & Acquisitions in Oil & Gas Sector in India and Their Impact on the Operating Performance and Shareholders’ Wealth

Shri Chimanbhai Patel Institutes Working Paper Series No. CPI/MBA/2013/0002
Number of pages: 31 Posted: 18 Jan 2013
Arti Trivedi, Dr.Jay Desai and Nisarg A Joshi
Shri Chimanbhai Patel Institute of Management & Research, B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 743 (16,891)

Abstract:

mergers, corporate restructuring, shareholders wealth, oil and gas, operating profit, inorganic growth

7.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Dr.Jay Desai, Arti Trivedi and Nisarg A Joshi
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 582 (22,155)

Abstract:

Artificial Neural Network, ANN, Stock Forecasting, Technical Analysis, Quantitative Trading

8.

Forecasting of Indian Stock Market Index S&P CNX Nifty 50 Using Artificial Intelligence

Behavioral & Experimental Finance eJournal, Vol. 3, No. 79, May 27, 2011
Number of pages: 15 Posted: 03 Jun 2011 Last Revised: 18 Dec 2011
B.K.School of Business Management, Gujarat University, Corporate Solutions Group, SBI Life Insurance Co. Ltd., Shri Chimanbhai Patel Institute of Management & Research, Oracle India and Pandit Deendayal Petroleum University
Downloads 581 (27,135)
Citation 1

Abstract:

9.

A Roller Coaster Ride of M&A: Case Study of Sun Pharmaceuticals Industries Limited & Taro Pharmaceuticals Industries Limited

Shri Chimanbhai Patel Institutes Working Paper No. CPI/MBA/2013/0001
Number of pages: 16 Posted: 08 Jan 2013 Last Revised: 30 Jul 2014
Arti Trivedi, Dr.Jay Desai and Nisarg A Joshi
Shri Chimanbhai Patel Institute of Management & Research, B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 431 (39,133)

Abstract:

mergers and acquisition, corporate restructuring, commercial, legal, tax, regulatory, pharma

10.

A Review of Literature on E-Leadership

Shri Chimanbhai Institute Working Paper No. CPI/MBA/2012/0004
Number of pages: 29 Posted: 08 Nov 2012
Arti Trivedi and Dr.Jay Desai
Shri Chimanbhai Patel Institute of Management & Research and B.K.School of Business Management, Gujarat University
Downloads 326 (46,261)

Abstract:

e-leadership, virtual organization, virtual team, virtual management

11.

A Study of Literature Review on Corporate Restructuring

Number of pages: 34 Posted: 05 Jul 2013
Nisarg A Joshi, Dr.Jay Desai and Arti Trivedi
Shri Chimanbhai Patel Institute of Management & Research, B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 323 (37,345)

Abstract:

people, process, IT, integration, mergers, acquisition, M & A

12.

Valuing Companies by Discounted Cash Flows

International Journal of Management (IJM), International Association for Engineering and Management Education, Vol. 4, Issue 2, 2013
Number of pages: 16 Posted: 05 Jul 2013
Nisarg A Joshi, Dr.Jay Desai and Arti Trivedi
Shri Chimanbhai Patel Institute of Management & Research, B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 283 (74,240)

Abstract:

Valuation, DCF, Discounting, Cash Flow, WACC, Free Cash Flow

13.

Corporate Restructuring: The Impact of Workforce Reduction on Success and Failure

Number of pages: 27 Posted: 18 Sep 2012 Last Revised: 22 Sep 2012
Arti Trivedi, Dr.Jay Desai and Nisarg A Joshi
Shri Chimanbhai Patel Institute of Management & Research, B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 273 (76,296)

Abstract:

mergers & acquisitions, corporate restructuring, M&A, workforce reduction, layoffs, impact of workforce reduction, strategies to manage corporate restructuring effectively

14.

Quantifying Randomness: A New Model for Momentum Trading

"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Number of pages: 10 Posted: 13 Sep 2014 Last Revised: 14 Sep 2014
Dr.Jay Desai
B.K.School of Business Management, Gujarat University
Downloads 252 (57,504)

Abstract:

Quantitative Trading, Momentum Trading, Trading Strategy, Randomness, Quantifying Randomness

15.

Upping the Likelihood of Merger & Acquisition Success Through Intercultural Synergy

Organizations & Markets: Decision-Making in Organizations eJournal, Vol. 3, No. 36, September 2011
Number of pages: 6 Posted: 29 Aug 2011 Last Revised: 06 Sep 2011
Dr.Jay Desai, Nisarg A Joshi and Mruga Joshi
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Nirma Institute of Law
Downloads 209 (98,600)

Abstract:

Inter-Cultural Synergy, Mergers & Acquisitions, Organisational Culture, Cultural Due Deligince

16.

