Gourishankar S. Hiremath

Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences

Kharagpur, West Bengal 721302

India

SCHOLARLY PAPERS

11

DOWNLOADS

801

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Some Further Evidence on Behaviour of Stock Returns in India

International Journal of Economics and Finance, Vol. 2, No. 2, May 2010
Number of pages: 11 Posted: 07 Mar 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 115 (329,805)

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Random walk, Serial dependence, Variance ratios, Bi-correlation, Episodic dependencies, NSE, BSE, Nifty, Sensex, Indian Stock Market

2.

Non-Linear Dependence in Stock Returns: Evidences from India

Journal of Quantitative Economics, Vol. 8, No. 1, January 2010
Number of pages: 17 Posted: 07 Mar 2011 Last Revised: 05 Aug 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 111 (338,025)

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Nonlinearity, preditiability, market efficiency, random walk, episodic dependence, Indian stock market, NSE, BSE Nifty, Sensex

3.

Long Memory in Stock Market Volatility: Indian Evidences

Artha Vijnana, Vol. 52, No. 4, pp. 332-345, December, 2010
Number of pages: 14 Posted: 22 Jun 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 92 (381,952)

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Long memory, fractional integration, Volatility, Variance, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE, Long memory, fractional integration, Volatility, hyperbolic decay, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE

4.

Do Stock Returns in India Exhibit a Mean-Reverting Tendency? Evidence from Multiple Structural Breaks Test

Banking and Finance Letters, Vol. 2, Issue 4, pp. 371-390, 2010
Number of pages: 20 Posted: 24 Jun 2011 Last Revised: 28 Dec 2014
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 83 (406,515)

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Multiple Structural Breaks, Mean Reversion, Market Efficiency, Random Walk, Global Economic Crisis; External Shocks; NSE; BSE, Indian stock market

5.

Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review

GITAM Review of International Business, Vol. 1, No. 2, pp. 100-121, January 2009
Number of pages: 21 Posted: 09 Mar 2011
Gourishankar S. Hiremath
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 82 (409,390)

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Derivatives, Options, Price impact, volatility, destabalization, market efficiency, effects of derivatives

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied 56 Economics, Vol. XI, No. 2, 2012
Number of pages: 11 Posted: 16 May 2012 Last Revised: 28 Dec 2014
Anver Sadat, Anver Sadat, Gourishankar S. Hiremath and Bandi Kamaiah
University of HyderabadCentral University of Kerala, Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 77 (429,388)

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Random walk hypothesis, Market Efficiency, Indian Stock Market, BSE, NSE, Variance ratio, autocorrelation

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied Economics, Vol. XI, No. 2, pp. 48-58, April 2012
Posted: 08 Oct 2012
Gourishankar S. Hiremath, Anver Sadat, Anver Sadat and B. Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and Independent

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7.

External Commercial Borrowings and Balance Sheet Effects of Exchange Rate in India: A Firm Level Analysis

Number of pages: 27 Posted: 31 Aug 2020
Gourishankar S. Hiremath
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 75 (430,740)
Citation 2

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External commercial borrowings, foreign currency debt,exchange rate, investment; exports sales; competitiveness; balance sheet

8.

Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence

Economics, Management, and Financial Markets, Vol. 6, No. 3, pp. 136–147, 2011
Number of pages: 12 Posted: 02 May 2012
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 70 (447,064)

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long memory, volatility persistence, mean-reversion, semi-parametric test, hyperbolic decay, market efficiency, emerging markets, BSE, NSE, Indian stock market

9.

On the Random Walk Characteristics of Stock Retuns in India

Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
Number of pages: 12 Posted: 08 Mar 2011 Last Revised: 10 Mar 2011
Gourishankar S. Hiremath, Anver Sadat, Anver Sadat and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and University of Hyderabad
Downloads 49 (528,820)

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Random walk, auto correlation, mean reversion, BSE, NSE, non-parametric, Nifty, Sensex,

10.

Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India

Hiremath, Gourishankar S. and Kumari, Jyoti, Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India (2014)
Number of pages: 14 Posted: 31 Dec 2014
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 47 (537,868)
Citation 1

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Adaptive market hypothesis; Market efficiency; Random walk; Autocorrelation; Nonlinearity; Predictability; Financial crisis; Evolving efficiency; Emerging markets

11.

Is There Long Memory in Indian Stock Market Returns? An Empirical Search

Journal of Asia-Pacific Business, Vol. 16(2), p. 128-145, 2015 DOI: 10.1080/10599231.2015.1028306
Posted: 27 Jun 2017
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences

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Long Memory, Fractional Integration, Random Walk, Market Efficiency, Indian Stock Market, NSE, BSE