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

SCHOLARLY PAPERS

20

DOWNLOADS
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1,770

CITATIONS
Rank 45,301

SSRN RANKINGS

Top 45,301

in Total Papers Citations

3

Scholarly Papers (20)

1.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012
Griffith University - Griffith Business School, Griffith University, Griffith University and Griffith University - Griffith Business School
Downloads 494 (35,062)

Abstract:

2.

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 206 (99,814)

Abstract:

3.

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

International Research Journal of Finance and Economics, ISSN 1450-2887, Issue 73 (2011)
Number of pages: 17 Posted: 09 Oct 2013
Sudharshan Reddy Paramati and Rakesh Gupta
Jiangxi University of Finance and Economics and Griffith University - Griffith Business School
Downloads 155 (99,814)

Abstract:

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

4.

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 146 (141,031)
Citation 3

Abstract:

5.

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
Jiangxi University of Finance and Economics and Griffith University - Griffith Business School
Downloads 135 (123,526)

Abstract:

Direction of causality and Lead-lag interaction

6.

Comparative Credit Risk in Islamic and Conventional Banks

Pacific-Basin Finance Journal, Vol. 34, 2015
Posted: 06 Sep 2014 Last Revised: 04 Jan 2016
Griffith University, Griffith University and Griffith University - Griffith Business School

Abstract:

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

7.

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
Jiangxi University of Finance and Economics, Griffith University - Griffith Business School and Griffith University
Downloads 92 (211,224)

Abstract:

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

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 47 (315,864)

Abstract:

International Finance, International Financial Markets

9.

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

Number of pages: 31 Posted: 22 Aug 2013
Jiangxi University of Finance and Economics, Griffith University - Griffith Business School and CUNY Baruch College - Zicklin School of Business
Downloads 43 (292,626)

Abstract:

G01, G11, G15

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 29 (380,597)

Abstract:

Managed Funds, Australia

11.

The Information Transmission between China and the US Agricultural Commodity Markets

Number of pages: 45 Posted: 20 Aug 2015
Di Mo and Rakesh Gupta
Griffith University and Griffith University - Griffith Business School
Downloads 5 (365,907)

Abstract:

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

12.

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
Griffith University - Griffith Business School, Central Queensland University (CQUniversity) and University of St. Thomas - Department of Financial Management
Downloads 0 (552,972)

Abstract:

Emerging markets, International diversification, Asymmetric DCC GARCH, Copula Model

13.

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 0 (539,700)

Abstract:

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
Downloads 0 (552,972)

Abstract:

15.

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:

16.

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:

17.

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

Abstract:

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

18.

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
University of Greenwich - Greenwich Business School, Griffith University - Griffith Business School and Indiana University of Pennsylvania

Abstract:

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

19.

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

Abstract:

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

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:

ASEAN, efficient market hypothesis, variance ratio, cointegration