Rajesh Tharyan

Northumbria University

Newcastle Business School

Newcastle, NE1 8ST

United Kingdom

  • Northumbria University

SCHOLARLY PAPERS

10

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4,028

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in Total Papers Citations

55

Scholarly Papers (10)

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1.

The Fama-French and Momentum Portfolios and Factors in the UK

University of Exeter Business School, Xfi Centre for Finance and Investment Paper No. 09/05
Number of pages: 31 Posted: 17 Nov 2009 Last Revised: 21 Jan 2010
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter Business School, Northumbria University and University of Exeter Business School
Downloads 2,435 (12,566)
Citation 26

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2.

Constructing and Testing Alternative Versions of the Fama-French and Carhart Models in the UK

Xfi Centre for Finance and Investment Working Paper No. 11/02
Number of pages: 67 Posted: 01 Nov 2011
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter Business School, Northumbria University and University of Exeter Business School
Downloads 277 (231,369)
Citation 29

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3.

An Investigation of Multi-factor Asset Pricing Models in the UK

Number of pages: 28 Posted: 20 Sep 2024 Last Revised: 12 Jan 2025
Rajesh Tharyan, Alan Gregory and Biying Chen
Northumbria University, University of Exeter Business School and KPMG UK
Downloads 261 (245,818)

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Fama-French 5 Factor model, q-model, Capital Asset Pricing Model, Allowed Regulatory Returns, Asset Pricing Models

4.

Macroeconomic Fundamentals and the Pricing of Anomaly Portfolios

Number of pages: 43 Posted: 02 Aug 2021
Rajesh Tharyan
Northumbria University
Downloads 261 (245,818)

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Asset Pricing, Factor Models, Anomaly

5.

In Search of Beta

Number of pages: 42 Posted: 23 Apr 2015 Last Revised: 18 Mar 2016
Alan Gregory, Shan Hua and Rajesh Tharyan
University of Exeter Business School, University of Exeter Business School - XFI Centre for Finance and Investment and Northumbria University
Downloads 220 (290,542)

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CAPM, regulatory finance, beta

6.

Towards the Natural Environment Agency Theory (NEAT)

Number of pages: 52 Posted: 27 Jul 2023 Last Revised: 30 May 2024
Amama Shaukat, Grzegorz Trojanowski and Rajesh Tharyan
Brunel Business School, Brunel University, London, University of Exeter and Northumbria University
Downloads 210 (303,662)

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agency theory, stakeholders, natural environment, corporate social responsibility, environmental disclosures, environmental performance, structural equation modelling

7.

Market's Pricing and Risk-Return Trade-Offs Associated with Covenant-Lite (covlite) Issues

Number of pages: 54 Posted: 28 Apr 2023 Last Revised: 30 May 2023
Adnan Anil Isin, Kevin McMeeking and Rajesh Tharyan
University of Exeter, University of Exeter Business School - Department of Finance and Northumbria University
Downloads 159 (389,952)

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Covlite deals, Covenant flexibilities, Non-banks, COVID-19

8.

Let There Be Liquidity: Automated market making in small stocks' markets

Number of pages: 41 Posted: 21 Feb 2025
Pascal Egloff, Sabrina Graf, Thomas Krabichler and Rajesh Tharyan
OST Eastern Switzerland University of Applied Sciences, OST Eastern Switzerland University of Applied Sciences, OST Eastern Switzerland University of Applied Sciences and Northumbria University
Downloads 106 (535,665)

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Liquidity, Market Microstructure, Impermanent Loss, Secondary Markets, AMM, Automated Market Maker, Constant Product Market Maker, CPMM, DeFi, Stock Market, SME

9.

Real Menace or Crying Wolf? Covenant Flexibility and Risk-Return Dynamics of Covlites

Number of pages: 60 Posted: 22 Sep 2023
Kevin McMeeking, Adnan Anil Isin and Rajesh Tharyan
Brunel University London, University of Exeter and Northumbria University
Downloads 62 (733,320)

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Covlite deals, Covenant flexibilities, Non-banks, COVID-19

10.

More Than Just Contrarians: Insider Trading in Glamour and Value Firms

European Financial Management, Vol. 19, No. 4, 2013, 747–774. Forthcoming doi: 10.1111/j.1468-036X.2011.00608.x
Number of pages: 43 Posted: 10 Mar 2023
Alan Gregory, Rajesh Tharyan and Ian Tonks
University of Exeter Business School, Northumbria University and University of Bristol - Department of Finance and Accounting
Downloads 37 (919,701)

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insider trading, value, glamour