Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Prasenjit Chakrabarti"'
Publikováno v:
IIMB Management Review, Vol 31, Iss 3, Pp 238-249 (2019)
This paper models Nifty spot prices using frameworks based on Gaussian distribution (geometric Brownian motion) and non-Gaussian distributions, viz. normal inverse Gaussian (NIG), and Tsallis distributions, to investigate which model best captures th
Externí odkaz:
https://doaj.org/article/d84465bf1bd147b69c1e91058609e913
Autor:
Prasenjit Chakrabarti, K. Kiran Kumar
Publikováno v:
Cogent Economics & Finance, Vol 5, Iss 1 (2017)
The study investigates whether behavioural theory is a superior explanation for short-term return–volatility relationship than traditional leverage and volatility feedback hypotheses. Using VAR and quantile regression frameworks, the study shows th
Externí odkaz:
https://doaj.org/article/3578e778968046c79cc573615015cb5b
Working capital management, financial performance and growth of firms: empirical evidence from India
Publikováno v:
Journal of Indian Business Research. 14:361-381
Purpose This paper aims to investigate how firms growing at a high average rate over a period differ in their working capital management (WCM) efficiency from those growing at a low rate during the same period. It also examines how WCM efficiency imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f1a0041ce791c9ec1fbda9b37005defd
https://doi.org/10.1108/jibr-12-2020-0382
https://doi.org/10.1108/jibr-12-2020-0382
Publikováno v:
Applied Economics
The present study investigates the changes in G20 stock market dynamics and their interlinkages in the aftermath of COVID-19. It utilizes the Detrended Cross-Correlation Analysis (DCCA) along with ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::21aacd0f8b442a94f03b7da03700ba74
https://doi.org/10.1080/00036846.2020.1870654
https://doi.org/10.1080/00036846.2020.1870654
Publikováno v:
International Journal of Business & Economics (16070704); Jun2023, Vol. 22 Issue 1, p53-83, 31p
Autor:
Prasenjit Chakrabarti, Sudipta Sen
Publikováno v:
Applied Economics Letters. 28:1566-1570
The extant literature examines the interactions between funding liquidity and market volatility on the equity market. This paper extends the literature and investigates the interactions between fun...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01350b899798f1d1ea99d9f39f39322c
https://doi.org/10.1080/13504851.2020.1832195
https://doi.org/10.1080/13504851.2020.1832195
Autor:
Prasenjit Chakrabarti
Publikováno v:
Applied Economics Letters. 28:1181-1186
This study investigates the existence of commonality of volatility risk premium in the index and individual stock options. Using data from the National Stock Exchange (NSE) India, the study finds t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7311a58ad245f1ccd84c1b3af398f07
https://doi.org/10.1080/13504851.2020.1803485
https://doi.org/10.1080/13504851.2020.1803485
Autor:
Rahul Kumar, Prasenjit Chakrabarti
Publikováno v:
The Indian Economic Journal. :001946622211372
This article investigates the spot market’s short-term price reaction on derivatives listing and delisting in India. We comprehensively examine the derivatives listing and delisting with extended time-series data from 2001-2020. We employ event stu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a72c10f926a2e6b1dd905cabf6b4204b
https://doi.org/10.1177/00194662221137261
https://doi.org/10.1177/00194662221137261
Publikováno v:
IIMB Management Review, Vol 31, Iss 3, Pp 238-249 (2019)
This paper models Nifty spot prices using frameworks based on Gaussian distribution (geometric Brownian motion) and non-Gaussian distributions, viz. normal inverse Gaussian (NIG), and Tsallis distributions, to investigate which model best captures th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8b6a864313befb753e458d3a818675ff
https://doi.org/10.1016/j.iimb.2019.03.011
https://doi.org/10.1016/j.iimb.2019.03.011
Publikováno v:
SSRN Electronic Journal.
We empirically examine whether investors demand a systemic component of Volatility Risk (VRP-beta) using the stock options traded on National Stock Exchange, India. We document robust evidence on the presence of VRP-beta, which survives even after ac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a2a502d31676be74cbe5302097c646e
https://doi.org/10.2139/ssrn.3802330
https://doi.org/10.2139/ssrn.3802330