Do Investors Behave Rationally?

UGC Sponsored National Conference on Financial Markets & Corporate Governance: Emerging Trends, Issues & Challenges, March 24-25, 2012
Number of pages: 19 Posted: 27 Mar 2012
Nisarg A Joshi, Mruga Joshi and Dr.Jay Desai
Shri Chimanbhai Patel Institute of Management & Research, Nirma Institute of Law and B.K.School of Business Management, Gujarat University
Downloads 208 (94,444)

Abstract:

investors, behaviour, rational, irrational, finance, decision, risk, emotional

17.

A Study of Day of the Month Effect in S&P CNX Nifty 50

Number of pages: 14 Posted: 07 Dec 2012
Dr.Jay Desai and Arti Trivedi
B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 125 (141,433)

Abstract:

seasonality, day of the month effect, stock market inefficiencies, efficient market hypothesis, portfolio management, market timing, stock trading, EMH

18.

Finding the Identical Twin

Econometrics: Multiple Equation Models eJournal, Vol 5, No. 1, January 09, 2012
Number of pages: 10 Posted: 31 Dec 2011 Last Revised: 11 Jan 2012
Hemchandracharya North Gujarat University, B.K.School of Business Management, Gujarat University, Pandit Deendayal Petroleum University and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Downloads 108 (194,488)

Abstract:

Dow Jones, Augmented Dickey Fuller Test, Correlation, Pairs Trading, World Markets, Time Series, Portfolio Management, Hedging, Portfolio Balancing, Risk Management

19.

A White Paper on Equity Market Valuation Index

Number of pages: 9 Posted: 20 Jan 2015
Dr.Jay Desai
B.K.School of Business Management, Gujarat University
Downloads 84 (159,454)

Abstract:

Valuation, Equity Market Valuation, Bubble, Bursts, Investment, Equities, Commodities

20.

The 'Monsoon Effect' in Indian Equity Market

Number of pages: 28 Posted: 23 Oct 2014 Last Revised: 24 Oct 2014
Amrita School of Business, Amrita Vishwa Vidyapeetham, B.K.School of Business Management, Gujarat University and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Downloads 68 (153,654)

Abstract:

Colander anomalies, Seasonality, efficient market hypothesis, stock trading, market timing, monsoon effect

21.

Cyber Space, Corporate Restructuring, Advertising: Boon for Competitive Advantage

Emerging Markets Economics: Firm Behavior & Microeconomic Issues eJournal, Vol. 2, Issue 86, August 10, 2011
Number of pages: 11 Posted: 09 Aug 2011 Last Revised: 05 Apr 2015
Dr.Jay Desai and Nisarg A Joshi
B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 56 (290,850)

Abstract:

competitive advantage, cyberspace, 4p's, KTDC, restructuring, RIL, L&T, advertising, zoo zoos, competency

22.

A Most Talked Exit of 2012: Warburg & Future Capital Deal

Number of pages: 24 Posted: 14 Feb 2013
Arti Trivedi, Dr.Jay Desai and Nisarg A Joshi
Shri Chimanbhai Patel Institute of Management & Research, B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research
Downloads 38 (336,209)

Abstract:

Mergers & Acquisitions, Corporate Restructuring

23.

Effect of Working Capital Management on Profitability of Firms in India

Emerging Markets: Finance eJournal, Vol. 3, Issue 25, March 18, 2011
Posted: 07 Mar 2011 Last Revised: 27 Dec 2011
Dr.Jay Desai and Nisarg A Joshi
B.K.School of Business Management, Gujarat University and Shri Chimanbhai Patel Institute of Management & Research

Abstract:

Working Capital Management, Cash Conversion Cycle, Profitability, Liquidity, Ordinary Least Squares (OLS)

Other Papers (2)

Total Downloads: 99    Citations: 0
1.

Where We are Heading?

Number of pages: 3 Posted: 13 Aug 2012 Last Revised: 14 Aug 2012
Dr.Jay Desai, Arti Trivedi and Nisarg A Joshi
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 55

Abstract:

world economy, Euro Zone crises, Global slow down, Commodity crash, Indian Economy

2.

Welcome Mr. Finance Minister

Number of pages: 4 Posted: 19 Aug 2012
Dr.Jay Desai, Arti Trivedi and Nisarg A Joshi
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 40

Abstract:

Economics, Fiscal Deficit, Early Elections