Bala Arshanapalli

Indiana University Northwest - School of Business & Economics

3400 Broadway

Gary, IN 46408

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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in Total Papers Downloads

4,969

SSRN CITATIONS
Rank 34,203

SSRN RANKINGS

Top 34,203

in Total Papers Citations

11

CROSSREF CITATIONS

14

Scholarly Papers (13)

1.

Multifactor Asset Pricing Analysis of International Value Investment Strategies

Number of pages: 39 Posted: 18 Jan 1998
John A. Doukas, Bala Arshanapalli and T. Daniel Coggin
Old Dominion University - Strome College of Business, Indiana University Northwest - School of Business & Economics and University of North Carolina at Charlotte - The Belk College of Business Administration - Department of Economics
Downloads 1,325 (24,498)
Citation 4

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2.

New Evidence on the Market Impact of Convertible Bond Issues in the U.S.

Number of pages: 45 Posted: 14 May 2004
Indiana University Northwest - School of Business & Economics, Concordia University, Quebec, John Molson School of Business, Students, EDHEC Business School and Concordia University
Downloads 1,238 (27,088)
Citation 16

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3.

A Cointegration Test to Verify the Housing Bubble

The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 35-43, 2008
Number of pages: 9 Posted: 19 Feb 2010
Bala Arshanapalli and William Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Downloads 928 (40,875)

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Testing for Stock Price Bubbles: A Review of Econometric Tools

The International Journal of Business and Finance Research, Vol. 10(4), p. 29-42, 2016
Number of pages: 14 Posted: 15 Feb 2017
Bala Arshanapalli and William Bernard Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Downloads 260 (187,870)

Abstract:

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Stock Price Bubble, Cointegration, Right Tail ADF

Testing for Stock Price Bubbles: A Review of Econometric Tools

Number of pages: 17 Posted: 03 Feb 2017
Bala Arshanapalli and William Bernard Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Downloads 204 (237,533)
Citation 3

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Stock Price Bubble, Cointegration, and Right tail ADF

5.

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

Number of pages: 48 Posted: 25 Apr 2003
Bala Arshanapalli, Lorne Switzer and Alexandre Vezina
Indiana University Northwest - School of Business & Economics, Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance
Downloads 342 (141,833)
Citation 1

Abstract:

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6.

Memory in World Stock Prices

Number of pages: 13 Posted: 30 Jan 2004
Bala Arshanapalli, Lawrence J. Belcher, K.C. Ma and James Mallett
Indiana University Northwest - School of Business & Economics, Stetson University - Department of Finance, Stetson University - Department of Finance and Stetson University - Department of Finance
Downloads 175 (272,888)

Abstract:

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Random walks, memory, international stock prices, variance ratio, mean reverting

7.

Modeling the Time-Varying Risk Premium Using a Mixed GARCH and Jump Diffusion Model

Number of pages: 26 Posted: 24 Jul 2011
Bala Arshanapalli, Frank J. Fabozzi and William Nelson
Indiana University Northwest - School of Business & Economics, EDHEC Business School and Indiana University Northwest
Downloads 172 (277,100)
Citation 1

Abstract:

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8.

Index Participation Units and the Structure of Equity Market Demand: Evidence from New Issues and Redemptions of Spdrs

Number of pages: 55 Posted: 19 Apr 2003
Bala Arshanapalli, Lorne Switzer and Jonathan Arbesfeld
Indiana University Northwest - School of Business & Economics, Concordia University, Quebec, John Molson School of Business, Students and Concordia University, Quebec - Department of Finance
Downloads 140 (328,377)
Citation 1

Abstract:

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9.

Using Quantile Regressions to Examine the Capital Structure Decision of US Firms

The International Journal of Business and Finance Research, v. 8 (5) p. 1- 8 (2014)
Number of pages: 8 Posted: 16 Nov 2014
Bala Arshanapalli and William Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Downloads 107 (400,514)
Citation 2

Abstract:

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Quantile Regression and Capital Structure

10.

The Timing of International Financial Market Bubbles

Pan Pacific Journal of Business Research, Forthcoming
Number of pages: 15 Posted: 15 May 2019
Bala Arshanapalli, William Nelson and Micah Pollak
Indiana University Northwest - School of Business & Economics, Indiana University Northwest and Indiana University Northwest - School of Business & Economics
Downloads 78 (489,887)

Abstract:

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International Stock Price Bubbles, Right Tailed ADF

11.

The Impact of the 2008 Financial Crisis on Withdrawals of Retirement Wealth

Posted: 21 Nov 2014
Bala Arshanapalli, William Bernard Nelson and Micah Pollak
Indiana University Northwest - School of Business & Economics, Indiana University Northwest and Indiana University Northwest - School of Business & Economics

Abstract:

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Financial Crises, Retirement, Withdrawals

12.

The Effects of Macroeconomic Announcements on Equity Returns and Their Connections to Fama-French Factors

Applied Financial Economics, Vol. 20, No. 16, 2010
Posted: 07 Jun 2011
Bala Arshanapalli, William Nelson and Lorne Switzer
Indiana University Northwest - School of Business & Economics, Indiana University Northwest and Concordia University, Quebec, John Molson School of Business, Students

Abstract:

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Marcoeconomic announcements, Fama-French Factors

13.

Yes Virginia, Diversification is Still a Free Lunch

Journal of Wealth Management, Vol. 13, No. 2, 2010
Posted: 07 Jun 2011
Bala Arshanapalli and William Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest

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diversification, financial turbulence