Brajesh Kumar

Jindal Global Business School

Assistant Professor

University Sonipat-Narela Road

Near Jagdishpur Vill

Sonipat, Haryana 131001

India

http://www.jgbs.edu.in

IIM Ahmedabad

Fellow

Vastrapur

Ahmedabad, Gujarat 380 015

India

  • Jindal Global Business School

    • Email
    • Tel: +918930110773

  • IIM Ahmedabad

SCHOLARLY PAPERS

13

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TOTAL CITATIONS
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Top 40,480

in Total Papers Citations

41

Scholarly Papers (13)

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1.

Trade Off Theory or Pecking Order Theory: What Explains the Behavior of the Indian Firms?

Number of pages: 60 Posted: 04 Sep 2008 Last Revised: 20 Sep 2008
Priyanka Singh, Brajesh Kumar and Brajesh Kumar
Indian Institute of Management (IIM), Ahmedabad and IIM AhmedabadJindal Global Business School
Downloads 1,293 (31,900)
Citation 6

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Trade-off theory, Pecking order theory, capital structure, emerging market

2.

Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets

Number of pages: 36 Posted: 06 Aug 2008 Last Revised: 28 Dec 2010
Brajesh Kumar, Brajesh Kumar, Priyanka Singh and Ajay Pandey
IIM AhmedabadJindal Global Business School, Indian Institute of Management (IIM), Ahmedabad and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 1,263 (32,975)
Citation 8

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3.

Inter-Relationship between Economic Growth, Savings and Inflation in Asia

Number of pages: 26 Posted: 12 Aug 2008
Vaibhav Chaturvedi, Ravindra H. Dholakia, Brajesh Kumar and Brajesh Kumar
IIM Ahmedabad, Independent and IIM AhmedabadJindal Global Business School
Downloads 1,090 (40,780)
Citation 2

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Growth, Savings, Inflation, Asia, Simultaneity, Fixed-Effect

4.

Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets

Number of pages: 56 Posted: 14 Aug 2010
Brajesh Kumar, Brajesh Kumar and Ajay Pandey
IIM AhmedabadJindal Global Business School and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 1,041 (43,596)
Citation 2

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Volatility, Volume, Open Interest, MDH, Emerging Market

5.

Volatility Modeling, Seasonality and Risk-Return Relationship in GARCH-in-Mean Framework: The Case of Indian Stock and Commodity Markets

The 5th Conference of Asia-Pacific Association of Derivatives Paper
Number of pages: 30 Posted: 04 Jun 2008 Last Revised: 11 Dec 2008
Brajesh Kumar, Brajesh Kumar and Priyanka Singh
IIM AhmedabadJindal Global Business School and Indian Institute of Management (IIM), Ahmedabad
Downloads 838 (58,841)
Citation 4

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Volatility, GARCH-in-Mean, Seasonality, S&P CNX Nifty, Gold, Soybean

6.

Effect of Futures Trading on Spot Market Volatility: Evidence from Indian Commodity Derivatives Markets

Number of pages: 25 Posted: 23 Mar 2009
Brajesh Kumar and Brajesh Kumar
IIM AhmedabadJindal Global Business School
Downloads 803 (62,403)
Citation 3

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Spot volatility, Commodity Market, Futures trading activity, GARCH, VAR

7.

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging Effectiveness

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 17 Aug 2009
Brajesh Kumar, Brajesh Kumar and Ajay Pandey
IIM AhmedabadJindal Global Business School and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 668 (79,297)
Citation 6

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CCC-MGARCH, commodity futures, hedging effectiveness, dynamic hedge ratio

8.

Price and Volatility Spillovers Across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market

Number of pages: 43 Posted: 08 Jan 2009 Last Revised: 28 Dec 2010
Priyanka Singh, Brajesh Kumar, Brajesh Kumar and Ajay Pandey
Indian Institute of Management (IIM), Ahmedabad, IIM AhmedabadJindal Global Business School and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 600 (90,678)
Citation 7

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Return Spillover, Volatility spillover, VAR (15), BEKK, Emerging market, Cointegration, Granger causality

9.

Short Run and Long Run Dynamics of Initial Public Offerings: Evidence from India

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 39 Posted: 25 Aug 2008 Last Revised: 25 Nov 2008
Priyanka Singh, Brajesh Kumar and Brajesh Kumar
Indian Institute of Management (IIM), Ahmedabad and IIM AhmedabadJindal Global Business School
Downloads 463 (124,648)
Citation 2

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Underpricing, IPO, Indian Capital Markets, institutional investors, retail investors

10.

The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market

Number of pages: 51 Posted: 25 Dec 2009
Brajesh Kumar, Brajesh Kumar, Priyanka Singh and Ajay Pandey
IIM AhmedabadJindal Global Business School, Indian Institute of Management (IIM), Ahmedabad and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 438 (133,156)

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Trading volume, Volatility, Mixture of distributions hypothesis, GARCH, Granger Causality, VAR, Impulse response function, Variance decomposition

11.

Asymmetric Volatility of Net Convenience Yield: Empirical Evidence from Indian Commodity Futures Markets

Number of pages: 22 Posted: 31 Jul 2018
Brajesh Kumar and Brajesh Kumar
IIM AhmedabadJindal Global Business School
Downloads 63 (685,273)
Citation 1

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Convenience Yield, Asymmetric Volatility, EGARCH, The Theory Of Storage

12.

International Diversification Benefits between Indian, US and Japanese Stock Markets

Posted: 13 Aug 2008
Priyanka Singh, Brajesh Kumar and Brajesh Kumar
Indian Institute of Management (IIM), Ahmedabad and IIM AhmedabadJindal Global Business School

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Indian stock market, tri-variate Johansen Cointegration, Granger causality, tri-variate VAR, return spillover

13.

Mean Reversion and Persistence in Commodity Markets in India

Posted: 07 Aug 2008 Last Revised: 08 Aug 2008
Brajesh Kumar, Brajesh Kumar and Priyanka Singh
IIM AhmedabadJindal Global Business School and Indian Institute of Management (IIM), Ahmedabad

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castor seed, gold, guar seed, silver, maize, soyoil, soybean, mean reversion, persistence, randomness, commodity