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Pankaj Sinha

Personal Details

First Name:Pankaj
Middle Name:
Last Name:Sinha
Suffix:
RePEc Short-ID:psi282
[This author has chosen not to make the email address public]
http://fms.edu
Dr. Pankaj Sinha, Professor of Financial Engineering, Faculty of Management Studies, University of Delhi, Delhi
Terminal Degree:1992 (from RePEc Genealogy)

Affiliation

Faculty of Management Studies
University of Delhi

Delhi, India
http://www.fms.edu/
RePEc:edi:fmudein (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sinha, Pankaj & Sawaliya, Priya & Sinha, Prateek, 2020. "Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy," MPRA Paper 103902, University Library of Munich, Germany, revised 20 Jun 2020.
  2. Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper 103890, University Library of Munich, Germany, revised 20 Oct 2020.
  3. Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper 103889, University Library of Munich, Germany, revised 31 Oct 2020.
  4. Sinha, Pankaj & Grover, Naina, 2019. "Estimation of liquidity created by banks in India," MPRA Paper 92563, University Library of Munich, Germany.
  5. Vodwal, Sandeep & Bansal, Vishakha & Sinha, Pankaj, 2019. "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 95482, University Library of Munich, Germany.
  6. Sawaliya, Priya & Sinha, Pankaj, 2018. "Behaviour of asset pricing models in pre and post-recession period: an evidence from India," MPRA Paper 93084, University Library of Munich, Germany, revised 22 Jan 2019.
  7. Sinha, Pankaj & Navin, Nitin, 2018. "Indian Microfinance Sector: An Overview," MPRA Paper 90478, University Library of Munich, Germany.
  8. Sinha, Pankaj & Sharma, Sakshi, 2016. "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper 72247, University Library of Munich, Germany.
  9. Sinha, Pankaj & Mathur, Kritika, 2016. "Empirical Analysis of Developments in the Day Ahead Electricity Markets in India," MPRA Paper 72969, University Library of Munich, Germany.
  10. Sinha, Pankaj & Sharma, Sakshi, 2016. "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper 72251, University Library of Munich, Germany.
  11. Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016. "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper 74618, University Library of Munich, Germany, revised 17 Oct 2016.
  12. Sinha, Pankaj & Mathur, Kritika, 2016. "Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India," MPRA Paper 72966, University Library of Munich, Germany.
  13. Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta, 2016. "Forecasting United States Presidential election 2016 using multiple regression models," MPRA Paper 74641, University Library of Munich, Germany, revised 17 Oct 2016.
  14. Sinha, Pankaj & Mathur, Kritika, 2016. "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper 72967, University Library of Munich, Germany.
  15. Vardhan, Harsh & Sinha, Pankaj, 2015. "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper 64369, University Library of Munich, Germany, revised 10 May 2015.
  16. Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.
  17. Sinha, Pankaj & Agnihotri, Shalini, 2015. "Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM," MPRA Paper 67088, University Library of Munich, Germany, revised 30 Sep 2015.
  18. Sinha, Pankaj & Sharma, Sakshi & Ghosh, Sayan, 2015. "An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework," MPRA Paper 68556, University Library of Munich, Germany, revised 28 Dec 2015.
  19. Vardhan, Harsh & Sinha, Pankaj, 2014. "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper 53611, University Library of Munich, Germany.
  20. Sinha, Pankaj & Bansal, Vishakha, 2014. "Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms," MPRA Paper 58310, University Library of Munich, Germany, revised 30 Jul 2014.
  21. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
  22. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper 58303, University Library of Munich, Germany.
  23. Mathur, Kritika & Sinha, Pankaj, 2014. "Dynamics of Day-Ahead Trading of Electricity in India," MPRA Paper 59934, University Library of Munich, Germany.
  24. Sinha, Pankaj & Sharma, Sakshi, 2014. "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," MPRA Paper 61379, University Library of Munich, Germany, revised 16 Jan 2015.
  25. Sinha, Pankaj & Mathur, Kritika, 2014. "Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System," MPRA Paper 59930, University Library of Munich, Germany.
  26. Kohli, Deepti & Sinha, Pankaj, 2014. "A Review Paper on Carbon Trading," MPRA Paper 69455, University Library of Munich, Germany, revised 30 Jan 2016.
  27. Sinha, Pankaj & Kohli, Deepti, 2013. "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper 45816, University Library of Munich, Germany.
  28. Sinha, Pankaj & Mathur, Kritika, 2013. "International Linkages of Agri-Processed and Energy commodities traded in India," MPRA Paper 50214, University Library of Munich, Germany, revised 26 Sep 2013.
  29. Sinha, Pankaj & Bansal, Vishakha, 2013. "Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors," MPRA Paper 49878, University Library of Munich, Germany, revised 17 Sep 2013.
  30. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013. "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper 47442, University Library of Munich, Germany.
  31. Sinha, Pankaj & Singhal, Anushree, 2013. "FDI in Retail in India: An Empirical Analysis," MPRA Paper 46833, University Library of Munich, Germany.
  32. Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj, 2013. "Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach," MPRA Paper 49962, University Library of Munich, Germany.
  33. Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.
  34. Sinha, Pankaj & Mathur, Kritika, 2013. "Price, Return and Volatility Linkages of Base Metal Futures traded in India," MPRA Paper 47864, University Library of Munich, Germany.
  35. Sinha, Pankaj & Mathur, Kritika, 2013. "A study on the Price Behavior of Base Metals traded in India," MPRA Paper 47028, University Library of Munich, Germany.
  36. Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.
  37. Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012. "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper 41886, University Library of Munich, Germany.
  38. Sinha, Pankaj & Mathur, Kritika, 2012. "Securities transaction tax and the stock market– an Indian experience," MPRA Paper 42743, University Library of Munich, Germany.
  39. Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.
  40. Sinha, Pankaj & Bansal, Vishakha, 2012. "Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation," MPRA Paper 40811, University Library of Munich, Germany.
  41. Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012. "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper 41486, University Library of Munich, Germany.
  42. Sinha, Pankaj & Jayaraman, Prabha, 2012. "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper 37662, University Library of Munich, Germany.
  43. Sinha, Pankaj & Mathur, Kritika, 2012. "Evolution of security transaction tax in India," MPRA Paper 40165, University Library of Munich, Germany.
  44. Sinha, Pankaj & Singhal, Anushree, 2012. "A note on Corporate Governance in Public Sector Undertakings in India," MPRA Paper 41038, University Library of Munich, Germany.
  45. Sinha, Pankaj & Sathiyanarayanan, Nataraj, 2012. "Valuation of 2G spectrum in India- A real option approach," MPRA Paper 40470, University Library of Munich, Germany.
  46. Sinha, Pankaj & Arya, Deepshikha & Singh, Shuchi, 2012. "Evolution of Financing Needs in Indian Infrastructure," MPRA Paper 38741, University Library of Munich, Germany.
  47. Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011. "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper 32058, University Library of Munich, Germany.
  48. Sinha, Pankaj & Gupta, Sushant, 2011. "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper 31253, University Library of Munich, Germany.
  49. Sinha, Pankaj & Arora, Varun & Bansal, Vishakha, 2011. "Determinants of Public Debt for middle income and high income group countries using Panel Data regression," MPRA Paper 32079, University Library of Munich, Germany.
  50. Sinha, Pankaj & Dutta, Dipanwita, 2011. "Modelling profitability of Indian banks," MPRA Paper 31156, University Library of Munich, Germany.
  51. Sinha, Pankaj & Mudgal, Hemant, 2011. "Valuation of 3G spectrum license in India: A real option approach," MPRA Paper 31281, University Library of Munich, Germany.
  52. Sinha, Pankaj & Gupta, Akshay, 2011. "Analysis of WIMAX/BWA Licensing in India: A real option approach," MPRA Paper 31280, University Library of Munich, Germany.
  53. Sinha, Pankaj & Jayaraman, Prabha, 2010. "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper 22416, University Library of Munich, Germany.
  54. Manjrekar, Rajesh & Sinha, Pankaj, 2010. "Myopic investment view of the Indian mutual fund industry," MPRA Paper 22458, University Library of Munich, Germany.
  55. Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.
  56. Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.
  57. Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.
  58. Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
  59. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper 15396, University Library of Munich, Germany.
  60. Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany.
  61. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.
  62. Sinha, Pankaj & Johar, Archit, 2009. "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper 15264, University Library of Munich, Germany.
  63. Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany.

