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Details about Pankaj Sinha

Homepage:http://fms.edu
Postal address:Dr. Pankaj Sinha, Professor of Financial Engineering, Faculty of Management Studies, University of Delhi, Delhi
Workplace:Faculty of Management Studies, University of Delhi, (more information at EDIRC)

Access statistics for papers by Pankaj Sinha.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: psi282


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Working Papers

2020

  1. Prediction for the 2020 United States Presidential Election using Linear Regression Model
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2019

  1. Behaviour of asset pricing models in pre and post-recession period: an evidence from India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Estimation of liquidity created by banks in India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. 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 Downloads View citations (1)

2018

  1. Indian Microfinance Sector: An Overview
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. A Review Paper on Carbon Trading
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Empirical Analysis of Developments in the Day Ahead Electricity Markets in India
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Forecasting United States Presidential election 2016 using multiple regression models
    MPRA Paper, University Library of Munich, Germany Downloads
  6. 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 Downloads
  7. Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2015

  1. An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. 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 Downloads 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) Downloads View citations (14) (2016)
  3. Impact of Commodities Transaction Tax on Indian Commodity Futures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  4. Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2014

  1. Dynamics of Day-Ahead Trading of Electricity in India
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Influence of Foreign Institutional Investments (FIIs) on the Indian stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  4. 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 Downloads
  5. 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 Downloads
  6. Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. A study on the Price Behavior of Base Metals traded in India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. FDI in Retail in India: An Empirical Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. International Linkages of Agri-Processed and Energy commodities traded in India
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  8. Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  9. Price, Return and Volatility Linkages of Base Metal Futures traded in India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  10. Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (3)

2012

  1. A note on Corporate Governance in Public Sector Undertakings in India
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Algorithm for construction of portfolio of stocks using Treynor’s ratio
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Economic scenario of United States of America before and after 2012 U.S. Presidential Election
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  6. Evolution of Financing Needs in Indian Infrastructure
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  7. Evolution of security transaction tax in India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  8. Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  9. Prediction for the 2012 United States Presidential Election using Multiple Regression Model
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (4) (2012)
  10. Securities transaction tax and the stock market– an Indian experience
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  11. Valuation of 2G spectrum in India- A real option approach
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Algorithms for merging tick data and data analysis for Indian financial market
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Analysis of WIMAX/BWA Licensing in India: A real option approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Determinants of Public Debt for middle income and high income group countries using Panel Data regression
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
  4. Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  5. Modelling profitability of Indian banks
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Valuation of 3G spectrum license in India: A real option approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. 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 Downloads
    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) Downloads (2010)
  2. Hedging Greeks for a portfolio of options using linear and quadratic programming
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (3) (2010)
  3. Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (2) (2011)
  4. Myopic investment view of the Indian mutual fund industry
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2009

  1. Algorithm for payoff calculation for option trading strategies using vector terminology
    MPRA Paper, University Library of Munich, Germany Downloads
    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) Downloads (2009)
  2. 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 Downloads View citations (3)
  3. Evaluation of riskiness of Indian Banks and probability of book value insolvency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  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 Downloads

2008

  1. Hierarchical Bayes prediction for the 2008 US Presidential election
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (5) (2008)

Journal Articles

2024

  1. Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?
    IIM Kozhikode Society & Management Review, 2024, 13, (1), 7-24 Downloads

2023

  1. 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 Downloads
  2. 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 Downloads

2022

  1. 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 Downloads

2021

  1. Financial Constraints, Stock Returns and R&D in Indian Stock Market
    Vision, 2021, 25, (2), 192-200 Downloads
  2. Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks
    Margin: The Journal of Applied Economic Research, 2021, 15, (2), 183-204 Downloads
  3. 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 Downloads

2019

  1. Market Structure and Competition in the Indian Microfinance Sector
    Vikalpa: The Journal for Decision Makers, 2019, 44, (4), 167-181 Downloads View citations (1)

2016

  1. 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 Downloads 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) Downloads View citations (4) (2015)
  2. 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 Downloads View citations (4)
  3. 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 Downloads

2015

  1. Behavior of Indian sectoral stock price indices in the post subprime crisis period
    Journal of Advances in Management Research, 2015, 12, (1), 15-29 Downloads View citations (5)

2013

  1. Role of personal taxes in capital structure decisions: Evidence from India
    Business and Economic Horizons (BEH), 2013, 09, (3), 15 Downloads
    Also in Business and Economic Horizons (BEH), 2013, 9, (3), 41-55 (2013) Downloads

2012

  1. PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL
    Journal of Prediction Markets, 2012, 6, (2), 77-97 Downloads View citations (4)
    See also Working Paper Prediction for the 2012 United States Presidential Election using Multiple Regression Model, MPRA Paper (2012) Downloads View citations (4) (2012)

2011

  1. 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 Downloads View citations (2)
    See also Working Paper Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession, MPRA Paper (2010) Downloads View citations (1) (2010)

2010

  1. 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 Downloads
    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) Downloads (2010)
  2. Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming
    Journal of Prediction Markets, 2010, 4, (1), 17-26 Downloads View citations (3)
    See also Working Paper Hedging Greeks for a portfolio of options using linear and quadratic programming, MPRA Paper (2010) Downloads View citations (3) (2010)

2009

  1. ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY
    Journal of Applied Economic Sciences, 2009, 4, (2(8)_ Summer 2009) Downloads
    See also Working Paper Algorithm for payoff calculation for option trading strategies using vector terminology, MPRA Paper (2009) Downloads (2009)

2008

  1. Bayesian optimization analysis with ML-II ε-contaminated prior
    Journal of Applied Statistics, 2008, 35, (2), 203-211 Downloads View citations (2)
  2. Hierarchical Bayes Prediction for the 2008 US Presidential Election
    Journal of Prediction Markets, 2008, 2, (3), 47-59 Downloads View citations (5)
    See also Working Paper Hierarchical Bayes prediction for the 2008 US Presidential election, MPRA Paper (2008) Downloads View citations (5) (2008)
 
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