Bharat Raj Parajuli

Monash University

Lecturer (Assistant Professor) of Finance

900 Dandenong Road

Caulfield East, VIC, 3145

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

323

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Uncertain firm profits and (indirectly) priced idiosyncratic volatility

Number of pages: 60 Posted: 07 May 2020 Last Revised: 03 Jul 2022
Xuhui (Nick) Pan, Bharat Raj Parajuli and Petra Sinagl
University of Oklahoma, Monash University and University of Iowa - Department of Finance
Downloads 110 (368,683)

Abstract:

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Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance

2.

Does Forecasting Price Efficiency (FPE) Affect Revelatory Price Efficiency (RPE)?

Number of pages: 69 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 102 (388,392)

Abstract:

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Forecasting Price Efficiency, Revelatory Price Efficiency, Feedback Effect, Price Efficiency, Price Informativeness, Information Acquisition

3.

Does the Delay in Firm-Specific Information Cause Momentum?

Number of pages: 46 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 64 (510,238)

Abstract:

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Momentum, Asset Retruns, Information Delay, Investor Phychology

4.

Economic Benefits of Firms' Government Sale Dependency

Number of pages: 63 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 47 (587,235)

Abstract:

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Government-Dependent Firms, Government Spending, Political Connections, Stock Returns