Articles

  1. Priya Malhotra & Pankaj Sinha, 2024. "Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?," IIM Kozhikode Society & Management Review, , vol. 13(1), pages 7-24, January.
  2. Pankaj Sinha & Sandeep Vodwal, 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, Emerald Group Publishing Limited, vol. 20(3), pages 329-352, March.
  3. Priya Malhotra & Pankaj Sinha, 2023. "Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance," Metamorphosis: A Journal of Management Research, , vol. 22(1), pages 38-54, June.
  4. Pankaj Sinha & Sandeep Vodwal, 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, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(2), pages 957-977, April.
  5. Pankaj Sinha & Priya Sawaliya, 2021. "Financial Constraints, Stock Returns and R&D in Indian Stock Market," Vision, , vol. 25(2), pages 192-200, June.
  6. Pankaj Sinha & Naina Grover, 2021. "Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 183-204, May.
  7. Priya Malhotra & Pankaj Sinha, 2021. "Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation," IIM Ranchi Journal of Management Studies, Emerald Group Publishing Limited, vol. 1(1), pages 4-20, October.
  8. Nitin Navin & Pankaj Sinha, 2019. "Market Structure and Competition in the Indian Microfinance Sector," Vikalpa: The Journal for Decision Makers, , vol. 44(4), pages 167-181, December.
  9. Pankaj Sinha & Sakshi Sharma, 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, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 7(1), pages 35-46, March.
  10. Pankaj Sinha & Shalini Agnihotri, 2016. "Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH," Global Business Review, International Management Institute, vol. 17(5), pages 1145-1161, October.
  11. Harsh Vardhan & Pankaj Sinha, 2016. "Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 49-83, April.
  12. Harsh Vardhan & Pankaj Sinha & Madhu Vij, 2015. "Behavior of Indian sectoral stock price indices in the post subprime crisis period," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 12(1), pages 15-29, May.
  13. Sinha, Pankaj & Bansal, Vishakha, 2013. "Role of personal taxes in capital structure decisions: Evidence from India," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 9(3), pages 1-15.
  14. Pankaj Sinha & Aastha Sharma & Harsh Vardhan Singh, 2012. "Prediction For The 2012 United States Presidential Election Using Multiple Regression Model," Journal of Prediction Markets, University of Buckingham Press, vol. 6(2), pages 77-97.
  15. Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011. "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, vol. 6(1(15)/ Sp), pages 43-60.
  16. Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010. "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, vol. 4(2), pages 1-14, September.
  17. Pankaj Sinha & Archit Johar, 2010. "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, vol. 4(1), pages 17-26, May.
  18. Sinha PANKAJ & Johar ARCHIT, 2009. "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, vol. 4(2(8)_ Sum).
  19. Pankaj Sinha & Ashok Bansal, 2008. "Bayesian optimization analysis with ML-II ε-contaminated prior," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(2), pages 203-211.
  20. Pankaj Sinha & Ashok K. Bansal, 2008. "Hierarchical Bayes Prediction for the 2008 US Presidential Election," Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 47-59, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sinha, Pankaj & Sawaliya, Priya & Sinha, Prateek, 2020. "Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy," MPRA Paper 103902, University Library of Munich, Germany, revised 20 Jun 2020.

