Dr. Kedar Nath Mukherjee

National Institute of Bank Management

Kondhwe Khurd, NIBM P.O.

Pune, WY Maharashtra 411048

India

National Institute of Bank Management

Assistant Professor (Finance Area)

NIBM Post Office

Kondhwe Khurd

Pune, Maharashtra 411048

India

http://nibmindia.org/faculty-detail.php?q=MTE%3D

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 27,424

SSRN RANKINGS

Top 27,424

in Total Papers Downloads

3,855

TOTAL CITATIONS

15

Scholarly Papers (9)

1.

Impact of Open Interest and Trading Volume in Option Market on Underlying Cash Market: Empirical Evidence from Indian Equity Option Market

Number of pages: 22 Posted: 05 Apr 2005
Dr. Kedar Nath Mukherjee, Dr. Kedar Nath Mukherjee and R. K. Mishra
National Institute of Bank ManagementNational Institute of Bank Management and Institute of Public Enterprise (IPE)
Downloads 790 (65,572)
Citation 2

Abstract:

Loading...

Open Interest, Trading Volume, Index Option, Price Discovery

2.

Review of Stock Market Integration: An International Perspective

ICFAI Journal of Applied Economics, July 2004
Number of pages: 35 Posted: 23 Jun 2005
Dr. Kedar Nath Mukherjee and Dr. Kedar Nath Mukherjee
National Institute of Bank ManagementNational Institute of Bank Management
Downloads 745 (70,909)

Abstract:

Loading...

Integration, market efficiency

3.

International Stock Market Integration and its Economic Determinants: A Study of Indian and World Equity Markets

Number of pages: 22 Posted: 10 Mar 2006
Dr. Kedar Nath Mukherjee, Dr. Kedar Nath Mukherjee and R. K. Mishra
National Institute of Bank ManagementNational Institute of Bank Management and Institute of Public Enterprise (IPE)
Downloads 591 (95,340)
Citation 1

Abstract:

Loading...

Integration, Price Co-movements, Geweke Measures, Economic Determinants

4.

Effect of Option Trading in Indian Cash Market: Empirical Evidence from Non-Price Variables

Number of pages: 28 Posted: 19 Sep 2006
Dr. Kedar Nath Mukherjee, Dr. Kedar Nath Mukherjee and R. K. Mishra
National Institute of Bank ManagementNational Institute of Bank Management and Institute of Public Enterprise (IPE)
Downloads 473 (125,344)

Abstract:

Loading...

Open Interest, Trading Volume, Index Option, Price Discovery, Expiration Effect

5.

Corporate Bond Market in India: Current Scope and Future Challenges

Number of pages: 69 Posted: 07 Nov 2012
Dr. Kedar Nath Mukherjee and Dr. Kedar Nath Mukherjee
National Institute of Bank ManagementNational Institute of Bank Management
Downloads 410 (148,377)
Citation 3

Abstract:

Loading...

bond market, corporate bond, India, secondary market, private placements

6.

Information Leadership and Volatility Spillover Across the Countries: A Case of Indian and Other Asian Equity Markets

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 30 Posted: 10 Jan 2006
Dr. Kedar Nath Mukherjee, Dr. Kedar Nath Mukherjee and R. K. Mishra
National Institute of Bank ManagementNational Institute of Bank Management and Institute of Public Enterprise (IPE)
Downloads 314 (198,840)
Citation 1

Abstract:

Loading...

Volatility spillover, Indian equity markets, Asian equity markets, Information leadership, correlation between markets

7.

Lead-Lag Relationship and its Variation Around Information Release: Empirical Evidence from Indian Cash and Futures Markets

Number of pages: 42 Posted: 19 Sep 2006
Dr. Kedar Nath Mukherjee, Dr. Kedar Nath Mukherjee and R. K. Mishra
National Institute of Bank ManagementNational Institute of Bank Management and Institute of Public Enterprise (IPE)
Downloads 290 (216,377)
Citation 7

Abstract:

Loading...

Futures Market, Lead-Lag Relationship, Volatility Spillover, Informational Efficiency

8.

Information Flow and Price Comovements: Empirical Evidence from Indian Spot and Futures Market

Number of pages: 39 Posted: 17 Apr 2005
Dr. Kedar Nath Mukherjee and Dr. Kedar Nath Mukherjee
National Institute of Bank ManagementNational Institute of Bank Management
Downloads 242 (259,842)
Citation 1

Abstract:

Loading...

Information Flow, Granger's Causality, Cointegration, Geweke Feedback Measures.

9.

Demystifying Yield Spread on Corporate Bonds Trades in India

References: 1. Acharya, V., Amihud, Y., Bharath, S. (2010). Liquidity risk of corporate bond returns. Working Paper-16394, National Bureau of Economic Research, Source: https://core.ac.uk/download/pdf/6672026.pdf 2. Amihud, Y. (2002). Illiquidity and stock returns: cross-section and time- series e
Posted: 26 Jul 2018 Last Revised: 27 Aug 2020
Dr. Kedar Nath Mukherjee and Dr. Kedar Nath Mukherjee
National Institute of Bank ManagementNational Institute of Bank Management

Abstract:

Loading...

Corporate Bond, Yield Spread, Credit Spread, Determinants, Liquidity, Panel Regression

Other Papers (1)

Total Downloads: 577
1.

Stock Market Interlinkages: A Study of Indian and World Equity Markets

Indian Journal of Commerce, Vol. 58, No. 1
Number of pages: 23 Posted: 20 Jun 2005
Dr. Kedar Nath Mukherjee, Dr. Kedar Nath Mukherjee and R. K. Mishra
National Institute of Bank ManagementNational Institute of Bank Management and Institute of Public Enterprise (IPE)
Downloads 577

Abstract:

Loading...

Interlinkages, portfolio diversification, market efficiency