Details about Abhijeet Chandra

Access statistics for papers by Abhijeet Chandra.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: pch820

Working Papers

2020

1. On the Pricing of Currency Options under Variance Gamma Process
   Papers, arXiv.org

2019

2. Stochastic Spread Pairs Trading in the Indian Commodity Market
   Papers, arXiv.org

2016

3. The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits Not-so Sweet?
   Papers, arXiv.org View citations (1)

2011

4. Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach
   MPRA Paper, University Library of Munich, Germany View citations (1)

2010

5. Does Government Expenditure on Education Promote Economic Growth? An Econometric Analysis
   MPRA Paper, University Library of Munich, Germany View citations (16)

2009

6. Stock Market Anomalies: A Calender Effect in BSE-Sensex
   MPRA Paper, University Library of Munich, Germany

2008

7. Decision Making in the Stock Market: Incorporating Psychology with Finance
   MPRA Paper, University Library of Munich, Germany View citations (8)

Journal Articles

2019

1. Ownership structure influencing the joint determination of dividend, leverage, and cost of capital
   Cogent Economics & Finance, 2019, 7, (1), 1600462 View citations (3)

2017

2. Application of VIX and entropy indicators for portfolio rotation strategies
   Research in International Business and Finance, 2017, 42, (C), 1367-1371 View citations (1)
3. Behavioural Asset Pricing: Review and Synthesis
   Journal of Interdisciplinary Economics, 2017, 29, (1), 1-31 View citations (2)
4. Does individual heterogeneity shape retail investor behaviour?
   International Journal of Social Economics, 2017, 44, (5), 578-593 View citations (4)

2011

5. Nexus between Government Expenditure on Education and Economic Growth: Empirical Evidences from India (English version)
   Revista romaneasca pentru educatie multidimensionala - Journal for Multidimensional Education, 2011, 6, 73-85 View citations (1)

Chapters

2021

1. Connectedness of Markets with Heterogeneous Agents and the Information Cascades
   Springer