    Cited by:

    1. Bashir Ahmad Joo & Zahida Farooq, 2022. "Testing the impact of COVID-19 on trading behavior of the investors: An empirical evidence from Indian Stock Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 13(3), pages 21-29, September.
    2. Goswami, Binoy & Mandal, Raju & Nath, Hiranya K., 2021. "Covid-19 pandemic and economic performances of the states in India," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 461-479.

  2. Sinha, Pankaj & Grover, Naina, 2019. "Estimation of liquidity created by banks in India," MPRA Paper 92563, University Library of Munich, Germany.

    Cited by:

    1. azahar, intan nur asyiqin, 2019. "An Analysis Of Performance In E-Commerce Industry," MPRA Paper 97210, University Library of Munich, Germany.
    2. Pankaj Sinha & Naina Grover, 2021. "Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 183-204, May.
    3. Abdul Latif, Nurul Atikah, 2019. "The Impact of Liquidity Risk on Internal and External Factors," MPRA Paper 97222, University Library of Munich, Germany.

  3. Vodwal, Sandeep & Bansal, Vishakha & Sinha, Pankaj, 2019. "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 95482, University Library of Munich, Germany.

    Cited by:

    1. Ayesha Afzal & Saba Fazal Firdousi & Ayma Waqar & Minahil Awais, 2022. "The Influence of Internet Penetration on Poverty and Income Inequality," SAGE Open, , vol. 12(3), pages 21582440221, August.

  4. Sawaliya, Priya & Sinha, Pankaj, 2018. "Behaviour of asset pricing models in pre and post-recession period: an evidence from India," MPRA Paper 93084, University Library of Munich, Germany, revised 22 Jan 2019.

    Cited by:

    1. Pankaj Sinha & Priya Sawaliya, 2021. "Financial Constraints, Stock Returns and R&D in Indian Stock Market," Vision, , vol. 25(2), pages 192-200, June.

  5. Sinha, Pankaj & Sharma, Sakshi, 2016. "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper 72247, University Library of Munich, Germany.

    Cited by:

    1. Samangi Bandaranayake & Kuntal K. Das & W. Robert Reed, 2019. "Another Look at “Bank Competition and Financial Stability: Much Ado about Nothing?”," Working Papers in Economics 19/08, University of Canterbury, Department of Economics and Finance.
    2. Samangi Bandaranayake & Kuntal K. Das & W. Robert Reed, 2018. "A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016)," Working Papers in Economics 18/18, University of Canterbury, Department of Economics and Finance.
    3. Biswa Swarup Misra & Paolo Coccorese, 2022. "Market power, efficiency and stability of Indian banks," Economic Change and Restructuring, Springer, vol. 55(4), pages 2263-2292, November.

  6. Sinha, Pankaj & Sharma, Sakshi, 2016. "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper 72251, University Library of Munich, Germany.

    Cited by:

    1. Sheunesu Zhou, 2021. "Analyzing the Relationship between Derivative Usage and Systemic Risk in South Africa," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 9(4), pages 217-234.
    2. Audrey Nguema Bekale & Imhotep Paul Alagidede & Jones Odei‐Mensah, 2023. "Derivatives use and the risk‐taking behaviour of African banks," Journal of International Development, John Wiley & Sons, Ltd., vol. 35(7), pages 1985-2013, October.

  7. Vardhan, Harsh & Sinha, Pankaj, 2015. "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper 64369, University Library of Munich, Germany, revised 10 May 2015.

    Cited by:

    1. Endri Endri & Zaenal Abidin & Torang P. Simanjuntak & Immas Nurhayati, 2020. "Indonesian Stock Market Volatility: GARCH Model," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 16(2), pages 7-17.

  8. Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.

    Cited by:

    1. Priti Dubey & Rishika Shankar, 2020. "Determinants of the Commodity Futures Market Performance: An Indian Perspective," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 21(2), pages 239-257, September.
    2. Sanjay Sehgal & Tarunika Jain Agrawal, 2019. "Impact of Commodity Transaction Tax on Market Liquidity, Volatility, and Government Revenues: An Empirical Study for India," Vikalpa: The Journal for Decision Makers, , vol. 44(1), pages 12-29, March.
    3. Swamy Perumandla & Padma Kurisetti, 2021. "Commodity Transaction Tax (CTT): Nature of Correlation Dynamics and Volatility Linkages Between Indian Commodity and Equity Markets," International Journal of Asian Business and Information Management (IJABIM), IGI Global, vol. 12(2), pages 16-36, April.
    4. Muneesh Kumar & Tarunika Jain Agrawal & Srishti Sehgal, 2017. "Domestic and International Information Linkages for Indian Commodities Market in the Pre- and Post-CTT Periods," Metamorphosis: A Journal of Management Research, , vol. 16(2), pages 75-91, December.

