Details about Rakesh Gupta

Access statistics for papers by Rakesh Gupta.

Last updated 2024-09-14. Update your information in the RePEc Author Service.

Short-id: pgu248

Working Papers

2016

1. Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets, International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd (2016) View citations (1) (2016)

2015

2. Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (2)
3. Stock market interdependence between Australia and its trading partners: does trade intensity matter?
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (14)
   See also Journal Article Stock market interdependence between Australia and its trading partners: does trade intensity matter?, Applied Economics, Taylor & Francis Journals (2015) View citations (16) (2015)

2012

4. Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (2)
5. Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (1)
   See also Journal Article Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests, Applied Financial Economics, Taylor & Francis Journals (2013) View citations (9) (2013)

2011

6. Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (7)
   Also in Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre (2011) View citations (7)
7. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (4)
   See also Journal Article Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets, International Review of Financial Analysis, Elsevier (2012) View citations (72) (2012)
8. Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets
   Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre View citations (26)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (8)
   See also Journal Article Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets, Journal of Emerging Market Finance, Institute for Financial Management and Research (2011) View citations (27) (2011)

2010

9. Cointegration and conditional correlations among German and Eastern Europe equity markets
   MPRA Paper, University Library of Munich, Germany View citations (5)

2008

10. Forecasting the South African Economy: A DSGE-VAR Approach
    Other publications TiSEM, Tilburg University, School of Economics and Management

Undated

11. 2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (2)

Journal Articles

2020

1. Evaluating the Performance of the Government Venture Capital Guiding Fund Using the Intuitionistic Fuzzy Analytic Hierarchy Process
   Sustainability, 2020, 12, (17), 1-24 View citations (6)
2. Private Equity Characteristics, Corporate Governance and Firm Value: Empirical Evidence from Small and Medium‐sized Enterprises*
   Asian Economic Journal, 2020, 34, (2), 163-183

2019

3. Property Prices: How Effective is a Property-Purchasing Limitation Policy for Managing Affordability?
   International Real Estate Review, 2019, 22, (2), 197-229

2018

4. The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets
   Economic Modelling, 2018, 70, (C), 543-560 View citations (33)

2017

5. A comparative study of implementation of Basel 3 norms - an analysis of select countries
   International Journal of Business and Globalisation, 2017, 19, (3), 433-453 View citations (1)
6. Determinants of economic growth in the event of sustained war: case of Sierra Leone
   International Journal of Business and Globalisation, 2017, 18, (4), 429-452
7. Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach
   Australian Economic Papers, 2017, 56, (2), 134-162
8. Return Predictability in Australian Managed Funds
   International Journal of Business and Economics, 2017, 16, (1), 1-19 View citations (2)
9. The effects of stock market growth and renewable energy use on CO2 emissions: Evidence from G20 countries
   Energy Economics, 2017, 66, (C), 360-371 View citations (127)

2016

10. Capital Inflows and House Prices: Aggregate and Regional Evidence from China
    Australian Economic Papers, 2016, 55, (4), 451-475 View citations (2)
11. Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets
    International Journal of Business and Emerging Markets, 2016, 8, (2), 121-145 View citations (1)
    See also Working Paper Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets, MPRA Paper (2016) View citations (1) (2016)
12. Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia
    Applied Economics, 2016, 48, (44), 4210-4226 View citations (19)
13. Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs
    International Review of Financial Analysis, 2016, 45, (C), 230-239 View citations (4)
14. The empirical relationship between the value of rupee and performance of information technology firms: evidence from India
    International Journal of Business and Globalisation, 2016, 16, (4), 512-529 View citations (1)
15. Trade and Investment Linkages and Stock Market Long-Run Relationship
    Australian Economic Papers, 2016, 55, (2), 149-169 View citations (3)

2015

16. Comparative credit risk in Islamic and conventional bank
    Pacific-Basin Finance Journal, 2015, 34, (C), 327-353 View citations (67)
17. Diversification into other emerging nations: evidence from India
    International Journal of Business and Globalisation, 2015, 15, (1), 1-19
18. Looking at new markets for international diversification: frontier markets
    International Journal of Managerial Finance, 2015, 11, (1), 97-116 View citations (8)
19. Stock market interdependence between Australia and its trading partners: does trade intensity matter?
    Applied Economics, 2015, 47, (49), 5303-5319 View citations (16)
    See also Working Paper Stock market interdependence between Australia and its trading partners: does trade intensity matter?, Discussion Papers in Finance (2015) View citations (14) (2015)
20. The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (03), 1-28 View citations (2)

2014

21. Chinese Lunar New Year effect in Asian stock markets, 1999–2012
    The Quarterly Review of Economics and Finance, 2014, 54, (4), 529-537 View citations (18)
22. Market efficiency in emerging economies - case of Vietnam
    International Journal of Business and Globalisation, 2014, 13, (1), 25-40 View citations (2)

2013

23. Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests
    Applied Financial Economics, 2013, 23, (4), 265-274 View citations (9)
    See also Working Paper Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests, Greenwich Papers in Political Economy (2012) View citations (1) (2012)

2012

24. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    International Review of Financial Analysis, 2012, 21, (C), 10-22 View citations (72)
    See also Working Paper Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets, Greenwich Papers in Political Economy (2011) View citations (1) (2011)
25. Fund flows and past performance in Australian managed funds
    Accounting Research Journal, 2012, 25, (2), 131-157 View citations (4)

2011

26. Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets
    Journal of Emerging Market Finance, 2011, 10, (3), 337-389 View citations (27)
    See also Working Paper Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets, Greenwich Papers in Political Economy (2011) View citations (26) (2011)

2009

27. Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective
    Journal of Multinational Financial Management, 2009, 19, (2), 160-177 View citations (40)