V. L. Chinthalapati

University of Greenwich

Senior Lecturer

United Kingdom

SCHOLARLY PAPERS

3

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1,616

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

High Frequency Statistical Arbitrage Via the Optimal Thermal Causal Path

Number of pages: 40 Posted: 02 Apr 2012
V. L. Chinthalapati
University of Greenwich
Downloads 1,008 (32,345)
Citation 1

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Statistical Arbitrage, Time-series Classification, Optimal Thermal Causal Path, High Frequency Trading

Intraday Industry-Specific Spillover Effect in European Equity Markets

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 55 Posted: 19 Apr 2016
Cesario Mateus, V. L. Chinthalapati and Irina B. Mateus
Aalborg University Business School, University of Greenwich and Aalborg University
Downloads 243 (178,376)

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Financial Contagion, Consumer Confidence Index, European Stock markets, Spillover Effect

Intraday Industry-Specific Spillover Effect in European Equity Markets

Number of pages: 36 Posted: 08 Aug 2014
Cesario Mateus, V. L. Chinthalapati and Irina B. Mateus
Aalborg University Business School, University of Greenwich and Aalborg University
Downloads 176 (240,396)

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Financial Contagion, Consumer Confidence Index, European Stock markets, Spillover Effect

3.

Alphas in Disguise: A New Approach to Uncovering Them

Number of pages: 32 Posted: 22 Mar 2015 Last Revised: 29 Apr 2017
V. L. Chinthalapati, Cesario Mateus and Natasa Todorovic
University of Greenwich, Aalborg University Business School and City University London - The Business School
Downloads 189 (225,879)

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Performance evaluation, non-zero benchmark alphas, optimisation algorithm, Fama-French (Carhart) factor adjustment