Rakesh Gupta

Griffith University - Griffith Business School

Senior Lecturer

Brisbane, Queensland 4111

Australia

CQ University

Senior Lecturer

B-33, G-26

Fabie

North Rockhampton, QLD 4701

Australia

Association of Personal Finance and Investments

President

Bruce Highway

Rockhampton

Australia

  • Griffith University - Griffith Business School

    • Email
    • Tel: +61 7 37357593
    • Fax: +61 7 3735 3719

  • CQ University

    • Email
    • Tel: +61 7 4930 9158

  • Association of Personal Finance and Investments

    • Tel: 61749309158
SCHOLARLY PAPERS

21

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2,202

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1

CROSSREF CITATIONS

7

Scholarly Papers (21)

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1.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012
Scott N. Pappas, Robert J. Bianchi, Michael E. Drew and Rakesh Gupta
Griffith University - Griffith Business School, Griffith University, Griffith University and Griffith University - Griffith Business School
Downloads 688 (38,801)

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2.

An Empirical Analysis of Stock Market Performance and Economic Growth: Evidence from India

Paramati, S.R. and Gupta, R. (2011) An empirical analysis of stock market performance and economic growth: Evidence from India. International Research Journal of Finance and Economics, Issue 73, 133-149.
Number of pages: 17 Posted: 09 Oct 2013 Last Revised: 11 Jul 2017
Sudharshan Reddy Paramati and Rakesh Gupta
University of Dundeeaffiliation not provided to SSRN and Griffith University - Griffith Business School
Downloads 418 (73,069)
Citation 1

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Stock market performance, economic growth, causality test, short-run and long-run dynamics

3.

Portfolio Optimisation in the Indian Stock Market – Industry Sector Analysis

International Business and Economics Research Journal, Vol. 8, No. 1, 2009
Number of pages: 14 Posted: 21 Aug 2010
Rakesh Gupta
Griffith University - Griffith Business School
Downloads 267 (120,473)

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4.

An Empirical Relationship between Exchange Rates, Interest Rates and Stock Returns

Number of pages: 14 Posted: 10 Oct 2013
Sudharshan Reddy Paramati and Rakesh Gupta
University of Dundeeaffiliation not provided to SSRN and Griffith University - Griffith Business School
Downloads 253 (127,516)
Citation 1

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Direction of causality and Lead-lag interaction

5.

Volatility, Time Varying Correlation and International Portfolio Diversification: An Empirical Study of Australia and Emerging Markets

International Research Journal of Finance and Economics, Vol. 18, 2008
Number of pages: 20 Posted: 21 Aug 2010
Rakesh Gupta and A. T. Mollik
Griffith University - Griffith Business School and Faculty of Business & Government, UC
Downloads 216 (148,784)

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6.

A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners

25th Australasian Finance and Banking Conference 2012
Number of pages: 30 Posted: 28 Aug 2012
Sudharshan Reddy Paramati, Rakesh Gupta and Eduardo Roca
University of Dundeeaffiliation not provided to SSRN, Griffith University - Griffith Business School and Griffith University
Downloads 116 (251,399)

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Trade linkages, Stock market integration, Global financial crisis and AGDCC-GARCH models

7.

Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets

Number of pages: 31 Posted: 22 Aug 2013
Sudharshan Reddy Paramati, Rakesh Gupta and Kishore Tandon
University of Dundeeaffiliation not provided to SSRN, Griffith University - Griffith Business School and CUNY Baruch College - Zicklin School of Business
Downloads 69 (348,621)

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G01, G11, G15

8.

Time-Varying Correlations and Optimal Allocation in Emerging Market Equities for Australian Investors: A Study Using East European Depositary Receipts

International Research Journal of Finance and Economics, Vol, 18, 2008
Number of pages: 15 Posted: 21 Aug 2010
Rakesh Gupta and Thadavillil Jithendranathan
Griffith University - Griffith Business School and University of St. Thomas - Department of Financial Management
Downloads 62 (368,757)

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International Finance, International Financial Markets

9.

The Information Transmission between China and the US Agricultural Commodity Markets

Number of pages: 45 Posted: 20 Aug 2015
Di Mo and Rakesh Gupta
RMIT University and Griffith University - Griffith Business School
Downloads 58 (380,919)
Citation 1

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Futures, agricultural commodities, long-run relationship, short-run relationship

10.

Do Australian Managed Funds Investors Exhibit Return Chasing Behavior?

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 20 Aug 2010 Last Revised: 16 Nov 2010
Rakesh Gupta and Thadavillil Jithendranathan
Griffith University - Griffith Business School and University of St. Thomas - Department of Financial Management
Downloads 33 (476,227)

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Managed Funds, Australia

11.

Stock Market Interdependence between Australia and Its Trading Partners: Does Trade Intensity Matter?

