Debabrata Mukhopadhyay

Personal Details

First Name:	Debabrata
Middle Name:
Last Name:	Mukhopadhyay
Suffix:
RePEc Short-ID:	pmu862
	[This author has chosen not to make the email address public]
Terminal Degree:	Indian Statistical Institute (from RePEc Genealogy)

Citations

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Working papers

Sorry, no citations of working papers recorded.

Articles

1. Mukhopadhyay, Debabrata & Sarkar, Nityananda, 2019. "Convergence Of Foodgrains Productivity In Indian Agriculture," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 7(3), July.

   Cited by:

   1. Sinha,Rishabh, 2020. "Crop Yield Convergence across Districts in India's Poorest State," Policy Research Working Paper Series 9339, The World Bank.
      • Rishabh Sinha, 2022. "Crop yield convergence across districts in India’s poorest state," Journal of Productivity Analysis, Springer, vol. 57(1), pages 41-59, February.

2. Debabrata Mukhopadhyay & Nityananda Sarkar, 2013. "Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India," International Econometric Review (IER), Econometric Research Association, vol. 5(1), pages 1-19, April.

   Cited by:

   1. Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015. "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper 67181, University Library of Munich, Germany.

3. Nityanda Sarkar & Debabrata Mukhopadhyay, 2005. "Testing Predictability and Nonlinear Dependence in the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(6), pages 7-44, November.

   Cited by:

   1. Sanjay Rajagopal & Patrick Hays, 2012. "Return Persistence in the Indian Real Estate Market," International Real Estate Review, Global Social Science Institute, vol. 15(3), pages 283-305.
   2. Sumon Kumar Bhaumik & Saul Estrin & Tomasz Mickiewicz, 2017. "Ownership identity, strategy and performance: Business group affiliates versus independent firms in India," Asia Pacific Journal of Management, Springer, vol. 34(2), pages 281-311, June.
      • Bhaumik, Sumon Kumar & Estrin, Saul & Mickiewicz, Tomasz, 2017. "Ownership identity, strategy and performance: business group affiliates versus independent firms in India," LSE Research Online Documents on Economics 66992, London School of Economics and Political Science, LSE Library.
   3. Debabrata Mukhopadhyay & Nityananda Sarkar, 2013. "Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India," International Econometric Review (IER), Econometric Research Association, vol. 5(1), pages 1-19, April.
   4. Debabrata Mukhopadhyay & Nityananda Sarkar, 2021. "A Starting Note: Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors’ Commitment Towards Green Investing," International Econometric Review (IER), Econometric Research Association, vol. 13(2), pages 41-58, June.
   5. S. Bhaumik & M. Karanasos & A. Kartsaklas, 2008. "Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market," William Davidson Institute Working Papers Series wp935, William Davidson Institute at the University of Michigan.
   6. Bhaumik, S. & Karanasos, M. & Kartsaklas, A., 2016. "The informative role of trading volume in an expanding spot and futures market," Journal of Multinational Financial Management, Elsevier, vol. 35(C), pages 24-40.
   7. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.
   8. Naimat U Khan & Sajjad Khan, 2016. "Weak Form of Efficient Market Hypothesis: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(SE), pages 1-18, March.

4. Kaushik Bhattacharya & Nityananda Sarkar & Debabrata Mukhopadhyay, 2003. "Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification," Applied Financial Economics, Taylor & Francis Journals, vol. 13(8), pages 553-563.

   Cited by:

   1. Dumitriu, Ramona & Stefanescu, Razvan, 2013. "DOW effects in returns and in volatility of stock markets during quiet and turbulent times," MPRA Paper 47218, University Library of Munich, Germany, revised 02 Apr 2013.
   2. P., Srinivasan & M., Kalaivani, 2013. "Day-of-the-Week Effects in the Indian stock market," MPRA Paper 46805, University Library of Munich, Germany.
   3. Pawel STRAWINSKI & Robert SLEPACZUK, 2008. "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 306-319.
   4. Cătălin Emilian Boja & Claudiu Herţeliu & Marian Dârdală & Bogdan Vasile Ileanu, 2018. "Day of the week submission effect for accepted papers in Physica A, PLOS ONE, Nature and Cell," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(2), pages 887-918, November.
   5. Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2010. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," MPRA Paper 21984, University Library of Munich, Germany.
      • Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2011. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," Greenwich Papers in Political Economy 7275, University of Greenwich, Greenwich Political Economy Research Centre.
      • Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011. "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 337-389, December.
   6. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 79-105, Jul-Dec.
   7. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Market Volatility, Manipulation, and Regulatory Response: A Comparative Study of Bombay and Karachi Stock Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1071-1083.
   8. Benjamin R. Auer & Horst Rottmann, 2013. "Is there a Friday the 13th Effect in Emerging Asian Stock Markets?," CESifo Working Paper Series 4409, CESifo.
      • Auer, Benjamin R. & Rottmann, Horst, 2013. "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere 35, University of Applied Sciences Amberg-Weiden (OTH).
      • Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
   9. Nickolaos Tsangarakis, 2007. "The day-of-the-week effect in the Athens Stock Exchange (ASE)," Applied Financial Economics, Taylor & Francis Journals, vol. 17(17), pages 1447-1454.
   10. Högholm, Kenneth & Knif, Johan, 2009. "The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland," Global Finance Journal, Elsevier, vol. 20(1), pages 67-79.
   11. M Dharani, 2011. "Seasonal Anomalies between S&P CNX Nifty Shariah Index and S&P CNX Nifty Index in India," Journal of Social and Development Sciences, AMH International, vol. 1(3), pages 101-108.
   12. H. Kent Baker & Abdul Rahman & Samir Saadi, 2008. "The day‐of‐the‐week effect and conditional volatility: Sensitivity of error distributional assumptions," Review of Financial Economics, John Wiley & Sons, vol. 17(4), pages 280-295, December.
       • Baker, H. Kent & Rahman, Abdul & Saadi, Samir, 2008. "The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions," Review of Financial Economics, Elsevier, vol. 17(4), pages 280-295, December.
   13. Erik Theissen, 2007. "An analysis of private investors' stock market return forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
       • Theissen, Erik, 2005. "An analysis of private investors' stock market return forecasts," CFR Working Papers 05-16, University of Cologne, Centre for Financial Research (CFR).
   14. Paweł Strawiński & Robert Ślepaczuk, 2008. "Analysis of HF data on the WSE in the context of EMH," Working Papers 2008-08, Faculty of Economic Sciences, University of Warsaw.
       • Strawinski, Pawel & Slepaczuk, Robert, 2008. "Analysis of HF data on the WSE in the context of EMH," MPRA Paper 9532, University Library of Munich, Germany.
   15. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
   16. Dicle, Mehmet F. & Beyhan, Aydin & Yao, Lee J., 2010. "Market efficiency and international diversification: Evidence from India," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 313-339, April.
   17. Am�lie Charles, 2010. "Does the day-of-the-week effect on volatility improve the volatility forecasts?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 257-262, February.
   18. Sumra Abbas & Attiya Yasmin Javid, 2015. "The Day-of-the-Week Anomaly in Market Returns, Volume and Volatility in SAARC Countries," PIDE-Working Papers 2015:129, Pakistan Institute of Development Economics.
   19. Kenneth Hogholm & Johan Knif & Seppo Pynnonen, 2011. "Common and local asymmetry and day-of-the-week effects among EU equity markets," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 219-227.

Chapters

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More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-HEA: Health Economics (1) 2015-09-05
2. NEP-URE: Urban and Real Estate Economics (1) 2015-09-05

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