  9. Sinha, Pankaj & Agnihotri, Shalini, 2015. "Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM," MPRA Paper 67088, University Library of Munich, Germany, revised 30 Sep 2015.

    Cited by:

    1. Justyna Franc-Dąbrowska & Magdalena Mądra-Sawicka & Anna Milewska, 2021. "Energy Sector Risk and Cost of Capital Assessment—Companies and Investors Perspective," Energies, MDPI, vol. 14(6), pages 1-20, March.

  10. Sinha, Pankaj & Sharma, Sakshi & Ghosh, Sayan, 2015. "An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework," MPRA Paper 68556, University Library of Munich, Germany, revised 28 Dec 2015.

    Cited by:

    1. Sinha, Pankaj & Sharma, Sakshi, 2016. "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper 72247, University Library of Munich, Germany.

  11. Vardhan, Harsh & Sinha, Pankaj, 2014. "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper 53611, University Library of Munich, Germany.

    Cited by:

    1. Saif Siddiqui & Preeti Roy, 2021. "Asymmetric Effects of Exchange Rate and Its Relationship with Foreign Investments: A Case of Indian Stock Market," Vision, , vol. 25(4), pages 415-427, December.
    2. Sumit Kumar Maji & Arindam Laha & Debasish Sur, 2020. "Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 239-269, August.
    3. Monica Singhania & Neha Saini, 2018. "Determinants of FPI in Developed and Developing Countries," Global Business Review, International Management Institute, vol. 19(1), pages 187-213, February.

  12. Sinha, Pankaj & Sharma, Sakshi, 2014. "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," MPRA Paper 61379, University Library of Munich, Germany, revised 16 Jan 2015.

    Cited by:

    1. Hongxing Yao & Muhammad Haris & Gulzara Tariq, 2018. "Profitability Determinants of Financial Institutions: Evidence from Banks in Pakistan," IJFS, MDPI, vol. 6(2), pages 1-28, May.
    2. Athanasios Kolliopoulos, 2021. "Reforming the Greek Financial System: a decade of failure," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 155, Hellenic Observatory, LSE.
    3. Muhammad Haris & Hongxing Yao & Gulzara Tariq & Hafiz Mustansar Javaid & Qurat Ul Ain, 2019. "Corporate Governance, Political Connections, and Bank Performance," IJFS, MDPI, vol. 7(4), pages 1-37, October.
    4. Santosh Kumar Das & Khushboo Uppal, 2021. "NPAs and profitability in Indian banks: an empirical analysis," Future Business Journal, Springer, vol. 7(1), pages 1-9, December.
    5. Zhiheng Li & Shuangzhe Liu & Fanda Meng & Milind Sathye, 2019. "Competition in the Indian Banking Sector: A Panel Data Approach," JRFM, MDPI, vol. 12(3), pages 1-16, August.
    6. Silu Muduli & Manu Sharma, 2022. "Loan Repayment Dynamics of Self-help Groups in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 16(2), pages 183-202, May.
    7. Rakshit, Bijoy & Bardhan, Samaresh, 2022. "An empirical investigation of the effects of competition, efficiency and risk-taking on profitability: An application in Indian banking," Journal of Economics and Business, Elsevier, vol. 118(C).
    8. Faozi A. Almaqtari & Abdulwahid Hashid & Najib H. S. Farhan & Mosab I. Tabash & Waleed M. Al‐ahdal, 2022. "An empirical examination of the impact of country‐level corporate governance on profitability of Indian banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1912-1932, April.
    9. Muduli, Silu & Sharma, Manu, 2022. "Loan Repayment Dynamics of Self-Help Groups in India," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 16(2), pages 183-202.
    10. Santanu Kumar Ghosh & Santi Gopal Maji, 2019. "Profitability of Banks in India: Impacts of Market Structure and Risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(6), pages 1-10.
    11. Olalere Oluwaseyi Ebenezer & Md. Aminul Islam & Wan Sallha Yusoff & Farid Ahammad Sobhani, 2019. "Exploring Liquidity Risk and Interest-Rate Risk: Implications for Profitability and Firm Value in Nigerian Banks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 315-326.
    12. Kolliopoulos, Athanasios, 2021. "Reforming the Greek financial system: a decade of failure," LSE Research Online Documents on Economics 108523, London School of Economics and Political Science, LSE Library.
    13. Kamran, Hafiz Waqas & Haseeb, Muhammad & Nguyen, Thu Thuy & Nguyen, V.C., 2020. "Climate change and bank stability: The moderating role of green financing and renewable energy consumption in ASEAN," OSF Preprints v48fa, Center for Open Science.
    14. Vo, Duc, 2018. "Should Bankers Be Concerned with Intellectual Capital? A Study of the Thai Banking Sector," MPRA Paper 103275, University Library of Munich, Germany.
    15. Muhammad Haris & Yong Tan & Ali Malik & Qurat Ul Ain, 2020. "A Study on the Impact of Capitalization on the Profitability of Banks in Emerging Markets: A Case of Pakistan," JRFM, MDPI, vol. 13(9), pages 1-21, September.
    16. Heri Sudarsono & Fiqih Afriadi & Siti Aisiyah Suciningtias, 2021. "Do stability and size affect the profitability of Islamic rural bank in Indonesia?," Jurnal Ekonomi & Keuangan Islam, Faculty of Economics, Universitas Islam Indonesia, vol. 7(2), pages 161-174.

