Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Sunil S. Poshakwale"'
Autor:
Sunil S. Poshakwale, Anandadeep Mandal
In this chapter, we discuss large sample theory that can be applied under conditions that are quite likely to be met in large samples even when the Gauss–Markov conditions are broken. There are two reasons for using large sample theory. First, ther
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9580aef34a6ff2265f38dab0520f9f80
https://doi.org/10.1142/9789811202391_0115
https://doi.org/10.1142/9789811202391_0115
Recent research on asset allocation emphasizes the importance of considering non‐traditional asset classes such as commodities and real estate—the former for their diversification properties, and the latter due to its importance in the average in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a290e66b99669722d3750f005f2be95a
http://dspace.lib.cranfield.ac.uk/handle/1826/15654
http://dspace.lib.cranfield.ac.uk/handle/1826/15654
Autor:
Sunil S. Poshakwale, Vineet Agarwal
Publikováno v:
SSRN Electronic Journal.
We analyze the relationship between the proportion of women directors on the boards of UK listed firms and their financial performance and risk. We find that firms with greater gender diversity are more profitable and enjoy higher market valuations.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6d8309beaad82ca7b1cb8beb69a3719
https://doi.org/10.2139/ssrn.3615993
https://doi.org/10.2139/ssrn.3615993
Publikováno v:
Review of Quantitative Finance and Accounting. 53:1135-1163
We provide robust evidence of the impact on spot market liquidity and the pricing efficiency of FBM-FKLI index futures following the introduction of lower tick sizes for the stocks listed in the Bursa Malaysia. Our findings show a significant increas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17ec3487a2665eb93600d60e7efc3d9b
https://doi.org/10.1007/s11156-018-0777-7
https://doi.org/10.1007/s11156-018-0777-7
The paper examines the impact of MiFID on stock price informativeness and liquidity in 28 EU countries. We find that post-MiFID the stock prices reflect greater firm specific information and the market becomes more liquid. Consistent with the ‘Catc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::997c818cdba485e78b1689b98e7771ff
http://dspace.lib.cranfield.ac.uk/handle/1826/14900
http://dspace.lib.cranfield.ac.uk/handle/1826/14900
Autor:
Sunil S. Poshakwale, Woo-Young Kang
Publikováno v:
53rd Eastern Finance Association Annual Meetings
56th Southern Finance Association Annual Meetings
56th Southern Finance Association Annual Meetings
We introduce a new model for optimal internal capital allocation, which would allow banks to maximize their Return on Risk-Adjusted Capital (RORAC) under regulatory and capital constraints. We extend the single period model of Buch et al. (2011) to a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1697e392d103fd6b74da8966ea3d0009
https://bura.brunel.ac.uk/handle/2438/18571
https://bura.brunel.ac.uk/handle/2438/18571
Publikováno v:
IndraStra Global.
The paper examines the relationship and the cross-sectional asset pricing implications of risk arising from the innovations in the short and the long-term implied market volatility on excess returns of the FTSE100 and the FTSE250 indices and the 25 v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78d4a82d2acee33c871cfc9faa6dadbd
https://doi.org/10.1016/j.ribaf.2019.01.006
https://doi.org/10.1016/j.ribaf.2019.01.006
Publikováno v:
Investment Management & Financial Innovations, Vol 13, Iss 4, Pp 146-159 (2016)
The authors investigate the impact of structural monetary policy shocks on ex-post equity risk premium (ERP) of aggregate and sectoral FTSE indices and 25 Fama-French style value-weighted portfolios. They find that monetary policy shocks negatively a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e70a3ed0a8e4add41facc0db3d9b7b76
https://doi.org/10.21511/imfi.13(4-1).2016.01
https://doi.org/10.21511/imfi.13(4-1).2016.01
Autor:
Sunil S. Poshakwale, Anandadeep Mandal
Publikováno v:
International Review of Financial Analysis. 48:312-330
We examine the determinants of return comovements of three different asset classes and provide critical insights on the key macroeconomic and non-macroeconomic factors which drive the asset return comovements during economic contraction and expansion
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9aab8d87f660c4c86f5877f7ce722da1
https://doi.org/10.1016/j.irfa.2015.07.001
https://doi.org/10.1016/j.irfa.2015.07.001
Autor:
Anandadeep Mandal, Sunil S. Poshakwale
Publikováno v:
Review of Quantitative Finance and Accounting. 48:859-892
We study the economic and non-economic sources of stock return comovements of the emerging Indian equity market and the developed equity markets of the US, UK, Germany, France, Canada and Japan. Our findings show that the probability of extreme comov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f114d1eb3b572ba8115ca2761bb3f56
https://doi.org/10.1007/s11156-016-0580-2
https://doi.org/10.1007/s11156-016-0580-2