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Mamata Parhi

University of Roehampton

Roehampton Lane

London, SW15 5PU

United Kingdom

  • University of Roehampton

SCHOLARLY PAPERS

6

DOWNLOADS

709

TOTAL CITATIONS

2

Scholarly Papers (6)

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1.

Luck or Skill: What Drives Hedge Fund Performance Persistence?

Number of pages: 25 Posted: 04 Aug 2022
Ekaterina Ipatova, Mamata Parhi, Tapas Mishra and Kaizad Doctor
Roehampton University, University of Roehampton, Southampton Business School, University of Southampton and Independent
Downloads 405 (184,129)

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Hedge fund; Persistence performance;

2.

Giver and the Receiver: Understanding Spillover Effects and Predictive Power in Cross-Market Bitcoin Prices

International Review of Financial Analysis, Vol. 63, No. 86-104, 2019
Number of pages: 43 Posted: 05 Mar 2020 Last Revised: 01 Sep 2022
Ahmad Al'Maaitah, Tapas Mishra and Mamata Parhi
University of Southampton - Centre for Digital Finance, Southampton Business School, University of Southampton and University of Roehampton
Downloads 107 (669,616)

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Cross-market Bitcoin prices; Return and volatility spillovers; Uncertainty; Inefficiency; Prediction

3.

The Missing Space and the Urbanization-Crime Causal Narrative: Panel Data Evidence from OECD Countries

Number of pages: 37 Posted: 05 Feb 2025
Tapas Mishra, Smruti Ranjan Behera, Kun Duan, Mamata Parhi and Devi Prasad Dash
Southampton Business School, University of Southampton, Indian Institute of Technology Ropar, Huazhong University of Science and Technology, University of Roehampton and Indian Institute of Technology, Jodhpur
Downloads 83 (803,225)
Citation 2

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International migration, OECD, urban development, crime JEL classification: F22, J15, O50, 018, J61

4.

COVID-19, ‘Meteor Showers’ and the Dependence Structure Among Major Developed and Emerging Stock Markets

Number of pages: 50 Posted: 05 Dec 2022
Wenshuo Guo, Ahmad Al'Maaitah and Mamata Parhi
University of Southampton, University of Southampton - Centre for Digital Finance and University of Roehampton
Downloads 81 (809,932)

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Risk contagion, Stock market, COVID-19, R-vine copula, Network

5.

A Prospect Theoretic Characterisation of Suicide: Theory and Empirical Evidence

Number of pages: 54 Posted: 21 Apr 2026
Mamata Parhi, Jishu Dey, Ranadeva Jayasekera, Ramzi Benkraiem and Tapas Mishra
University of Roehampton, University of Southampton, Trinity College Dublin, Audencia Business School and Southampton Business School, University of Southampton
Downloads 33 (1,411,822)

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Suicidal Ideation, Cumulative Prospect Theory, Loss Aversion, Social Comparison, South Korea

6.

How Effective are Policy Interventions in a Spatially-embedded International Real Estate Market?

Journal of Real Estate Finance and Economics, 2019
Posted: 02 Jul 2019
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
Huazhong University of Science and Technology, Southampton Business School, University of Southampton, University of Roehampton and University of Southampton - Southampton Business School

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Housing price variations; Macroeconomic adjustments; Spatial frictions; Real estate market; Spatial dynamic panel regression; Estimation bias