Abhinav Anand

Indian Institute of Management Bangalore

Assistant Professor

Bannerghatta Road

Bangalore, 560 076

India

  • Indian Institute of Management Bangalore

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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1.

The Role of Reddit in the GameStop Short Squeeze

IIM Bangalore Research Paper No. 644, Economics Letters, Vol. 211, Feb 2022
Number of pages: 16 Posted: 24 Jun 2021 Last Revised: 01 May 2023
Abhinav Anand and Jalaj Pathak
Indian Institute of Management Bangalore and Great Lakes Institute of Management
Downloads 1,514 (24,387)
Citation 14

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Short Squeeze, GameStop, WallStreetBets

2.

Seeking Alpha: More Sophisticated Than Meets the Eye

Number of pages: 65 Posted: 03 Apr 2024 Last Revised: 08 Sep 2024
Duo Selina Pei, Abhinav Anand and Xing Huan
University of Warwick - Warwick Business School, Indian Institute of Management Bangalore and EDHEC Business School
Downloads 403 (141,477)

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Seeking Alpha, social media, textual analysis

3.

Foster-Hart Optimal Portfolios

Journal of Banking and Finance, Vol. 68, 2016
Number of pages: 34 Posted: 26 Mar 2016 Last Revised: 26 Apr 2023
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim
Indian Institute of Management Bangalore, State University of New York (SUNY) - Department of Applied Mathematics and Statistics, Bank of Japan and College of Business, Stony Brook University
Downloads 244 (240,213)
Citation 2

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ARMA-GARCH model, normal tempered stable distribution, Foster-Hart risk, value-at-risk (VaR), average value-at-risk (AVaR), reward-risk ratio

4.

The Equity Risk Posed by the Too-Big-To-Fail Banks: A Foster-Hart Estimation

Annals of Operations Research, 253 (1), 21–41, (2017).
Number of pages: 26 Posted: 26 Mar 2016 Last Revised: 23 Aug 2023
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim
Indian Institute of Management Bangalore, State University of New York (SUNY) - Department of Applied Mathematics and Statistics, Bank of Japan and College of Business, Stony Brook University
Downloads 180 (318,579)
Citation 1

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Financial Risk, Normal Tempered Stable Distribution, Foster-Hart risk, Value-at-Risk (VaR), Average Value-at-Risk (AVaR)

5.

Related Party Transactions and Audit Fees: Indian Evidence

Auditing: A Journal of Practice & Theory (Forthcoming)
Number of pages: 45 Posted: 17 Jun 2022
Narendra Nath Kushwaha, Abhinav Anand, M Jayadev and Kannan Raghunandan
Ahmedabad University, Indian Institute of Management Bangalore, Indian Institute of Management (IIMB), Bangalore and Florida International University (FIU)
Downloads 172 (331,776)

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6.

The Impact of Sentiment on Emerging Stock Markets

IIM Bangalore Research Paper No. 625, International Review of Economics & Finance, Vol. 75, 2021
Number of pages: 40 Posted: 14 Oct 2020 Last Revised: 26 Apr 2023
Abhinav Anand, Sankarshan Basu, Jalaj Pathak and Ashok Thampy
Indian Institute of Management Bangalore, Indian Institute of Management (IIMB), Bangalore, Great Lakes Institute of Management and Indian Institute of Management Bangalore (IIMB)
Downloads 150 (372,477)
Citation 2

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Central Bank Communication, Sentiment Analysis, Text Analysis

7.

Whose Speeches Impact European Markets: ECBs’ or the National Central Banks’?

IIM Bangalore Research Paper No. 640, European Financial Management, 28, 1413– 1476. (2022).
Number of pages: 82 Posted: 22 Apr 2021 Last Revised: 23 Aug 2023
Abhinav Anand, Sankarshan Basu, Jalaj Pathak and Ashok Thampy
Indian Institute of Management Bangalore, Indian Institute of Management (IIMB), Bangalore, Great Lakes Institute of Management and Indian Institute of Management Bangalore (IIMB)
Downloads 108 (479,105)

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Central Bank Communication, Tone Analysis, Financial Text Analysis, Federal Reserve speeches

8.

The Role of Reddit in the Gamestop Short Squeeze

Number of pages: 13 Posted: 07 Dec 2021 Last Revised: 14 Sep 2023
Abhinav Anand and jalaj pathak
Indian Institute of Management Bangalore and Indian Institute of Management Lucknow
Downloads 90 (541,532)

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Short Squeeze, GameStop, WallStreetBets

9.

Platform Exploitation in the Sharing Economy

IIM Bangalore Research Paper No. 673, Operations Research Letters, 51, 47-53. (2023).
Number of pages: 20 Posted: 28 Nov 2022 Last Revised: 23 Aug 2023
Abhinav Anand, Souvik Dutta and Prithwiraj Mukherjee
Indian Institute of Management Bangalore, Indraprastha Institute of Information Technology and Ahmedabad University (AU)
Downloads 74 (607,518)

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Platform exploitation; sharing economy; contract theory; optimal control

10.

The Semantic Complexity of Financial Disclosures

IIM Bangalore Research Paper No. 693
Number of pages: 43 Posted: 08 Jan 2024
Abhinav Anand, Sankarshan Basu, Xing Huan and Jalaj Pathak
Indian Institute of Management Bangalore, Indian Institute of Management (IIMB), Bangalore, EDHEC Business School and IIM Lucknow
Downloads 53 (716,783)

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Financial disclosure, Information environment, Textual analysis, Plain English, Readability, Semantic complexity

11.

Federal Reserve Speeches and Sovereign Credit Risk

IIM Bangalore Research Paper No. 697
Number of pages: 68 Posted: 26 Feb 2024
Abhinav Anand, Hitesh Doshi, Ankit Kumar and Jalaj Pathak
Indian Institute of Management Bangalore, University of Houston - C.T. Bauer College of Business, Indian Institute of Management, Calcutta (IIMC) and IIM Lucknow
Downloads 50 (735,489)

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12.

A few rotten apples: non-performing loans, external frauds, and operational losses in a leading Indian bank

IIM Bangalore Research Paper No. 696
Number of pages: 15 Posted: 02 Sep 2023 Last Revised: 15 Mar 2024
Abhinav Anand, Narendra Nath Kushwaha and Jayadev Madugula
Indian Institute of Management Bangalore, Ahmedabad University and Indian Institute of Management (IIMB), Bangalore - Finance & Accounting Department
Downloads 49 (741,816)

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Operational risk, power law, non-performing loans

13.

Fog to Pyre: The impact of Supreme Court Judgment Complexity on Dowry Deaths

IIM Bangalore Research Paper No. 700
Number of pages: 62 Posted: 04 Sep 2024
Abhinav Anand, Sanchit Jain, Jalaj Pathak and Sheetal Sekhri
Indian Institute of Management Bangalore, Indian Institute of Management (IIMB), Bangalore, IIM Lucknow and Department of Economics, University of Virginia
Downloads 34 (850,754)

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Dowry Deaths, Violence against women, Readability of judgments