Anurag Narayan Banerjee

Durham Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

11

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Top 22,579

in Total Papers Downloads

3,261

SSRN CITATIONS
Rank 43,531

SSRN RANKINGS

Top 43,531

in Total Papers Citations

3

CROSSREF CITATIONS

13

Scholarly Papers (11)

1.

Corporate Financing and Anticipated Credit Rating Changes

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 46 Posted: 12 Nov 2013 Last Revised: 07 Apr 2016
Chi-Hsiou Daniel Hung, Anurag Narayan Banerjee and Qingrui Meng
University of Glasgow - Adam Smith Business School, Durham Business School and Durham University
Downloads 1,176 (25,955)
Citation 1

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Credit rating changes, Information asymmetry, Capital structure

2.

Active Momentum Trading versus Passive '1/N Naive Diversification'

Number of pages: 22 Posted: 14 Jun 2013
Anurag Narayan Banerjee and Chi-Hsiou Daniel Hung
Durham Business School and University of Glasgow - Adam Smith Business School
Downloads 792 (45,157)
Citation 1

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3.

Informed Momentum Trading versus Uninformed 'Naive' Investors Strategies

Number of pages: 47 Posted: 10 Jan 2010 Last Revised: 22 Apr 2011
Anurag Narayan Banerjee and Chi-Hsiou Daniel Hung
Durham Business School and University of Glasgow - Adam Smith Business School
Downloads 489 (83,705)
Citation 1

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Past Stock Return Information, Momentum Strategies

4.

How Do Momentum Strategies 'Score' Against Individual Investors in Taiwan, Hong Kong and Korea?

Number of pages: 32 Posted: 12 Aug 2014
Anurag Narayan Banerjee and Chi-Hsiou Daniel Hung
Durham Business School and University of Glasgow - Adam Smith Business School
Downloads 396 (107,158)

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Emerging stock markets; Momentum; Naive strategies; Return percentiles; Price information; Score function

5.

The Power of a Financially Literate Woman in Intra-Household Financial Decision-Making

Number of pages: 47 Posted: 14 Dec 2020 Last Revised: 19 Apr 2021
Anurag Narayan Banerjee, Iftekhar Hasan, Kamlesh Kumar and Dennis Philip
Durham Business School, Fordham University, Durham University, Business School, Department of Economics and Finance, Students and Durham University Business School
Downloads 169 (248,634)

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financial literacy, gender gap, intra-household decision-making, financial responsibility, caste, financial holdings

Skating on Thin Ice: Rule Changes and Team Strategies in the NHL

LICOS Discussion Paper No. 175/2006
Number of pages: 24 Posted: 29 Nov 2006
Anurag Narayan Banerjee, Johan F. M. Swinnen and Alfons Weersink
Durham Business School, KU Leuven - Centre for Institutions and Economic Performance (LICOS) and University of Guelph - Department of Agricultural Economics and Business
Downloads 67 (470,799)

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Ice Hockey, Game Theory, NHL Overtime Rule

Skating on Thin Ice: Rule Changes and Team Strategies in the NHL

Canadian Journal of Economics, Vol. 40, No. 2, pp. 493-514, May 2007
Number of pages: 22 Posted: 03 Jun 2007
Anurag Narayan Banerjee, Johan F. M. Swinnen and Alfons Weersink
Durham Business School, KU Leuven - Centre for Institutions and Economic Performance (LICOS) and University of Guelph - Department of Agricultural Economics and Business
Downloads 13 (804,748)

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7.

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model

Number of pages: 46 Posted: 04 Oct 2013 Last Revised: 14 Oct 2013
Anurag Narayan Banerjee, Guillaume Chevillon and Marie Kratz
Durham Business School, ESSEC Business School and ESSEC Business School, CREAR
Downloads 61 (487,216)
Citation 4

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Bubbles, Random Coefficient Autoregressive Model, Local asymptotics, Asset Prices

8.

An Anatomy of Credit Risk Transfer between Sovereign and Financials in the Eurozone Crisis

Journal of International Financial Markets, Institutions & Money, Forthcoming
Number of pages: 41 Posted: 23 Dec 2015
Anurag Narayan Banerjee, Chi-Hsiou Daniel Hung and Kai Lisa Lo
Durham Business School, University of Glasgow - Adam Smith Business School and Shanghai University of Finance and Economics - Department of Finance
Downloads 37 (598,354)

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Credit Default Risk, CDS Spreads, Sovereign Debt, Financial Institutions, European Financial Stability Facility (EFSF)

9.

Unaware of Being Unaware and Financial Non-Participation

Number of pages: 41 Posted: 04 Mar 2021
Anurag Narayan Banerjee, Kamlesh Kumar and Dennis Philip
Durham Business School, Durham University, Business School, Department of Economics and Finance, Students and Durham University Business School
Downloads 32 (627,710)

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financial awareness, cognition, financial non-participation, financial inclusion

10.

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model

Number of pages: 48 Posted: 09 Oct 2013 Last Revised: 13 Jul 2017
Anurag Narayan Banerjee, Guillaume Chevillon and Marie Kratz
Durham Business School, ESSEC Business School and ESSEC Business School - Information & Decision Sciences Department
Downloads 27 (661,028)

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Bubbles, Random Coefficient Autoregressive Model, Local Asymptotics, Asset Prices

11.

Is India Shining?

Review of Development Economics, Vol. 18, Issue 1, pp. 59-72, 2014
Number of pages: 14 Posted: 23 Jan 2014
Anurag Narayan Banerjee and Nilanjan Banik
Durham Business School and Institute for Financial Management Research
Downloads 2 (898,095)

Abstract:

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