Details about Sandip Mukherji

Access statistics for papers by Sandip Mukherji.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pmu699

Journal Articles

2019

1. EMPIRICAL EVIDENCE ON BITCOIN RETURNS AND PORTFOLIO VALUE
   The International Journal of Business and Finance Research, 2019, 13, (2), 71-81

2018

2. FLEXIBLE OPTIMAL MODELS FOR PREDICTING STOCK MARKET RETURNS
   The International Journal of Business and Finance Research, 2018, 12, (2), 39-48

2013

3. Explanatory Factors for Market Multiples and Expected Returns
   The International Journal of Business and Finance Research, 2013, 7, (1), 45-54

2011

4. Are stock returns still mean-reverting?
   Review of Financial Economics, 2011, 20, (1), 22-27 View citations (16)
5. THE CAPITAL ASSET PRICING MODEL’S RISK-FREE RATE
   The International Journal of Business and Finance Research, 2011, 5, (2), 75-83 View citations (5)

2008

6. Relations between portfolio returns and market multiples
   Global Finance Journal, 2008, 19, (1), 1-10 View citations (7)

1997

7. Did the 1986 Tax Reform Act Affect Market Reactions to Stock Splits?: A Test of the Tax-Option Hypothesis
   The Financial Review, 1997, 32, (2), 249-71 View citations (1)
8. The effect of stock splits on the ownership structure of firms
   Journal of Corporate Finance, 1997, 3, (2), 167-188 View citations (23)
9. The role of stock dividends in Korea
   Global Finance Journal, 1997, 8, (2), 295-308 View citations (4)

1996

10. Is the stock dividend ex-day effect due to market microstructure?: Contrary evidence from Korea
    Global Finance Journal, 1996, 7, (1), 89-99
11. Seasoned equity issues: The Korean experience
    Pacific-Basin Finance Journal, 1996, 4, (1), 31-43 View citations (16)

1995

12. Japanese stock price reactions to stock dividend distributions
    Pacific-Basin Finance Journal, 1995, 3, (1), 138-138
    Also in Pacific-Basin Finance Journal, 1994, 2, (1), 43-59 (1994) View citations (2)