Ajay Shah

Indira Gandhi Institute of Development Research (IGIDR)

Assistant Professor

Gen A.K. Vaidya Marg Santoshnagar

Goregaon (East)

Bombay 400065, Maharashtra

India

SCHOLARLY PAPERS

9

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SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Market Microstructure Considerations in Index Construction

Number of pages: 20 Posted: 24 Apr 1998
Ajay Shah and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 1,444 (12,667)
Citation 6

Abstract:

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2.

Intraday Behaviour of Stock Markets: A Study of the Indian Equity Markets

Number of pages: 26 Posted: 25 Jul 2004
Tirthankar C. Patnaik and Ajay Shah
Indira Gandhi Institute of Development Research (IGIDR) and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 373 (80,785)

Abstract:

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High-frequency data, Discrete-time filtering, ARIMA model selection, GARCH modelling, Fourier Flexible Form

3.

Informal Gold Mining and Mercury Pollution in Brazil

World Bank Policy Research Working Paper No. 1304
Number of pages: 36 Posted: 20 Apr 2016
Ajay Shah and kshama fernandes
Indira Gandhi Institute of Development Research (IGIDR) and affiliation not provided to SSRN
Downloads 251 (124,580)

Abstract:

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Coastal and Marine Resources, Mining & Extractive Industry (Non-Energy), Water and Industry, Montreal Protocol, Primary Metals

4.

Improved Methods for Obtaining Information from Distributed Dealer Markets

Number of pages: 14 Posted: 21 Sep 1998
Ajay Shah
Indira Gandhi Institute of Development Research (IGIDR)
Downloads 139 (212,743)

Abstract:

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5.

The Tale of One Market Inefficiency: Abnormal Returns Around Gdr Issues by Indian Firms

Posted: 11 May 2000
Ajay Shah
Indira Gandhi Institute of Development Research (IGIDR)

Abstract:

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6.

The Impact of Speculation Upon Volatility and Market Efficiency: The Badla Experience on the Bse

Posted: 10 Oct 1998
Ajay Shah
Indira Gandhi Institute of Development Research (IGIDR)

Abstract:

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7.

The Indian IPO Market: Empirical Facts

Posted: 25 Aug 1998
Ajay Shah
Indira Gandhi Institute of Development Research (IGIDR)

Abstract:

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8.

The Indian IPO Market: Suggestions for Institutional Arrangements

Posted: 25 Aug 1998
Ajay Shah
Indira Gandhi Institute of Development Research (IGIDR)

Abstract:

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9.

How Competition and Automation Have Changed the Bombay Stock Exchange

Posted: 03 Jul 1998
Ajay Shah and Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR) and Indira Gandhi Institute of Development Research (IGIDR)

Abstract:

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