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Details about Rakesh Gupta

E-mail:
Homepage:https://www.griffith.edu.au/business-government/griffith-business-school/departments/depar
Phone:+61 7 3735 7593
Workplace:Griffith Business School, Griffith University, (more information at EDIRC)
Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, (more information at EDIRC)

Access statistics for papers by Rakesh Gupta.

Last updated 2020-08-29. Update your information in the RePEc Author Service.

Short-id: pgu248


Jump to Journal Articles

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 Downloads
    See also Journal Article in International Journal of Business and Emerging Markets (2016)

2015

  1. 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 Downloads View citations (2)
  2. 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 Downloads View citations (6)
    See also Journal Article in Applied Economics (2015)

2012

  1. 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 (1)
  2. 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 in Applied Financial Economics (2013)

2011

  1. 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 Downloads View citations (3)
    Also in Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre (2011) View citations (1)
  2. 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) Downloads View citations (4)

    See also Journal Article in International Review of Financial Analysis (2012)
  3. 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 (19)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (8)

    See also Journal Article in Journal of Emerging Market Finance (2011)

2010

  1. Cointegration and conditional correlations among German and Eastern Europe equity markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2008

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

Undated

  1. 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 Downloads

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 Downloads
  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 Downloads

2019

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

2018

  1. The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets
    Economic Modelling, 2018, 70, (C), 543-560 Downloads View citations (8)

2017

  1. 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 Downloads
  2. 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 Downloads
  3. Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach
    Australian Economic Papers, 2017, 56, (2), 134-162 Downloads
  4. Return Predictability in Australian Managed Funds
    International Journal of Business and Economics, 2017, 16, (1), 1-19 Downloads View citations (1)
  5. The effects of stock market growth and renewable energy use on CO2 emissions: Evidence from G20 countries
    Energy Economics, 2017, 66, (C), 360-371 Downloads View citations (21)

2016

  1. Capital Inflows and House Prices: Aggregate and Regional Evidence from China
    Australian Economic Papers, 2016, 55, (4), 451-475 Downloads
  2. 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 Downloads
    See also Working Paper (2016)
  3. Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia
    Applied Economics, 2016, 48, (44), 4210-4226 Downloads View citations (7)
  4. 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 Downloads View citations (2)
  5. 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 Downloads View citations (1)
  6. Trade and Investment Linkages and Stock Market Long-Run Relationship
    Australian Economic Papers, 2016, 55, (2), 149-169 Downloads View citations (2)

2015

  1. Comparative credit risk in Islamic and conventional bank
    Pacific-Basin Finance Journal, 2015, 34, (C), 327-353 Downloads View citations (29)
  2. Diversification into other emerging nations: evidence from India
    International Journal of Business and Globalisation, 2015, 15, (1), 1-19 Downloads
  3. Implied volatility smirk and future stock returns: evidence from the German market
    Managerial Finance, 2015, 41, (12), 1357-1379 Downloads
  4. Looking at new markets for international diversification: frontier markets
    International Journal of Managerial Finance, 2015, 11, (1), 97-116 Downloads View citations (3)
  5. Stock market interdependence between Australia and its trading partners: does trade intensity matter?
    Applied Economics, 2015, 47, (49), 5303-5319 Downloads View citations (6)
    See also Working Paper (2015)
  6. 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 Downloads

2014

  1. Chinese Lunar New Year effect in Asian stock markets, 1999–2012
    The Quarterly Review of Economics and Finance, 2014, 54, (4), 529-537 Downloads View citations (11)
  2. Market efficiency in emerging economies - case of Vietnam
    International Journal of Business and Globalisation, 2014, 13, (1), 25-40 Downloads View citations (1)

2013

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

2012

  1. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    International Review of Financial Analysis, 2012, 21, (C), 10-22 Downloads View citations (37)
    See also Working Paper (2011)
  2. Fund flows and past performance in Australian managed funds
    Accounting Research Journal, 2012, 25, (2), 131-157 Downloads View citations (2)

2011

  1. Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets
    Journal of Emerging Market Finance, 2011, 10, (3), 337-389 Downloads View citations (17)
    See also Working Paper (2011)

2009

  1. Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective
    Journal of Multinational Financial Management, 2009, 19, (2), 160-177 Downloads View citations (31)
 
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