Salil K. Sarkar

University of Texas at Arlington - College of Business Administration

Arlington, TX

United States

SCHOLARLY PAPERS

2

DOWNLOADS

145

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Impacts of Sector and Company Size on Effective Factor Investing:Evidence from U.S. Equity Markets

Number of pages: 41 Posted: 23 Nov 2020
Salil K. Sarkar, Yibing Du and Nima Vafai
University of Texas at Arlington - College of Business Administration, The University of Texas At Arlington and The university of Texas Permian Basin
Downloads 104 (385,566)

Abstract:

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factor investing, factor analysis, factor premium, two-step regression, common factors, sectors, yield curve, credit curve

2.

Currency risk exposure and the presidential effect in stock returns

Number of pages: 28 Posted: 20 Jul 2020 Last Revised: 21 Sep 2020
Samar Ashour, David A. Rakowski and Salil K. Sarkar
University of Arkansas, University of Texas at Arlington and University of Texas at Arlington - College of Business Administration
Downloads 41 (629,192)

Abstract:

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US dollar; foreign exchange markets; Presidential cycles; politics and finance.