  13. Sinha, Pankaj & Kohli, Deepti, 2013. "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper 45816, University Library of Munich, Germany.

    Cited by:

    1. Chavan, Sumit Sunil & Shafighi, Najla, 2021. "Exchange Rate Determination in Asia," MPRA Paper 110622, University Library of Munich, Germany.

  14. Sinha, Pankaj & Bansal, Vishakha, 2013. "Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors," MPRA Paper 49878, University Library of Munich, Germany, revised 17 Sep 2013.

    Cited by:

    1. José A. Clemente-Almendros & Francisco Sogorb-Mira, 2016. "The effect of taxes on the debt policy of spanish listed companies," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(3), pages 359-391, August.

  15. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013. "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper 47442, University Library of Munich, Germany.

    Cited by:

    1. Antonio J. Dayag & Fernando Trinidad, 2019. "A Critical Assessment on Bank Valuation in Existing Literature in the Last Decade," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 8(4), pages 44-58, July.

  16. Sinha, Pankaj & Singhal, Anushree, 2013. "FDI in Retail in India: An Empirical Analysis," MPRA Paper 46833, University Library of Munich, Germany.

    Cited by:

    1. Arpita Mukherjee & Tanu M. Goyal, 2014. "The political economy of retail liberalization: The case of India," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-24.

  17. Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj, 2013. "Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach," MPRA Paper 49962, University Library of Munich, Germany.

    Cited by:

    1. Vardhan, Harsh & Sinha, Pankaj, 2015. "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper 64369, University Library of Munich, Germany, revised 10 May 2015.

  18. Sinha, Pankaj & Mathur, Kritika, 2013. "Price, Return and Volatility Linkages of Base Metal Futures traded in India," MPRA Paper 47864, University Library of Munich, Germany.

    Cited by:

    1. Etoundi Atenga, Eric Martial, 2014. "Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market," MPRA Paper 61017, University Library of Munich, Germany.
    2. Kumar Ravi & Dhiman Babli, 2022. "Indian and Chinese Metal Futures Markets: A Linkage Analysis," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 10(1), pages 1-14, September.
    3. Muneesh Kumar & Tarunika Jain Agrawal & Srishti Sehgal, 2017. "Domestic and International Information Linkages for Indian Commodities Market in the Pre- and Post-CTT Periods," Metamorphosis: A Journal of Management Research, , vol. 16(2), pages 75-91, December.

  19. Sinha, Pankaj & Mathur, Kritika, 2013. "A study on the Price Behavior of Base Metals traded in India," MPRA Paper 47028, University Library of Munich, Germany.

    Cited by:

    1. Rakesh Shahani & Utkarsh Singhal, 2023. "Do efficient commodity markets co-move: evidence from Indian base metals market," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(3), pages 413-425, September.

  20. Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta, 2016. "Forecasting United States Presidential election 2016 using multiple regression models," MPRA Paper 74641, University Library of Munich, Germany, revised 17 Oct 2016.

  21. Sinha, Pankaj & Mathur, Kritika, 2012. "Securities transaction tax and the stock market– an Indian experience," MPRA Paper 42743, University Library of Munich, Germany.

    Cited by:

    1. Hvozdyk, Lyudmyla & Rustanov, Serik, 2016. "The effect of financial transaction tax on market liquidity and volatility: An Italian perspective," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 62-78.
    2. Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.
    3. Eichfelder, Sebastian & Lau, Mona, 2016. "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," arqus Discussion Papers in Quantitative Tax Research 211, arqus - Arbeitskreis Quantitative Steuerlehre.

  22. Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.

  23. Sinha, Pankaj & Bansal, Vishakha, 2012. "Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation," MPRA Paper 40811, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Bansal, Vishakha, 2013. "Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors," MPRA Paper 49878, University Library of Munich, Germany, revised 17 Sep 2013.
    2. José A. Clemente-Almendros & Francisco Sogorb-Mira, 2016. "The effect of taxes on the debt policy of spanish listed companies," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(3), pages 359-391, August.

  24. Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012. "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper 41486, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012. "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper 41886, University Library of Munich, Germany.
    2. Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016. "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper 74618, University Library of Munich, Germany, revised 17 Oct 2016.
    3. Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta, 2016. "Forecasting United States Presidential election 2016 using multiple regression models," MPRA Paper 74641, University Library of Munich, Germany, revised 17 Oct 2016.
    4. Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.

  25. Sinha, Pankaj & Jayaraman, Prabha, 2012. "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper 37662, University Library of Munich, Germany.

    Cited by:

    1. Mehta, Deepshikha, 2015. "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper 66494, University Library of Munich, Germany.
    2. Mehta, Deepshikha, 2015. "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints 117335, ZBW - Leibniz Information Centre for Economics.

