Tapas Mishra

Southampton Business School, University of Southampton

Professor

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS

849

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (16)

1.

Asymmetric Growth Impact of Fiscal Policy: Evidence from Egypt

Number of pages: 15 Posted: 03 Jan 2018
Hany Abdel-Latif and Tapas Mishra
Swansea University and Southampton Business School, University of Southampton
Downloads 186 (228,609)
Citation 1

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

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 149 (275,263)

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Hedge fund; Persistence performance;

3.

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 86 (403,801)
Citation 1

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

4.

Mergers and Acquisitions and Brexit: A Natural Experiment

Number of pages: 48 Posted: 21 Jul 2022
Di Luo, Tapas Mishra and Zhuang Zhang
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 74 (440,200)

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Brexit; Uncertainty; Mergers and Acquisitions; Real Options

5.

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 Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Southampton - Southampton Business School and University of Southampton - Southampton Business School
Downloads 64 (474,916)

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Bitcoin; Ambiguity; Abnormal returns

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 61 (486,441)

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

7.

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 44 (560,593)

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

8.

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 39 (586,470)

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

9.

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 32 (626,715)

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

10.

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 27 (659,921)

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

11.

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 22 (697,825)

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

12.

Quantile Dependence and Portfolio Management between Oil, Gold, Silver and MENA Stock Markets

Number of pages: 1 Posted: 14 Jun 2022
Sultan Qaboos University, Southampton Business School, University of Southampton, Pusan National University - College of Business, University of Economics Ho Chi Minh City and Pusan National University
Downloads 17 (738,515)

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Gold, Silver, MENA stock markets: Quantile-on-Quantile, COVID-19, Hedging effectiveness

13.

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
Southwestern University of Finance and Economics (SWUFE), Southampton Business School, University of Southampton and University of Macau
Downloads 17 (738,515)

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Inflation, Income inequality, Menu costs, Variety expansion

14.

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
Swansea University, Southampton Business School, University of Southampton and Auckland University of Technology
Downloads 16 (747,181)

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Democracy Shocks, Economic Development, GVAR, Egypt

15.

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 15 (756,167)

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

16.

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