Alok Kumar

Indira Gandhi Institute of Development Research (IGIDR) - Economics

Film City Road, Santosh Nagar

Mumbai 400065 Maharashtra

India

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

1.

Determinants of Stock Trading Volume: Evidence from Indian Stock Markets

Number of pages: 41 Posted: 29 Nov 2006 Last Revised: 31 May 2008
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Downloads 531 (51,315)

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Indian Equity Markets, Trading Volume, Behavioral Finance, Panel Data

2.

A Markov-Switching Vector Error Correction Model of the Indian Stock Prices and Trading Volume

Number of pages: 38 Posted: 20 Apr 2005 Last Revised: 20 Apr 2009
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Downloads 434 (65,984)

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Indian Equity Market,Trading volume, Cointegration, Markov Switching

3.

Long Memory in Stock Trading Volume: Evidence from Indian Stock Market

Number of pages: 44 Posted: 23 Jun 2004
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Downloads 408 (71,122)

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Trading volume, Detrending, Long memory process, ARFIMA, ARFIMA-GARCH, Periodogram regression

4.

Energy Intensity: A Quantitative Exploration for Indian Manufacturing

IGIDR Working Paper No. 152
Number of pages: 15 Posted: 06 Jan 2004
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Downloads 369 (79,970)
Citation 1

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Energy Intensity, Panel data analysis

5.

Modeling Informed State in Fixed Income Market: Empirical Evidence from HFT Data

Number of pages: 16 Posted: 27 Aug 2010 Last Revised: 13 Nov 2018
Alok Kumar and Madhucchand Darbha
Indira Gandhi Institute of Development Research (IGIDR) - Economics and University of Reading - ICMA Centre
Downloads 7 (602,069)

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Autoregressive Conditional Duration, Market Microstructure, Probability Of Informed Trading, High Frequency Transaction Data, Fixed Income Markets