Details about Arun J. Prakash

Access statistics for papers by Arun J. Prakash.

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

Short-id: ppr92

Journal Articles

2016

1. The Tax Exemption to Subchapter S Banks: Who Gets the Benefit?
   The Financial Review, 2016, 51, (3), 329-362 View citations (3)

2015

2. EFFECT OF BANK MONITORING ON EARNINGS MANAGEMENT OF THE BORROWING FIRM: AN EMPIRICAL INVESTIGATION
   Journal of Financial Research, 2015, 38, (2), 219-254 View citations (3)

2013

3. Does knowledge of finance mitigate the gender difference in financial risk-aversion?
   Global Finance Journal, 2013, 24, (2), 140-152 View citations (22)

2011

4. Effect of regulation FD on disclosures of information by firms
   Applied Financial Economics, 2011, 21, (13), 979-996

2009

5. Spread behavior around board meetings for firms with concentrated insider ownership
   Journal of Financial Markets, 2009, 12, (4), 592-610 View citations (2)

2008

6. Effect of intervalling and skewness on portfolio selection in developed and developing markets
   Applied Financial Economics, 2008, 18, (21), 1697-1707 View citations (4)
7. Fundamental Capital Valuation for IT Companies: A Real Options Approach
   Frontiers in Finance and Economics, 2008, 5, (1), 1-26
8. Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns
   Applied Financial Economics, 2008, 18, (20), 1635-1646 View citations (2)
9. Skewness preference, value and size effects
   Applied Financial Economics, 2008, 18, (5), 379-386 View citations (2)
10. Voluntary disclosure and its impact on share prices: Evidence from the UK biotechnology sector
    Journal of Accounting and Public Policy, 2008, 27, (3), 195-216 View citations (16)

2007

11. Asset pricing models: a comparison
    Applied Financial Economics, 2007, 17, (11), 933-940 View citations (7)
12. LIQUIDITY AND ASSET PRICING UNDER THE THREE‐MOMENT CAPM PARADIGM
    Journal of Financial Research, 2007, 30, (3), 379-398 View citations (11)
13. Skewness preference and the measurement of abnormal returns
    Applied Economics, 2007, 39, (6), 739-757 View citations (2)

2005

14. Bank mergers and components of risk: An evaluation
    Journal of Economics and Finance, 2005, 29, (1), 85-96 View citations (5)
15. The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies
    Frontiers in Finance and Economics, 2005, 2, (2), 67-78

2004

16. Sale of monopoly information and behavior of rivaling clients: A theoretical perspective
    Review of Financial Economics, 2004, 13, (3), 283-304

2003

17. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
    Journal of Banking & Finance, 2003, 27, (7), 1375-1390 View citations (28)

2001

18. Estimation of global systematic risk for securities listed in multiple markets
    The European Journal of Finance, 2001, 7, (2), 117-130
19. STRATEGIC RULES ON SPECULATION IN THE FOREIGN EXCHANGE MARKET
    Journal of Financial Research, 2001, 24, (1), 15-26 View citations (2)

1997

20. Portfolio selection and skewness: Evidence from international stock markets
    Journal of Banking & Finance, 1997, 21, (2), 143-167 View citations (127)

1986

21. A Simplifying Performance Measure Recognizing Skewness
    The Financial Review, 1986, 21, (1), 135-44 View citations (6)