Paramati, S.R., Gupta, R. & Roca, E. (2015) “Stock market interdependence between Australia and its trading partners: does trade intensity matter?” Applied Economics DOI: 10.1080/00036846.2015.1047088
Number of pages: 34 Posted: 17 Jul 2017
Sudharshan Reddy Paramati, Rakesh Gupta and Eduardo Roca
University of Dundeeaffiliation not provided to SSRN, Griffith University - Griffith Business School and Griffith University
Downloads 21 (541,830)
Citation 1

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12.

Capital Inflows and House Prices: Aggregate and Regional Evidence from China

Australian Economic Papers, Vol. 55, Issue 4, pp. 451-475, 2016
Number of pages: 25 Posted: 26 Mar 2017
Hui An, Lijie Yu and Rakesh Gupta
Dalian University of Technology, Dalian University of Technology and Griffith University - Griffith Business School
Downloads 1 (683,098)
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13.

Diversification into Emerging Markets – An Australian and the US Perspective Using a Time‐Varying Approach

Australian Economic Papers, Vol. 56, Issue 2, pp. 134-162, 2017
Number of pages: 29 Posted: 07 Jun 2017
Rakesh Gupta, Junhao Yang and Thadavillil Jithendranathan
Griffith University - Griffith Business School, Central Queensland University (CQUniversity) and University of St. Thomas - Department of Financial Management
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Emerging markets, International diversification, Asymmetric DCC GARCH, Copula Model

14.

Trade and Investment Linkages and Stock Market Long‐Run Relationship

Australian Economic Papers, Vol. 55, Issue 2, pp. 149-169, 2016
Number of pages: 21 Posted: 03 Jun 2016
Sudharshan Reddy Paramati, Rakesh Gupta and an hui
Jiangxi University of Finance and Economics, Griffith University - Griffith Business School and Dalian University of Technology
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15.

Comparative Credit Risk in Islamic and Conventional Banks

Pacific-Basin Finance Journal, Vol. 34, 2015
Posted: 06 Sep 2014 Last Revised: 04 Jan 2016
Nurul Kabir, Andrew C. Worthington and Rakesh Gupta
Griffith University, Griffith University and Griffith University - Griffith Business School

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Credit risk; distance to default; Z-scores; nonperforming loans; Islamic banking

16.

Fund Flows and Past Performance in Australian Managed Funds

Accounting Research Journal, Volume 25 Issue 2, 2012
Posted: 29 Aug 2014
Thadavillil Jithendranathan and Rakesh Gupta
University of St. Thomas - Department of Financial Management and Griffith University - Griffith Business School

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Australia, Investors, Decision making, Fund management, Managed funds, Past performance, Funds flow

17.

Impact of Single Stock Futures on the Volatility of Underlying Indian Stocks

International Journal of Finance and Economics, Forthcoming
Posted: 29 Aug 2014
Thadavillil Jithendranathan and Rakesh Gupta
University of St. Thomas - Department of Financial Management and Griffith University - Griffith Business School

Abstract:

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18.

Short-Sales Restrictions and Efficiency of Emerging Option Market: A Study of Indian Stock Index Options

International Research Journal of Finance and Economics (2009)
Posted: 29 Aug 2014
Thadavillil Jithendranathan and Rakesh Gupta
University of St. Thomas - Department of Financial Management and Griffith University - Griffith Business School

Abstract:

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19.

Weak-Form Market Efficiency and Calendar Anomalies for Eastern European Equity Markets

Journal of Emerging Market Finance, Vol. 10, Issue 3, pp.337-389, December 2011
Posted: 16 Oct 2012
Francesco Guidi, Rakesh Gupta and Suneel Maheshwari
University of Greenwich - Greenwich Business School, Griffith University - Griffith Business School and Indiana University of Pennsylvania

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Emerging stock markets, day-of-the-week effect, market efficiency, variance ratio test, GARCH-M

20.

Market Efficiency in the ASEAN Region: Evidence from Multivariate and Cointegration Tests

Applied Financial Economics, Vol. 23, No. 4, 2013, Forthcoming
Posted: 15 Oct 2012
Francesco Guidi and Rakesh Gupta
University of Greenwich - Greenwich Business School and Griffith University - Griffith Business School

Abstract:

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ASEAN, efficient market hypothesis, variance ratio, cointegration

21.

Cointegration Relationship and Time Varying Co-Movements among Indian and Asian Developed Stock Markets

International Review of Financial Analysis, Vol. 21, pp. 10-22, 2012
Posted: 15 Oct 2012 Last Revised: 19 Oct 2012
Rakesh Gupta and Francesco Guidi
Griffith University - Griffith Business School and University of Greenwich - Greenwich Business School

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Stock markets, Cointegration, Time-varying correlations, India, Asian stock markets