  26. Sinha, Pankaj & Mathur, Kritika, 2012. "Evolution of security transaction tax in India," MPRA Paper 40165, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Mathur, Kritika, 2012. "Securities transaction tax and the stock market– an Indian experience," MPRA Paper 42743, University Library of Munich, Germany.
    2. Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.

  27. Sinha, Pankaj & Arya, Deepshikha & Singh, Shuchi, 2012. "Evolution of Financing Needs in Indian Infrastructure," MPRA Paper 38741, University Library of Munich, Germany.

    Cited by:

    1. Inderst, Georg & Stewart, Fiona, 2014. "Institutional Investment in Infrastructure in Emerging Markets and Developing Economies," MPRA Paper 62522, University Library of Munich, Germany.
    2. Kumari, Anita & Kumar Sharma, Anil, 2017. "Infrastructure financing and development: A bibliometric review," International Journal of Critical Infrastructure Protection, Elsevier, vol. 16(C), pages 49-65.

  28. Sinha, Pankaj & Gupta, Sushant, 2011. "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper 31253, University Library of Munich, Germany.

    Cited by:

    1. Qamar Abbas & Rashid Saeed & Ehsan-Ul-Hassan & Muhammad Shahzad Ijaz, 2014. "Analysis of Pre and Post Merger and Acquisition Financial Performance of Banks in Pakistan," Information Management and Business Review, AMH International, vol. 6(4), pages 177-190.
    2. Tengku Mohd Khairal Abdullah* & Donny Abdul Latief Poespowidjojo & Grady Esmond Himawan, 2018. "Employee Experience in Mergers & Acquisition Process towards M&A Success: The Case of Maybank Acquisition on Bank International Indonesia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 100-104:6.
    3. Han Bao, 2017. "Evaluation of Pre and Post Demerger-Merger Performance: Using ABN AMRO Bank as an Example," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(2), pages 196-204, February.
    4. Abbas, Qamar & Hunjra, Ahmed Imran & Azam, Rauf I & Ijaz, Muhammad Shahzad & Zahid, Maliha, 2014. "Financial performance of banks in Pakistan after Merger and Acquisition," MPRA Paper 60790, University Library of Munich, Germany.

  29. Sinha, Pankaj & Arora, Varun & Bansal, Vishakha, 2011. "Determinants of Public Debt for middle income and high income group countries using Panel Data regression," MPRA Paper 32079, University Library of Munich, Germany.

    Cited by:

    1. Hodabalo Bataka, 2023. "Economic globalization and public debt in Sub‐Saharan Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1756-1771, April.
    2. Benjamin Ayodele Folorunso, 2013. "Relationship between Fiscal Deficit and Public Debt in Nigeria: an Error Correction Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 5(6), pages 346-355.
    3. Tomislav GLOBAN & Marina MATOŠEC, 2016. "Public Debt-to-GDP Ratio in New EU Member States: Cut the Numerator or Increase the Denominator?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 57-72, September.
    4. Kevin Bica & Erinda Imeraj, 2024. "Assessment of Public Debt Drivers in the Balkans," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 52-67, May.
    5. Amjad S. Qwader & Sulieman D. Aloshaibat, 2020. "Components of the Public Budget and their Effects on Public Debt in Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 88-96.
    6. Lukmanova, Elizaveta & Tondl, Gabriele, 2017. "Macroeconomic imbalances and business cycle synchronization. Why common economic governance is imperative for the Eurozone," Economic Modelling, Elsevier, vol. 62(C), pages 130-144.
    7. Halebić Jasmin & Moćević Amina, 2020. "Analysis of Public Debt at Subnational Government Levels: Evidence from Cantons in the Federation of Bosnia and Herzegovina," South East European Journal of Economics and Business, Sciendo, vol. 15(2), pages 109-123, December.
    8. Chukwuebuka Bernard Azolibe, 2021. "Determinants of External Indebtedness in Heavily Indebted Poor Countries: What Macroeconomic and Socio-Economic Factors Matter?," The American Economist, Sage Publications, vol. 66(2), pages 249-264, October.
    9. Ilhèm Gargouri & Majdi Ksantini, 2016. "The Determinants Of Public Debt," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(59), pages 111-124, March.
    10. Omar Osman, 2021. "Income Inequality and Financial Disturbances: Does Income Inequality Engender Financial Crises?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 157(2), pages 417-442, September.
    11. Carrera, Jorge & de la Vega, Pablo, 2021. "The impact of income inequality on public debt," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    12. Khansa Zaman & Muhammad Saeed Rana & Umer Iftikhar, 2019. "A Multilevel Analysis of Job Demands and Intention to Resign Through Perceived Service Recovery Performance," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 11(2), pages 67-82, June.
    13. Muhammad Jalib Sikandar & Fazale Wahid, 2019. "Debt and Economic Growth of Pakistan; Role of Uncertain Economic and Political Conditions," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 11(2), pages 83-106, June.
    14. Javier Cifuentes-Faura & Mihaela Simionescu, 2024. "Analyzing the Importance of the Determinants of Public Debt and Its Policy Implications: A Survey of Literature," Public Finance Review, , vol. 52(3), pages 345-375, May.

