Details about Arun J. Prakash

Access statistics for papers by Arun J. Prakash.

Last updated 2008-09-22. Update your information in the RePEc Author Service.

Short-id: ppr92

Journal Articles

2008

1. Skewness preference, value and size effects
   Applied Financial Economics, 2008, 18, (5), 379-386
2. Voluntary disclosure and its impact on share prices: Evidence from the UK biotechnology sector
   Journal of Accounting and Public Policy, 2008, 27, (3), 195-216

2007

3. Asset pricing models: a comparison
   Applied Financial Economics, 2007, 17, (11), 933-940
4. Skewness preference and the measurement of abnormal returns
   Applied Economics, 2007, 39, (6), 739-757

2004

5. Sale of monopoly information and behavior of rivaling clients: A theoretical perspective
   Review of Financial Economics, 2004, 13, (3), 283-304

2003

6. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
   Journal of Banking & Finance, 2003, 27, (7), 1375-1390

2001

7. Estimation of global systematic risk for securities listed in multiple markets
   European Journal of Finance, 2001, 7, (2), 117-130

1997

8. Portfolio selection and skewness: Evidence from international stock markets
   Journal of Banking & Finance, 1997, 21, (2), 143-167 View citations

1996

9. Marginal Risk Aversion and Preferences in a Betting Market
   Applied Economics, 1996, 28, (3), 371-76 View citations

1986

10. A Simplifying Performance Measure Recognizing Skewness
    The Financial Review, 1986, 21, (1), 135-44