Anu Bahri

Tata Consultancy Services Ltd.

Synergy Park

Non SEZ, Gacchibowli

Hyderabad

India

SCHOLARLY PAPERS

6

DOWNLOADS

326

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Bitcoin an Asset Class – Market Risk Assessment for Indian Investors

Number of pages: 37 Posted: 12 Feb 2018 Last Revised: 18 Feb 2018
Anand Shah and Anu Bahri
Tata Consultancy Services Ltd. and Tata Consultancy Services Ltd.
Downloads 115 (330,215)

Abstract:

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Bitcoin, Crypto-currencies, Sharpe Ratio, Sortino Ratio, Value at Risk, Expected Shortfall, Extreme Value Theory, Asymmetric GARCH models, GARCH in Mean models

2.

Are Stock Markets Adaptive? Evidence from US, Hong Kong and India

Number of pages: 36 Posted: 22 Jan 2019
Anand Shah and Anu Bahri
Tata Consultancy Services Ltd. and Tata Consultancy Services Ltd.
Downloads 63 (472,407)

Abstract:

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Adaptive Market Hypothesis, Efficient Market Hypothesis, Rolling Variance Ratio Tests, Indian Stock Market

3.

Asymmetric and Symmetric Volatility Models for Exchange Rates in India – The Impact of the Net Purchase of US Dollars by the Central Bank and Net Inflows by Foreign Institutional Investors

Number of pages: 38 Posted: 16 Feb 2017 Last Revised: 21 Dec 2017
Anand Shah and Anu Bahri
Tata Consultancy Services Ltd. and Tata Consultancy Services Ltd.
Downloads 52 (516,278)
Citation 1

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Asymmetric GARCH models, GJR-GARCH, EGARCH, Exchange Rates, Central Bank Interventions

4.

Did COVID-19 Pandemic Affect the Sentiments expressed in the Financial Statements? - A study of New Age Technology and Nifty IT Firms

Number of pages: 79 Posted: 23 Aug 2021 Last Revised: 08 Apr 2022
Anand Shah and Anu Bahri
Tata Consultancy Services Ltd. and Tata Consultancy Services Ltd.
Downloads 41 (568,159)

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textual analysis; sentiment analysis; COVID-19; Form 10-K; financial constraints; complexity; Industry 4.0

5.

Dynamics of Correlation and Volatility in New Age Technology (Industry 4.0) Sectoral Indices and Traditional Sectoral Indices in US and India

Number of pages: 107 Posted: 22 Apr 2021 Last Revised: 01 Jun 2021
Anand Shah and Anu Bahri
Tata Consultancy Services Ltd. and Tata Consultancy Services Ltd.
Downloads 38 (583,666)

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Asymmetric Dynamic Conditional Correlation, Volatility, Portfolio Diversification, GARCH Models, COVID-19 Crisis, Sub-prime Mortgage Crisis, NASDAQ Sectors, Nifty Sectors, Fourth Industrial Revolution, Industry 4.0, VaR, Expected Shortfall, Extreme Value Theory

6.
Downloads 17 (727,383)

Abstract:

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Patents, Intellectual Property