Tapas Mishra

Southampton Business School, University of Southampton

Professor

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

SCHOLARLY PAPERS

19

DOWNLOADS
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in Total Papers Downloads

1,985

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (19)

1.

Spotting Portfolio Greenwashing in Sustainable Funds

Number of pages: 49 Posted: 29 Oct 2022 Last Revised: 16 Dec 2022
Rabab Abouarab, Tapas Mishra and Simon Wolfe
Southampton Business School - University of Southampton, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 310 (183,064)

Abstract:

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Greenwashing; Sustainable funds; ESG investing; Funds prospectus; Carbon footprint

2.

Luck or Skill: What Drives Hedge Fund Performance Persistence?

Number of pages: 25 Posted: 04 Aug 2022
Roehampton University, University of Roehampton, Southampton Business School, University of Southampton and Independent
Downloads 301 (188,832)

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Hedge fund; Persistence performance;

3.

Mergers and Acquisitions and Brexit: A Natural Experiment

Number of pages: 46 Posted: 21 Jul 2022 Last Revised: 06 Dec 2022
Di Luo, Tapas Mishra and Zhuang Zhang
University of Dundee School of Business, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 298 (190,913)

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Brexit; Uncertainty; Mergers and Acquisitions; Real Options

4.

Asymmetric Growth Impact of Fiscal Policy: Evidence from Egypt

Number of pages: 15 Posted: 03 Jan 2018
Hany Abdel-Latif and Tapas Mishra
International Monetary Fund (IMF) and Southampton Business School, University of Southampton
Downloads 213 (265,683)
Citation 1

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fiscal policy, economic development, non-linear ARDL, Egypt

5.

How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach

Number of pages: 35 Posted: 22 Aug 2019
University of Southampton - Southampton Business School, University of Southampton, University of Glasgow, Southampton Business School, University of Southampton and Durham Business School
Downloads 148 (365,368)
Citation 1

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Carbon futures price; Energy futures prices; EU ETS; Quantile-on-Quantile; Causality-in-quantiles

6.

Securitization, Monetary Policy and Bank Stability

Number of pages: 49 Posted: 13 Jul 2020
Mohamed Bakoush, Tapas Mishra and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 93 (514,292)

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Securitization, Bank Profitability, Bank Risk, Bank Stability, Systemic Risk; Monetary Policy

7.

Investing during a Fintech Revolution: Ambiguity and Return Risk in Cryptocurrencies

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 40 Posted: 28 May 2021
Di Luo, Tapas Mishra, Larisa Yarovaya and Zhuang Zhang
University of Dundee School of Business, Southampton Business School, University of Southampton, University of Southampton - Southampton Business School and University of Southampton - Southampton Business School
Downloads 83 (551,754)
Citation 6

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Bitcoin; Ambiguity; Abnormal returns

8.

Giver and the Receiver: Understanding Spillover Effects and Predictive Power in Cross-Market Bitcoin Prices

International Review of Financial Analysis, Vol. 63, No. 86-104, 2019
Number of pages: 43 Posted: 05 Mar 2020 Last Revised: 01 Sep 2022
Ahmad Al'Maaitah, Tapas Mishra and Mamata Parhi
University of Southampton - Centre for Digital Finance, Southampton Business School, University of Southampton and University of Roehampton
Downloads 81 (559,877)

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Cross-market Bitcoin prices; Return and volatility spillovers; Uncertainty; Inefficiency; Prediction

9.

Green Finance and Sectoral Investment Interdependence: How Do They Co-Move and What Do We Learn?

Number of pages: 32 Posted: 20 Dec 2021
Southampton Business School, University of Southampton, Asian Development Bank - Economic Research, Linkoping University - Department of Management and Engineering Division and Asian Development Bank
Downloads 73 (594,063)
Citation 1

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Green bond, S&P sectoral performance, Hedging and leverage effects, Co-movement, prediction

10.

