Access Statistics for Pankaj Sinha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review Paper on Carbon Trading 0 0 0 46 0 0 2 134
A note on Corporate Governance in Public Sector Undertakings in India 0 0 2 62 0 0 7 288
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 0 0 0 215
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 0 1 85 0 0 4 283
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 3 86 1 1 11 1,329
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 1 4 185 0 1 13 508
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 1 185 0 1 3 753
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 0 172 1 1 3 361
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 0 1 1 350
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 0 2 2 125
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 0 0 0 167
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 0 0 1 193
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 0 0 3 114
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 0 0 6 193
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 0 1 87 3 3 16 377
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 2 5 13 212 3 9 49 600
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 1 78 0 1 7 240
Dynamics of Day-Ahead Trading of Electricity in India 1 1 1 50 1 1 3 110
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 0 0 4 685
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 0 27 0 0 2 86
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 2 30 1 1 7 42
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 0 0 1 149
Estimation of liquidity created by banks in India 0 1 1 65 0 2 5 124
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 2 163 0 0 5 503
Evolution of Financing Needs in Indian Infrastructure 0 0 1 83 0 4 7 322
Evolution of security transaction tax in India 0 0 2 38 0 1 6 138
FDI in Retail in India: An Empirical Analysis 0 0 0 173 0 3 6 713
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 1 183 0 0 8 835
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 1 79 1 1 10 161
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 1 1 18 18 6 8 39 39
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 0 0 2 106
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 0 1 1 546
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 86 0 0 5 447
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 0 0 4 115
Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM 0 0 2 30 1 2 8 235
Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India 0 0 1 34 0 1 3 127
Indian Microfinance Sector: An Overview 0 0 0 58 0 1 2 71
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 0 0 2 52 0 0 11 183
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 0 2 4 109
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 0 0 1 49
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 0 1 2 76
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 1 46 1 3 6 113
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 0 0 2 115
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 2 40 0 0 7 181
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 2 32 0 0 3 113
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 0 0 154 0 2 6 601
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 0 2 13 351 3 8 42 1,233
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 0 135 0 1 13 393
Modeling and forecasting US presidential election 2024 2 2 28 28 4 5 62 62
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 2 2 2 104 2 7 11 255
Modelling profitability of Indian banks 0 0 0 90 0 1 1 248
Myopic investment view of the Indian mutual fund industry 0 0 0 107 0 0 2 278
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 4 158 0 1 26 913
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 0 2 107 1 1 12 316
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 1 1 5 34 1 1 6 99
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 0 1 35 0 2 5 136
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 0 1 76 0 0 5 164
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 0 0 1 108
Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions 0 0 0 47 0 0 1 216
Securities transaction tax and the stock market– an Indian experience 0 1 3 73 0 6 26 221
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 0 0 1 111
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 0 0 9 83
Valuation of 2G spectrum in India- A real option approach 0 0 2 79 1 1 7 489
Valuation of 3G spectrum license in India: A real option approach 0 0 1 121 0 1 8 599
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 2 125 1 4 10 455
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 0 1 3 81
Total Working Papers 9 17 130 5,332 32 94 549 19,784


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY 0 0 0 182 0 0 0 623
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 0 1 1 48 0 2 4 163
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 1 1 1 2 2 2 3 8
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 0 0 0 170
Behavior of Indian sectoral stock price indices in the post subprime crisis period 0 0 1 11 0 0 2 45
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 1 5 44 0 5 16 302
Effect of subprime crisis on financing decisions and capital structure of Indian firms: a pre- and post- crisis study using system GMM methodology 0 0 1 1 0 0 3 12
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 0 6 0 0 3 11
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 2 10 0 0 5 32
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 0 0 2 195
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 2 2 5 167
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM 0 1 3 9 1 2 5 24
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 1 3 35 0 2 6 94
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 0 0 1 36
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 0 0 0 20
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 0 205 0 0 2 694
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 1 1 2 34
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 0 0 0 0 0 0 0
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 1 8 1 2 4 78
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 1 0 1 1 21
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 0 0 1 126
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 1 1 2 2 2 2 6 13
Total Journal Articles 2 6 20 717 9 21 71 2,868


Statistics updated 2025-08-05