Bharat Raj Parajuli

Monash University

Lecturer (Assistant Professor) of Finance

900 Dandenong Road

Caulfield East, VIC, 3145

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

464

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 172 (323,456)

Abstract:

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

Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility

Number of pages: 79 Posted: 09 Mar 2024
Bharat Raj Parajuli, Xuhui (Nick) Pan and Petra Sinagl
Monash University, University of Oklahoma and University of Iowa - Department of Finance
Downloads 31 (883,929)

Abstract:

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Idiosyncratic volatility, Bayesian updating, incomplete information, uncertainty, firm profitability

Uncertain Firm Profits and (Indirectly) Priced Idiosyncratic Volatility

Number of pages: 61 Posted: 05 Feb 2023
Bharat Raj Parajuli, Xuhui (Nick) Pan and Petra Sinagl
Monash University, University of Oklahoma and University of Iowa - Department of Finance
Downloads 28 (911,703)

Abstract:

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Idiosyncratic volatility, Bayesian updating, incomplete information, uncertainty, firm profitability.

2.

Price (In)efficiency wrt Firm-Specific Information and Anomalies.

Number of pages: 46 Posted: 08 May 2020 Last Revised: 05 Jul 2023
Bharat Raj Parajuli
Monash University
Downloads 159 (350,062)

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Momentum, Asset Retruns, Information Delay, Investor Phychology

3.

Economic Benefits of Firms' Government Sale Dependency

Number of pages: 63 Posted: 08 May 2020
Bharat Raj Parajuli
Monash University
Downloads 74 (592,865)

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

4.

Is Positive Information more Valuable to Investors than Negative Information?

Posted: 08 May 2020 Last Revised: 05 Jul 2023
Bharat Raj Parajuli
Monash University
Downloads 0 (1,153,864)

Abstract:

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