Aasif M.

Pondicherry University

Ph.D Research Candidate

Department of Commerce

Kanchi Mamunivar Centre for Post Graduate Studies

Pondicherry University, Tamil Nadu 605014

India

  • Pondicherry University

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SCHOLARLY PAPERS

5

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1,365

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

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1.

The Relationship between Stock Price Index and Exchange Rate in Asian Markets: A Wavelet Based Correlation and Quantile Regression Approach

Number of pages: 15 Posted: 24 Apr 2013
Arif Billah Dar, Aasif M., Niyati Bhanja and Amaresh Samantaraya
Pondicherry University - School of Management, Pondicherry University, Pondicherry University - Department of Economics and Pondicherry University
Downloads 596 (44,666)

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Quantile Regression, Wavelets, Asia

2.

Testing Hubris Hypothesis of Mergers and Acquisitions: Evidence from India

Business and Management Quarterly Review, Vol. 3, No. 2, 2012
Number of pages: 10 Posted: 03 Oct 2012
Aasif M. and Malabika Deo
Pondicherry University and Pondicherry University - Department of Commerce
Downloads 563 (48,057)

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merger, acquisition, Hubris, India

3.

Bank Mergers and Shareholder Value Creation in India

Behavioural Finance, Forthcoming
Number of pages: 14 Posted: 04 Jul 2012 Last Revised: 15 Oct 2012
Malabika Deo and Aasif M.
Pondicherry University - Department of Commerce and Pondicherry University
Downloads 104 (260,023)

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Abnormal Return, Market Model, Constant Market Model, GTB

4.

Wavelet-Based Beta Estimation: Applications to Indian Stock Market

Downloads 61 (353,527)
Citation 3

Wavelet-Based Beta Estimation: Applications to Indian Stock Market

Asset Pricing, Forthcoming
Number of pages: 10 Posted: 15 Jul 2012
Aasif M. and Malabika Deo
Pondicherry University and Pondicherry University - Department of Commerce
Downloads 61 (361,327)

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Beta, Wavelet

Wavelet-Based Beta Estimation: Applications to Indian Stock Market

Posted: 21 Jul 2012
Aasif M.
Pondicherry University

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Beta, Wavelet, Sensex

5.

Characterizing Co-Movements between Indian and Emerging Asian Equity Markets Through Wavelet Multi-Scale Analysis

Journal of East Asian Economic Integration, Vol. 19, No. 2 (June 2015) 189-220
Number of pages: 31 Posted: 07 Jul 2015 Last Revised: 06 Nov 2016
Aasif M., Malabika Deo and Wayne King
Pondicherry University, Pondicherry University - Department of Commerce and The MathWorks, Inc.
Downloads 41 (423,645)

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Asian Markets, Time Domain, Frequency Domain, Wavelets, Multi-Scale Analysis

Other Papers (1)

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1.

Re-Assess Commerce Curriculum

The Clarion Call is Clear in Favor of an Inclusive Format, Rising Kashmir, November 2012
Number of pages: 3 Posted: 02 Jan 2013
Aasif M.
Pondicherry University
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Newspaper Article