Tapas Mishra

Southampton Business School, University of Southampton

Professor

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

  • Southampton Business School, University of Southampton

SCHOLARLY PAPERS

19

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in Total Papers Downloads

1,923

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (19)

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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 292 (191,751)

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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
Ekaterina Ipatova, Mamata Parhi, Tapas Mishra and Kaizad Doctor
Roehampton University, University of Roehampton, Southampton Business School, University of Southampton and Independent
Downloads 291 (192,451)

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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 286 (195,888)

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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 211 (263,672)
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
Kun Duan, Xiaohang Ren, Yukun Shi, Tapas Mishra and Cheng Yan
University of Southampton - Southampton Business School, University of Southampton, University of Glasgow, Southampton Business School, University of Southampton and Durham Business School
Downloads 143 (369,576)
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 91 (513,302)

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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 (543,251)
Citation 5

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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 80 (555,338)

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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
Tapas Mishra, Donghyun Park, Gazi Salah Uddin and Grace Tian
Southampton Business School, University of Southampton, Asian Development Bank - Economic Research, Linkoping University - Department of Management and Engineering Division and Asian Development Bank
Downloads 72 (589,395)
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 (622,366)
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
Tapas Mishra, Donghyun Park, Grace Tian and Gazi Salah Uddin
Southampton Business School, University of Southampton, Asian Development Bank - Economic Research, Asian Development Bank and Linkoping University - Department of Management and Engineering Division
Downloads 61 (642,696)

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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 (658,660)

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

13.

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
Subhadip Mukherjee, Soumyatanu Mukherjee and Tapas Mishra
SBM NMIMS University, Mumbai, Southampton Business School, University of Southampton and Southampton Business School, University of Southampton
Downloads 39 (778,819)

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

14.

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

Number of pages: 34 Posted: 11 Apr 2023
Abdullah Alhussaini, Mohamed Chikhi, Claude Diebolt and Tapas Mishra
Qassim University, affiliation not provided to SSRN, University of Strasbourg and Southampton Business School, University of Southampton
Downloads 36 (801,148)

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

15.

Corruption and Stock Price Volatility: Firm-Level Evidence

Number of pages: 47 Posted: 20 Apr 2023
Chandan Kumar Jha, Tapas Mishra, prateek sharma and Sunny Singh
Le Moyne College, Southampton Business School, University of Southampton, Indian Institute of Management (IIMU), Udaipur and Indian Institute of Management (IIM), Lucknow
Downloads 30 (849,364)

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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 (849,364)

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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
Kefei You, V. L. Raju Chinthalapati, Tapas Mishra and Ramakanta Patra
University of Greenwich, affiliation not provided to SSRN, Southampton Business School, University of Southampton and Cardiff Metropolitan University
Downloads 29 (857,742)

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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 26 (884,220)

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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