Bharat Raj Parajuli

Monash University

Lecturer (Assistant Professor) of Finance

900 Dandenong Road

Caulfield East, VIC, 3145

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

163

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Idiosyncratic Volatility Puzzle with Learning and Asymmetric Signal Precision

Number of pages: 66 Posted: 07 May 2020 Last Revised: 04 Jan 2021
Xuhui (Nick) Pan, Bharat Raj Parajuli and Petra Sinagl
University of Oklahoma, Monash University and University of Iowa - Department of Finance
Downloads 55 (449,265)

Abstract:

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

2.

Does the Delay in Firm-Specific Information Cause Momentum?

Number of pages: 46 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 44 (493,647)

Abstract:

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Momentum, Asset Retruns, Information Delay, Investor Phychology

3.

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

Number of pages: 69 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 35 (536,203)

Abstract:

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

4.

Economic Benefits of Firms' Government Sale Dependency

Number of pages: 63 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 29 (568,886)

Abstract:

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