Details about Pankaj Sinha
Access statistics for papers by Pankaj Sinha.
Last updated 2024-05-07. Update your information in the RePEc Author Service.
Short-id: psi282
Jump to Journal Articles
Working Papers
2020
- Prediction for the 2020 United States Presidential Election using Linear Regression Model
MPRA Paper, University Library of Munich, Germany
- Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression
MPRA Paper, University Library of Munich, Germany
- Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy
MPRA Paper, University Library of Munich, Germany View citations (2)
2019
- Behaviour of asset pricing models in pre and post-recession period: an evidence from India
MPRA Paper, University Library of Munich, Germany View citations (1)
- Estimation of liquidity created by banks in India
MPRA Paper, University Library of Munich, Germany View citations (4)
- Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM
MPRA Paper, University Library of Munich, Germany View citations (1)
2018
- Indian Microfinance Sector: An Overview
MPRA Paper, University Library of Munich, Germany
2016
- A Review Paper on Carbon Trading
MPRA Paper, University Library of Munich, Germany
- Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model
MPRA Paper, University Library of Munich, Germany View citations (2)
- Empirical Analysis of Developments in the Day Ahead Electricity Markets in India
MPRA Paper, University Library of Munich, Germany
- Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model
MPRA Paper, University Library of Munich, Germany
- Forecasting United States Presidential election 2016 using multiple regression models
MPRA Paper, University Library of Munich, Germany
- Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India
MPRA Paper, University Library of Munich, Germany
- Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market
MPRA Paper, University Library of Munich, Germany
- Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector
MPRA Paper, University Library of Munich, Germany View citations (3)
2015
- An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework
MPRA Paper, University Library of Munich, Germany View citations (1)
- Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework, International Journal of System Assurance Engineering and Management, Springer (2016) View citations (14) (2016)
- Impact of Commodities Transaction Tax on Indian Commodity Futures
MPRA Paper, University Library of Munich, Germany View citations (4)
- Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach
MPRA Paper, University Library of Munich, Germany View citations (1)
- Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM
MPRA Paper, University Library of Munich, Germany View citations (1)
2014
- Dynamics of Day-Ahead Trading of Electricity in India
MPRA Paper, University Library of Munich, Germany
- Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System
MPRA Paper, University Library of Munich, Germany
- Influence of Foreign Institutional Investments (FIIs) on the Indian stock market
MPRA Paper, University Library of Munich, Germany View citations (3)
- Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms
MPRA Paper, University Library of Munich, Germany
- Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
MPRA Paper, University Library of Munich, Germany
- Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization
MPRA Paper, University Library of Munich, Germany
2013
- A study on the Price Behavior of Base Metals traded in India
MPRA Paper, University Library of Munich, Germany View citations (1)
- Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm
MPRA Paper, University Library of Munich, Germany
- Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors
MPRA Paper, University Library of Munich, Germany View citations (1)
- FDI in Retail in India: An Empirical Analysis
MPRA Paper, University Library of Munich, Germany View citations (1)
- Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
MPRA Paper, University Library of Munich, Germany View citations (1)
- International Linkages of Agri-Processed and Energy commodities traded in India
MPRA Paper, University Library of Munich, Germany
- Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model
MPRA Paper, University Library of Munich, Germany View citations (1)
- Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
MPRA Paper, University Library of Munich, Germany View citations (1)
- Price, Return and Volatility Linkages of Base Metal Futures traded in India
MPRA Paper, University Library of Munich, Germany View citations (3)
- Volatility Spillover in India, USA and Japan Investigation of Recession Effects
MPRA Paper, University Library of Munich, Germany
Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (3)
2012
- A note on Corporate Governance in Public Sector Undertakings in India
MPRA Paper, University Library of Munich, Germany
- Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
MPRA Paper, University Library of Munich, Germany View citations (2)
- Algorithm for construction of portfolio of stocks using Treynor’s ratio
MPRA Paper, University Library of Munich, Germany View citations (1)
- Economic scenario of United States of America before and after 2012 U.S. Presidential Election
MPRA Paper, University Library of Munich, Germany
- Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques
MPRA Paper, University Library of Munich, Germany View citations (2)
- Evolution of Financing Needs in Indian Infrastructure
MPRA Paper, University Library of Munich, Germany View citations (2)
- Evolution of security transaction tax in India
MPRA Paper, University Library of Munich, Germany View citations (2)
- Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
MPRA Paper, University Library of Munich, Germany View citations (1)
- Prediction for the 2012 United States Presidential Election using Multiple Regression Model
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL, Journal of Prediction Markets, University of Buckingham Press (2012) View citations (4) (2012)
- Securities transaction tax and the stock market– an Indian experience
MPRA Paper, University Library of Munich, Germany View citations (3)
- Valuation of 2G spectrum in India- A real option approach
MPRA Paper, University Library of Munich, Germany
2011
- Algorithms for merging tick data and data analysis for Indian financial market
MPRA Paper, University Library of Munich, Germany
- Analysis of WIMAX/BWA Licensing in India: A real option approach