  30. Sinha, Pankaj & Mudgal, Hemant, 2011. "Valuation of 3G spectrum license in India: A real option approach," MPRA Paper 31281, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Sathiyanarayanan, Nataraj, 2012. "Valuation of 2G spectrum in India- A real option approach," MPRA Paper 40470, University Library of Munich, Germany.

  31. Sinha, Pankaj & Gupta, Akshay, 2011. "Analysis of WIMAX/BWA Licensing in India: A real option approach," MPRA Paper 31280, University Library of Munich, Germany.

    Cited by:

    1. Antonio Di Bari & Giovanni Villani, 2023. "An Options Game approach to valuate broadband projects in a smart city context," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1587-1601, April.
    2. Antonio Di Bari & Domenico Santoro & Maria Antonia Tarrazon-Rodon & Giovanni Villani, 2024. "The impact of polarity score on real option valuation for multistage projects," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 57-76, February.

  32. Sinha, Pankaj & Jayaraman, Prabha, 2010. "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper 22416, University Library of Munich, Germany.

    Cited by:

    1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017. "Robust Linear Static Panel Data Models Using ε-Contamination," Center for Policy Research Working Papers 208, Center for Policy Research, Maxwell School, Syracuse University.
    2. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014. "Robust linear static panel data models using epsilon-contamination," MPRA Paper 59896, University Library of Munich, Germany.

  33. Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.

    Cited by:

    1. Libo Yin & Liyan Han, 2013. "Options strategies for international portfolios with overall risk management via multi-stage stochastic programming," Annals of Operations Research, Springer, vol. 206(1), pages 557-576, July.
    2. Libo Yin & Liyan Han, 2020. "International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 383-405, February.
    3. Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.

  34. Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.

    Cited by:

    1. Ghouse, Ghulam & Khan, Saud Ahmed, 2017. "Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets," Review of Financial Economics, Elsevier, vol. 35(C), pages 29-42.
    2. Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015. "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper 70117, University Library of Munich, Germany.

  35. Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.

    Cited by:

    1. Karen Poghosyan, 2015. "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
    2. Cindrella Shah & Nilesh Ghonasgi, 2016. "Determinants and Forecast of Price Level in India: a VAR Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 57-86, June.
    3. Somesh Kumar Mathur & Surendra Babu, 2014. "Modelling & Forecasting of Re/$ Exchange rate – An empirical analysis," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development 7741, EcoMod.

  36. Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013. "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper 47442, University Library of Munich, Germany.
    2. Liu, Zhen Jia, 2015. "Estudo cross-country sobre os fatores determinantes da crise financeira bancária," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 55(5), September.
    3. Sinha, Pankaj & Sharma, Sakshi, 2016. "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper 72247, University Library of Munich, Germany.
    4. Shajari , Parastoo & Mohebikhah , Bita, 2012. "Financial Stability in Islamic Banking System the Capacity to React to Current World Wide Crisis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(4), pages 133-166, July.

  37. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.

    Cited by:

    1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017. "Robust Linear Static Panel Data Models Using ε-Contamination," Center for Policy Research Working Papers 208, Center for Policy Research, Maxwell School, Syracuse University.
    2. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014. "Robust linear static panel data models using epsilon-contamination," MPRA Paper 59896, University Library of Munich, Germany.

  38. Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany.

    Cited by:

    1. Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper 103890, University Library of Munich, Germany, revised 20 Oct 2020.
    2. Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper 103889, University Library of Munich, Germany, revised 31 Oct 2020.
    3. Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012. "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper 41486, University Library of Munich, Germany.
    4. Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016. "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper 74618, University Library of Munich, Germany, revised 17 Oct 2016.
    5. Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.

Articles

  1. Nitin Navin & Pankaj Sinha, 2019. "Market Structure and Competition in the Indian Microfinance Sector," Vikalpa: The Journal for Decision Makers, , vol. 44(4), pages 167-181, December.

    Cited by:

    1. Yuliya S. Evlakhova & Alexandra A. Tregubova, 2023. "Russian Market of Online Microloans to the Population: Credit Risks Analysis," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 22(3), pages 710-738.

  2. Pankaj Sinha & Sakshi Sharma, 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, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 7(1), pages 35-46, March.
    See citations under working paper version above.
  3. Harsh Vardhan & Pankaj Sinha, 2016. "Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 49-83, April.

    Cited by:

    1. Rajdeep Kumar Raut & Rohit Kumar, 2023. "Do Values Predict Socially Responsible Investment Decisions? Measuring the Moderating Effects of Gender," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 189-214, June.
    2. Sumit Kumar Maji & Arindam Laha & Debasish Sur, 2020. "Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 239-269, August.
    3. Narayan Parab & Y. V. Reddy, 2020. "A cause and effect relationship between FIIs, DIIs and stock market returns in India: pre- and post-demonetization analysis," Future Business Journal, Springer, vol. 6(1), pages 1-10, December.
    4. P. Lakshmi & M. Thenmozhi, 2018. "Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(3), pages 225-233, September.

  4. Harsh Vardhan & Pankaj Sinha & Madhu Vij, 2015. "Behavior of Indian sectoral stock price indices in the post subprime crisis period," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 12(1), pages 15-29, May.