Gender Empowerment as an Enforcer of Individuals' Choice between Education and Fertility: Evidence from 19th Century France

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 58 Posted: 12 May 2021
Tapas Mishra, Claude Diebolt and Faustine Perrin
Southampton Business School, University of Southampton, University of Strasbourg and University of Strasbourg
Downloads 65 (631,969)
Citation 1

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Gender difference, Cliometrics, Individuals’ choice, Education, Fertility, Quantile regression, Unified growth theory, Nineteenth century France, Quality-Quantity trade-off

11.

A Memory in the Bond: Green Bond and Sectoral Investment

Number of pages: 32 Posted: 12 Mar 2022
Southampton Business School, University of Southampton, Asian Development Bank - Economic Research, Asian Development Bank and Linkoping University - Department of Management and Engineering Division
Downloads 62 (647,378)

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Green bond, S&P sectoral performance, Long memory error corrections

12.

Value the 'Memory'!: Identifying Macroeconomic Variations in Housing Price Determination

Number of pages: 12 Posted: 31 Aug 2018
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, Swansea University and University of Southampton - Southampton Business School
Downloads 58 (668,772)

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Housing Prices, Macroeconomic Conditions, Identification of Housing Demand and Supply, Fractional Cointegrated VAR, USA

13.

Memory and Predictability of Bitcoin Prices: An Arfima-Aegas Approach

Number of pages: 34 Posted: 11 Apr 2023
Qassim University, affiliation not provided to SSRN, University of Strasbourg and Southampton Business School, University of Southampton
Downloads 44 (754,906)

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Bitcoin price forecasting, ARFIMA model, AEGAS model, Skewed Student-t maximum likelihood, Asymmetry, Jumps.

14.

Export under Background Risk: A Mean-Variance Decision Analysis for Indian Manufacturing Firms

Research Paper Series (GEP) University of Nottingham, UK, Globalisation, Productivity and Technology Programme, 2020
Number of pages: 28 Posted: 16 Jun 2020
SBM NMIMS University, Mumbai, Southampton Business School, University of Southampton and Southampton Business School, University of Southampton
Downloads 39 (790,693)

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Exports, Background risk, Background risk –augmented profit, Decision under risk, Mean-variance model, Risk aversion

15.

Corruption and Stock Price Volatility: Firm-Level Evidence

Number of pages: 47 Posted: 20 Apr 2023
Le Moyne College, Southampton Business School, University of Southampton, Indian Institute of Management (IIMU), Udaipur and Indian Institute of Management (IIM), Lucknow
Downloads 31 (854,223)

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stock price volatility, corruption, local corruption, national corruption, rent-seeking, asymmetric effect

16.

Inflation and Income Inequality in a Variety-Expansion Growth Model With Menu Costs

Economics Letters, Forthcoming
Number of pages: 18 Posted: 16 Jul 2020
Zhijie Zheng, Tapas Mishra and Yibai Yang
Beijing Normal University (BNU), Southampton Business School, University of Southampton and University of Macau
Downloads 30 (862,909)

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Inflation, Income inequality, Menu costs, Variety expansion

17.

International Trade-Network and Stock-Market Connectedness: Evidence from Seven Major Economies

Number of pages: 51 Posted: 16 Mar 2023
University of Greenwich, affiliation not provided to SSRN, Southampton Business School, University of Southampton and Cardiff Metropolitan University
Downloads 29 (871,504)

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Import-export/trade-network, stock-market connectedness, directional spillover, Vector autoregression, Variance decomposition

18.

Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!

Number of pages: 34 Posted: 07 Dec 2014 Last Revised: 21 Dec 2017
Hany Abdel-Latif, Tapas Mishra and Anita Staneva
International Monetary Fund (IMF), Southampton Business School, University of Southampton and Auckland University of Technology
Downloads 27 (889,465)

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Democracy Shocks, Economic Development, GVAR, Egypt

19.

How Effective are Policy Interventions in a Spatially-embedded International Real Estate Market?

Journal of Real Estate Finance and Economics, 2019
Posted: 02 Jul 2019
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Roehampton and University of Southampton - Southampton Business School

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Housing price variations; Macroeconomic adjustments; Spatial frictions; Real estate market; Spatial dynamic panel regression; Estimation bias