Bandi Kamaiah

University of Hyderabad

Professor, Department of Economics

Central University (PO)

Andhra Pradesh

Hyderabad, CA 500 046

India

SCHOLARLY PAPERS

12

DOWNLOADS

999

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (12)

1.

Futures Trading and Spot Market Volatility: A Case of S&P CNX Nifty Index

GITAM Review of International Business, VoI. 1, No. 2, 2009
Number of pages: 15 Posted: 16 Apr 2010
Bandi Kamaiah and P. Sakthivel
University of Hyderabad and University of Hyderabad
Downloads 210 (202,314)

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Futures Trading, GJR GARCH and Volatility

2.

Simple Sum vs Divisia Monetary Aggregates: An Empirical Evaluation

Economic and Political Weekly, Vol XXXVI, No4 P.317-326, 2001
Number of pages: 10 Posted: 10 Dec 2006
Debashis Acharya and Bandi Kamaiah
Indian Institute of Technology Madras and University of Hyderabad
Downloads 128 (305,533)
Citation 1

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3.

Some Further Evidence on Behaviour of Stock Returns in India

International Journal of Economics and Finance, Vol. 2, No. 2, May 2010
Number of pages: 11 Posted: 07 Mar 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 115 (329,943)

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Random walk, Serial dependence, Variance ratios, Bi-correlation, Episodic dependencies, NSE, BSE, Nifty, Sensex, Indian Stock Market

4.

Non-Linear Dependence in Stock Returns: Evidences from India

Journal of Quantitative Economics, Vol. 8, No. 1, January 2010
Number of pages: 17 Posted: 07 Mar 2011 Last Revised: 05 Aug 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 111 (338,280)

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Nonlinearity, preditiability, market efficiency, random walk, episodic dependence, Indian stock market, NSE, BSE Nifty, Sensex

5.

Long Memory in Stock Market Volatility: Indian Evidences

Artha Vijnana, Vol. 52, No. 4, pp. 332-345, December, 2010
Number of pages: 14 Posted: 22 Jun 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 92 (382,208)

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Long memory, fractional integration, Volatility, Variance, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE, Long memory, fractional integration, Volatility, hyperbolic decay, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE

6.

Do Stock Returns in India Exhibit a Mean-Reverting Tendency? Evidence from Multiple Structural Breaks Test

Banking and Finance Letters, Vol. 2, Issue 4, pp. 371-390, 2010
Number of pages: 20 Posted: 24 Jun 2011 Last Revised: 28 Dec 2014
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 83 (406,765)

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Multiple Structural Breaks, Mean Reversion, Market Efficiency, Random Walk, Global Economic Crisis; External Shocks; NSE; BSE, Indian stock market

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied 56 Economics, Vol. XI, No. 2, 2012
Number of pages: 11 Posted: 16 May 2012 Last Revised: 28 Dec 2014
University of HyderabadCentral University of Kerala, Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 77 (429,549)

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Random walk hypothesis, Market Efficiency, Indian Stock Market, BSE, NSE, Variance ratio, autocorrelation

8.

Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence

Economics, Management, and Financial Markets, Vol. 6, No. 3, pp. 136–147, 2011
Number of pages: 12 Posted: 02 May 2012
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 70 (447,354)

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long memory, volatility persistence, mean-reversion, semi-parametric test, hyperbolic decay, market efficiency, emerging markets, BSE, NSE, Indian stock market

9.

Monetary Asset Separability: Some Non-Parametric Evidence

Indian Economic Journal, Vol. 47, No. 1, pp.56-67, 1999
Number of pages: 6 Posted: 04 Jan 2007
Debashis Acharya and Bandi Kamaiah
Indian Institute of Technology Madras and University of Hyderabad
Downloads 64 (468,370)

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weak separability, non-parametric

10.

On the Random Walk Characteristics of Stock Retuns in India

Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
Number of pages: 12 Posted: 08 Mar 2011 Last Revised: 10 Mar 2011
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and University of Hyderabad
Downloads 49 (529,186)

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Random walk, auto correlation, mean reversion, BSE, NSE, non-parametric, Nifty, Sensex,

11.

Estimating Volatility Pattern in Stock Markets: The Indian Case

The IUP Journal of Applied Economics, Vol. XIII, No. 4, October 2014, pp. 42-51
Posted: 08 Sep 2015
Saheli Das, Archana Kulkarni and Bandi Kamaiah
Jawaharlal Nehru University, University of Hyderabad and University of Hyderabad

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12.

Price Discovery and Volatility Spillover between Spot and Futures Markets: Evidence from India

IUP Journal of Applied Economics, Vol. 9, No. 2, pp. 81-97, April 2010
Posted: 08 Apr 2010
P. Sakthivel and Bandi Kamaiah
University of Hyderabad and University of Hyderabad

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