Raja Velu

Syracuse University - Whitman School of Management

721 University Avenue

Syracuse, NY 13244-2130

United States

SCHOLARLY PAPERS

3

DOWNLOADS

539

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Commonality, Information and Return/Return Volatility - Volume Relationship

Number of pages: 36 Posted: 10 Dec 2003
Xiaojun He, Raja Velu and Chunnan Chen
Yeshiva University, Syracuse University - Whitman School of Management and National Cheng Kung University
Downloads 470 (71,008)

Abstract:

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2.

Why Commonality Persists?

Number of pages: 46 Posted: 08 Mar 2020
Raja Velu, Zhaoque Zhou and Chyng Wen Tee
Syracuse University - Whitman School of Management, affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads 46 (468,555)

Abstract:

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commonality, order flow and liquidity measures, co-movement, market sentiments, investor attention, principal component analysis, canonical correlation analysis, reduced rank regression

3.

Biclustering via Mixtures of Regression Models

International Conference on Computational Science 2019
Number of pages: 8 Posted: 08 Jul 2019
Raja Velu, Zhaoque Zhou and Chyng Wen Tee
Syracuse University - Whitman School of Management, affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads 23 (581,997)

Abstract:

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multivariate regression, singular value decomposition, dimension reduction, mixture models