Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Vivek Rajvanshi"'
Autor:
Vivek Rajvanshi, Samit Paul
Publikováno v:
Managerial Finance. 48:557-576
Purpose Emerging market, like India, is characterised by poor institutional structure, weaker regulations and higher information asymmetry which may lead to stock price manipulation. This study shed some light on such manipulation by investigating fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eee7ec62b1cbdea8916bb69a1cf9019e
https://doi.org/10.1108/mf-08-2021-0374
https://doi.org/10.1108/mf-08-2021-0374
Autor:
Vivek Rajvanshi, B.B. Chakrabarti
Publikováno v:
Journal of Emerging Market Finance. 16:1-28
We estimate intraday periodicities in return volatility by implementing two time series procedures—flexible Fourier form and cubic spline. We use intraday data for more than five years for crude oil futures contracts traded at the Multi Commodity E
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eae6e120b792f1b58b998475f7d565c4
https://doi.org/10.1177/0972652716686207
https://doi.org/10.1177/0972652716686207
Autor:
Vivek Rajvanshi
Publikováno v:
Global Economy and Finance Journal. 8:46-66
This study compares the performance of various daily and intraday range based estimators for crude oil futures, which is one of the most liquid futures traded at Multi Commodity Exchange India Limited (MCX) for the period from July 2005 to July 2011.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6b4e202688fd863b4cf89b8759e7a8d
https://doi.org/10.21102/gefj.2015.03.81.04
https://doi.org/10.21102/gefj.2015.03.81.04
Autor:
Vivek Rajvanshi1 vivekrajvanshi@gmail.com
Publikováno v:
IUP Journal of Applied Finance. Apr2014, Vol. 20 Issue 2, p57-74. 18p.
Autor:
Vivek Rajvanshi, B.B. Chakrabarti
Publikováno v:
Journal of International Finance and Economics. 13:91-108
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68ca0835c28e0870a1e0cb9d5b26b01b
https://doi.org/10.18374/jife-13-1.10
https://doi.org/10.18374/jife-13-1.10
Publikováno v:
SSRN Electronic Journal.
We have examined the predictive power of GARCH model to forecast return volatility for Nifty 50 index. Realized volatility, which is the sum of intraday squared returns, is used as the proxy for the true volatility. Three models of the GARCH family h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e5954d275e58c02584f076fc11a914a
https://doi.org/10.2139/ssrn.3341695
https://doi.org/10.2139/ssrn.3341695