    Cited by:

    1. Walid M. A. Ahmed, 2016. "The Dynamic Linkages among Sector Indices: The Case of the Egyptian Stock Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(4), pages 23-38, April.
    2. Botshekan , Mohamad Hashem & Mohseni , Hosein, 2017. "Volatility Spillover among Industries in the Capital Market in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(2), pages 213-233, April.
    3. Velip Suraj Pavto & Guntur Anjana Raju, 2020. "Linkages between Oil Sectors Returns of Asian Emerging Stock Markets: Unearthing the Hidden Opportunity for Portfolio Diversification," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 152-156.
    4. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2019. "Volatility Spillover Effect in Commodity Derivatives Market: Empirical Evidence Through Generalized Impulse Response Function," Vision, , vol. 23(4), pages 374-396, December.
    5. Harshita & Shveta Singh & Surendra S. Yadav, 2018. "Changing Nature of the Value Premium in the Indian Stock Market," Vision, , vol. 22(2), pages 135-143, June.

  5. Pankaj Sinha & Aastha Sharma & Harsh Vardhan Singh, 2012. "Prediction For The 2012 United States Presidential Election Using Multiple Regression Model," Journal of Prediction Markets, University of Buckingham Press, vol. 6(2), pages 77-97.
    See citations under working paper version above.
  6. Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011. "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, vol. 6(1(15)/ Sp), pages 43-60.
    See citations under working paper version above.
  7. Pankaj Sinha & Archit Johar, 2010. "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, vol. 4(1), pages 17-26, May.
    See citations under working paper version above.
  8. Pankaj Sinha & Ashok Bansal, 2008. "Bayesian optimization analysis with ML-II ε-contaminated prior," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(2), pages 203-211.

    Cited by:

    1. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.
    2. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper 15396, University Library of Munich, Germany.

  9. Pankaj Sinha & Ashok K. Bansal, 2008. "Hierarchical Bayes Prediction for the 2008 US Presidential Election," Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 47-59, December.
    See citations under working paper version above.

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 52 papers 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-FOR: Forecasting (9) 2010-11-20 2012-04-03 2012-09-30 2012-10-20 2012-10-27 2016-10-23 2016-10-23 2020-11-23 2020-11-23. Author is listed
  2. NEP-POL: Positive Political Economics (8) 2008-09-20 2012-09-30 2012-10-20 2012-10-27 2016-10-23 2016-10-23 2020-11-23 2020-11-23. Author is listed
  3. NEP-BAN: Banking (6) 2009-05-23 2011-06-04 2013-06-09 2015-01-31 2016-01-03 2019-03-11. Author is listed
  4. NEP-ECM: Econometrics (6) 2008-09-20 2009-05-30 2009-08-08 2010-05-08 2012-04-03 2014-06-07. Author is listed
  5. NEP-PBE: Public Economics (6) 2012-07-29 2012-09-03 2012-10-27 2012-12-10 2013-09-26 2014-11-22. Author is listed
  6. NEP-AGR: Agricultural Economics (5) 2013-10-02 2015-04-19 2016-02-23 2016-08-21 2016-08-21. Author is listed
  7. NEP-CFN: Corporate Finance (5) 2013-06-09 2014-11-22 2019-04-15 2019-08-19 2020-11-23. Author is listed
  8. NEP-CWA: Central and Western Asia (5) 2009-05-23 2010-05-15 2010-11-20 2013-05-11 2013-05-19. Author is listed
  9. NEP-ACC: Accounting and Auditing (4) 2012-07-29 2012-09-03 2013-09-26 2014-11-22
  10. NEP-CMP: Computational Economics (4) 2009-05-23 2012-07-29 2012-09-03 2013-07-15
  11. NEP-RMG: Risk Management (4) 2009-05-23 2013-06-09 2014-06-07 2016-07-09
  12. NEP-COM: Industrial Competition (3) 2011-06-11 2016-01-03 2016-07-09
  13. NEP-ENE: Energy Economics (3) 2014-12-08 2016-02-23 2016-08-21
  14. NEP-MAC: Macroeconomics (3) 2012-05-22 2012-10-20 2013-04-06
  15. NEP-ORE: Operations Research (3) 2010-03-06 2013-07-15 2020-11-23
  16. NEP-SEA: South East Asia (3) 2012-05-22 2013-05-11 2013-10-02
  17. NEP-CDM: Collective Decision-Making (2) 2012-09-30 2012-10-27
  18. NEP-CSE: Economics of Strategic Management (2) 2016-01-03 2016-07-09
  19. NEP-EFF: Efficiency and Productivity (2) 2015-01-31 2016-01-03
  20. NEP-MON: Monetary Economics (2) 2013-04-06 2019-03-11
  21. NEP-REG: Regulation (2) 2014-12-08 2016-08-21
  22. NEP-BIG: Big Data (1) 2020-11-23
  23. NEP-ENV: Environmental Economics (1) 2016-02-23
  24. NEP-ETS: Econometric Time Series (1) 2014-11-22
  25. NEP-FLE: Financial Literacy and Education (1) 2019-01-21
  26. NEP-IFN: International Finance (1) 2010-04-17
  27. NEP-INT: International Trade (1) 2014-02-15
  28. NEP-LAW: Law and Economics (1) 2013-09-26
  29. NEP-MFD: Microfinance (1) 2019-01-21
  30. NEP-MST: Market Microstructure (1) 2011-07-13
  31. NEP-SOG: Sociology of Economics (1) 2014-02-15
  32. NEP-TRE: Transport Economics (1) 2012-05-22

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