MPRA Paper, University Library of Munich, Germany View citations (2)
- Determinants of Public Debt for middle income and high income group countries using Panel Data regression
MPRA Paper, University Library of Munich, Germany View citations (14)
- Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector
MPRA Paper, University Library of Munich, Germany View citations (4)
- Modelling profitability of Indian banks
MPRA Paper, University Library of Munich, Germany
- Valuation of 3G spectrum license in India: A real option approach
MPRA Paper, University Library of Munich, Germany View citations (1)
2010
- Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing
MPRA Paper, University Library of Munich, Germany
See also Journal Article Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing, Journal of Prediction Markets, University of Buckingham Press (2010) (2010)
- Hedging Greeks for a portfolio of options using linear and quadratic programming
MPRA Paper, University Library of Munich, Germany View citations (3)
See also Journal Article Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming, Journal of Prediction Markets, University of Buckingham Press (2010) View citations (3) (2010)
- Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION, Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova (2011) View citations (2) (2011)
- Myopic investment view of the Indian mutual fund industry
MPRA Paper, University Library of Munich, Germany
- Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
MPRA Paper, University Library of Munich, Germany View citations (4)
2009
- Algorithm for payoff calculation for option trading strategies using vector terminology
MPRA Paper, University Library of Munich, Germany
See also Journal Article ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY, Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova (2009) (2009)
- Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
MPRA Paper, University Library of Munich, Germany View citations (3)
- Evaluation of riskiness of Indian Banks and probability of book value insolvency
MPRA Paper, University Library of Munich, Germany View citations (4)
- Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
MPRA Paper, University Library of Munich, Germany
2008
- Hierarchical Bayes prediction for the 2008 US Presidential election
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article Hierarchical Bayes Prediction for the 2008 US Presidential Election, Journal of Prediction Markets, University of Buckingham Press (2008) View citations (5) (2008)
Journal Articles
2024
- Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?
IIM Kozhikode Society & Management Review, 2024, 13, (1), 7-24
2023
- Effect of subprime crisis on financing decisions and capital structure of Indian firms: a pre- and post- crisis study using system GMM methodology
Journal of Advances in Management Research, 2023, 20, (3), 329-352
- Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance
Metamorphosis: A Journal of Management Research, 2023, 22, (1), 38-54
2022
- Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM
International Journal of System Assurance Engineering and Management, 2022, 13, (2), 957-977
2021
- Financial Constraints, Stock Returns and R&D in Indian Stock Market
Vision, 2021, 25, (2), 192-200
- Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks
Margin: The Journal of Applied Economic Research, 2021, 15, (2), 183-204
- Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation
IIM Ranchi Journal of Management Studies, 2021, 1, (1), 4-20
2019
- Market Structure and Competition in the Indian Microfinance Sector
Vikalpa: The Journal for Decision Makers, 2019, 44, (4), 167-181 View citations (1)
2016
- Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework
International Journal of System Assurance Engineering and Management, 2016, 7, (1), 35-46 View citations (14)
See also Working Paper Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework, MPRA Paper (2015) View citations (4) (2015)
- Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models
Journal of Emerging Market Finance, 2016, 15, (1), 49-83 View citations (4)
- Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH
Global Business Review, 2016, 17, (5), 1145-1161
2015
- Behavior of Indian sectoral stock price indices in the post subprime crisis period
Journal of Advances in Management Research, 2015, 12, (1), 15-29 View citations (5)
2013
- Role of personal taxes in capital structure decisions: Evidence from India
Business and Economic Horizons (BEH), 2013, 09, (3), 15
Also in Business and Economic Horizons (BEH), 2013, 9, (3), 41-55 (2013)
2012
- PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL
Journal of Prediction Markets, 2012, 6, (2), 77-97 View citations (4)
See also Working Paper Prediction for the 2012 United States Presidential Election using Multiple Regression Model, MPRA Paper (2012) View citations (4) (2012)
2011
- MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION
Journal of Applied Economic Sciences, 2011, 6, (1(15)/ Spring 2011), 43-60 View citations (2)
See also Working Paper Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession, MPRA Paper (2010) View citations (1) (2010)
2010
- Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing
Journal of Prediction Markets, 2010, 4, (2), 1-14
See also Working Paper Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing, MPRA Paper (2010) (2010)
- Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming
Journal of Prediction Markets, 2010, 4, (1), 17-26 View citations (3)
See also Working Paper Hedging Greeks for a portfolio of options using linear and quadratic programming, MPRA Paper (2010) View citations (3) (2010)
2009
- ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY
Journal of Applied Economic Sciences, 2009, 4, (2(8)_ Summer 2009)
See also Working Paper Algorithm for payoff calculation for option trading strategies using vector terminology, MPRA Paper (2009) (2009)
2008
- Bayesian optimization analysis with ML-II ε-contaminated prior
Journal of Applied Statistics, 2008, 35, (2), 203-211 View citations (2)
- Hierarchical Bayes Prediction for the 2008 US Presidential Election
Journal of Prediction Markets, 2008, 2, (3), 47-59 View citations (5)
See also Working Paper Hierarchical Bayes prediction for the 2008 US Presidential election, MPRA Paper (2008) View citations (5) (2008)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|