Ashok Banerjee

Indian Institute of Management Calcutta

Professor of Finance

Diamond Harbour Road

Kolkata, West Bengal 700104

India

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 39,831

SSRN RANKINGS

Top 39,831

in Total Papers Downloads

1,885

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Performance of Indian Equity Mutual Funds vis-a vis Their Style Benchmarks: An Empirical Exploration

10th Capital Markets Conference, Indian Institute of Capital Markets
Number of pages: 18 Posted: 14 Feb 2007
Soumya Guha Deb, Ashok Banerjee and B. B. Chakrabarti
Indian Institute of Management, Kolkata, Indian Institute of Management Calcutta and Indian Institute of Management, Kolkata
Downloads 1,230 (25,767)
Citation 3

Abstract:

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Equity, Mutual Funds, Performance Measurement, Benchmarks

2.

Automated Analysis of News to Compute Market Sentiment: Its Impact on Liquidity and Trading

Number of pages: 48 Posted: 17 May 2015
Gautam Mitra, Dan di Bartolomeo, Ashok Banerjee and Xiang Yu
Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Northfield Information Services, Indian Institute of Management Calcutta and OptiRisk Systems
Downloads 324 (142,192)
Citation 1

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Computer trading, Automated Trading, Market Sentiment, News Sentiment Analysis, News Impact, Liquidity measures, Market microstructure

Persistence in Performance of Indian Equity Mutual Funds: An Empirical Investigation

Number of pages: 30 Posted: 27 May 2014
Indian Institute of Management SambalpurIndian Institute of Management (IIM), Sambalpur, Indian Institute of Management, Kolkata and Indian Institute of Management Calcutta
Downloads 212 (216,820)

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Persistence in Performance of Indian Equity Mutual Funds: An Empirical Investigation

Management Review, Management Journal of IIMB, Published, June, 2008
Posted: 15 Jan 2014
Indian Institute of Management SambalpurIndian Institute of Management (IIM), Sambalpur, Indian Institute of Management Calcutta and Indian Institute of Management, Kolkata

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4.

On a Few Strategies for a Sustainable Turnaround of the Indian Railways

Journal of Institute of Public Enterprise, Vol. 6, Issue 1/2, Jun. 2016
Number of pages: 16 Posted: 15 Mar 2017
Bodhibrata Nag and Ashok Banerjee
Indian Institute of Management Calcutta and Indian Institute of Management Calcutta
Downloads 70 (492,940)

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Indian Railways, Electric Traction, Network Capacity, Benchmarking

5.

Who trades and who provides liquidity around unscheduled corporate announcements?

Number of pages: 49 Posted: 11 Oct 2021
Samarpan Nawn and Ashok Banerjee
Indian Institute of Management Udaipur and Indian Institute of Management Calcutta
Downloads 49 (579,886)

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Merger, Acquisition, HFT, insider trading, liquidity supply