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Details about Pankaj Sinha

E-mail:
Homepage:http://fms.edu
Postal address:Dr. Pankaj Sinha, Associate Professor of Financial Engineering, Faculty of Management Studies, University of Delhi, Delhi
Workplace:Faculty of Management Studies, University of Delhi, (more information at EDIRC)

Access statistics for papers by Pankaj Sinha.

Last updated 2014-09-08. Update your information in the RePEc Author Service.

Short-id: psi282


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Working Papers

2014

  1. Influence of Foreign Institutional Investments (FIIs) on the Indian stock market
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. A study on the Price Behavior of Base Metals traded in India
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors
    MPRA Paper, University Library of Munich, Germany Downloads
  4. FDI in Retail in India: An Empirical Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
    MPRA Paper, University Library of Munich, Germany Downloads
  6. International Linkages of Agri-Processed and Energy commodities traded in India
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Price, Return and Volatility Linkages of Base Metal Futures traded in India
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads

2012

  1. A note on Corporate Governance in Public Sector Undertakings in India
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Algorithm for construction of portfolio of stocks using Treynor’s ratio
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Applied Research in Finance Bi-Annually (2012)
  4. Economic scenario of United States of America before and after 2012 U.S. Presidential Election
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Evolution of Financing Needs in Indian Infrastructure
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Evolution of security transaction tax in India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  8. Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Prediction for the 2012 United States Presidential Election using Multiple Regression Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Prediction Markets (2012)
  10. Securities transaction tax and the stock market– an Indian experience
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Valuation of 2G spectrum in India- A real option approach
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Algorithms for merging tick data and data analysis for Indian financial market
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Analysis of WIMAX/BWA Licensing in India: A real option approach
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Determinants of Public Debt for middle income and high income group countries using Panel Data regression
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Modelling profitability of Indian banks
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Valuation of 3G spectrum license in India: A real option approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Prediction Markets (2010)
  2. Hedging Greeks for a portfolio of options using linear and quadratic programming
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Prediction Markets (2010)
  3. Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Applied Economic Sciences (2011)
  4. Myopic investment view of the Indian mutual fund industry
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Algorithm for payoff calculation for option trading strategies using vector terminology
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Applied Economic Sciences (2009)
  2. Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Evaluation of riskiness of Indian Banks and probability of book value insolvency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
    MPRA Paper, University Library of Munich, Germany Downloads

2008

  1. Hierarchical Bayes prediction for the 2008 US Presidential election
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Prediction Markets (2008)

Journal Articles

2013

  1. Role of personal taxes in capital structure decisions: Evidence from India
    Business and Economic Horizons (BEH), 2013, 9, (3), 41-55 Downloads

2012

  1. Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio
    Journal of Applied Research in Finance Bi-Annually, 2012, IV, (1), 56-62 Downloads
    See also Working Paper (2012)
  2. PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL
    Journal of Prediction Markets, 2012, 6, (2), 77-97 Downloads
    See also Working Paper (2012)

2011

  1. MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION
    Journal of Applied Economic Sciences, 2011, 6, (1(15)/ Spring 2011), 43-60 Downloads
    See also Working Paper (2010)

2010

  1. Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing
    Journal of Prediction Markets, 2010, 4, (2), 1-14 Downloads
    See also Working Paper (2010)
  2. Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming
    Journal of Prediction Markets, 2010, 4, (1), 17-26 Downloads View citations (1)
    See also Working Paper (2010)

2009

  1. ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY
    Journal of Applied Economic Sciences, 2009, 4, (2(8)_ Summer 2009) Downloads
    See also Working Paper (2009)

2008

  1. Bayesian optimization analysis with ML-II ε-contaminated prior
    Journal of Applied Statistics, 2008, 35, (2), 203-211 Downloads View citations (2)
  2. Hierarchical Bayes Prediction for the 2008 US Presidential Election
    Journal of Prediction Markets, 2008, 2, (3), 47-59 Downloads View citations (1)
    See also Working Paper (2008)
 
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