Khagesh Agarwal

DE Shaw & Co.

Analyst- Financial Operations

Sanali Infopark Building

Road No: 2, Banjara Hills

Hyderabad, India, IN Andhra Pradesh 500045

India

SCHOLARLY PAPERS

3

DOWNLOADS

274

CITATIONS

0

Scholarly Papers (3)

1.

Increased Trading Hours and its Post-Impact on Market Efficiency: Empirical Evidence from the Indian Stock Market

Number of pages: 13 Posted: 02 Sep 2010 Last Revised: 24 Oct 2011
Ajay Kumar Chauhan and Khagesh Agarwal
Lal Bahadur Shastri Institute of Management, Delhi and DE Shaw & Co.
Downloads 157 (141,513)

Abstract:

Market Efficiency, Market Timings, T-Test, Linear Regression, GARCH Model

2.

Modeling of Seasonal Volatility - Empirical Analysis of Impact of Increased Market Timings

Number of pages: 17 Posted: 22 Oct 2011
Khagesh Agarwal and Pulkit Ahuja
DE Shaw & Co. and LBSIM
Downloads 88 (206,759)

Abstract:

Volatility, market timings, day-of-the-week effect, calendar-year effect

3.

Artificial Neural Networks - Empirical Analysis of Predictive Accuracy in the Indian Stock Market

Posted: 24 Oct 2011
Khagesh Agarwal and Vaibhav Sahu
DE Shaw & Co. and Infosys Technologies Limited

Abstract:

hedging, neural networks, NARX, risk