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Information about:
Arun J. Prakash

Personal Details | Affiliation | Works
This is information that was supplied by Arun Prakash in registering through RePEc. If you are Arun J. Prakash , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Arun
Middle Name: J.
Last Name: Prakash
Suffix:

RePEc Short-ID: ppr92

Email:
Homepage: http://www.fiu.edu/~prakasha
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Affiliation

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Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Edward R. Lawrence & John Geppert & Arun J. Prakash, 2009. "An Empirical Investigation of the Campbell-Cochrane Habit Utility Model," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 36(5-6), pages 774-791. [Downloadable!] (restricted)

  2. Chun-Hao Chang & Brice DuPoyet & Arun Prakash, 2008. "Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns," Applied Financial Economics, Taylor and Francis Journals, vol. 18(20), pages 1635-1646. [Downloadable!] (restricted)

  3. Dedman, Elisabeth & Lin, Stephen W.-J & Prakash, Arun J. & Chang, Chun-Hao, 2008. "Voluntary disclosure and its impact on share prices: Evidence from the UK biotechnology sector," Journal of Accounting and Public Policy, Elsevier, vol. 27(3), pages 195-216. [Downloadable!] (restricted)

  4. Suchismita Mishra & Richard DeFusco & Arun Prakash, 2008. "Skewness preference, value and size effects," Applied Financial Economics, Taylor and Francis Journals, vol. 18(5), pages 379-386. [Downloadable!] (restricted)

  5. Chun-Hao Chang & Brice Dupoyet & Arun Prakash, 2008. "Effect of intervalling and skewness on portfolio selection in developed and developing markets," Applied Financial Economics, Taylor and Francis Journals, vol. 18(21), pages 1697-1707. [Downloadable!] (restricted)

  6. Chung Baek, Arun J Prakash, Bruce Dupoyet, 2008. "Fundamental Capital Valuation for IT Companies: A Real Options Approach," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 5(1), pages 1-26, April. [Downloadable!]

  7. Edward R. Lawrence & John Geppert & Arun J. Prakash, 2007. "Asset pricing models: a comparison," Applied Financial Economics, Taylor and Francis Journals, vol. 17(11), pages 933-940. [Downloadable!] (restricted)

  8. Duong Nguyen & Suchismita Mishra & Arun Prakash & Dilip K. Ghosh, 2007. "Liquidity And Asset Pricing Under The Three-Moment Capm Paradigm," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 30(3), pages 379-398. [Downloadable!] (restricted)

  9. Suchismita Mishra & Arun J. Prakash & Gordon V. Karels & Therese E. Pactwa, 2007. "Skewness preference and the measurement of abnormal returns," Applied Economics, Taylor and Francis Journals, vol. 39(6), pages 739-757. [Downloadable!] (restricted)

  10. Arun J. Prakash, Suchismita Mishra, Dispari Ghosh, 2005. "The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 2(2), pages 67-78, December. [Downloadable!]

  11. Chang, Chun-Hao & Prakash, Arun J. & Yeh, Shu, 2004. "Sale of monopoly information and behavior of rivaling clients: A theoretical perspective," Review of Financial Economics, Elsevier, vol. 13(3), pages 283-304. [Downloadable!] (restricted)

  12. Prakash, Arun J. & Chang, Chun-Hao & Pactwa, Therese E., 2003. "Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1375-1390, July. [Downloadable!] (restricted)

  13. Gauri L. Ghai, Maria E. De Boyrie, Shahid Hamid, Arun J. Prakash, 2001. "Estimation of global systematic risk for securities listed in multiple markets," European Journal of Finance, Taylor and Francis Journals, vol. 7(2), pages 117-130, June. [Downloadable!] (restricted)

  14. Chunhachinda, Pornchai & Dandapani, Krishnan & Hamid, Shahid & Prakash, Arun J., 1997. "Portfolio selection and skewness: Evidence from international stock markets," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 143-167, February. [Downloadable!] (restricted)

  15. Hamid, Shahid S & Prakash, Arun J & Smyser, Michael W, 1996. "Marginal Risk Aversion and Preferences in a Betting Market," Applied Economics, Taylor and Francis Journals, vol. 28(3), pages 371-76, March. [Downloadable!] (restricted)

  16. Prakash, Arun J & Bear, Robert M, 1986. "A Simplifying Performance Measure Recognizing Skewness," The Financial Review, Eastern Finance Association, vol. 21(1), pages 135-44, February.

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This page was last updated on 2009-11-4.

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