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 14 149
A note on Corporate Governance in Public Sector Undertakings in India 0 0 0 62 2 2 20 308
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 0 0 11 226
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 0 1 86 0 2 15 298
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 1 87 0 1 22 1,351
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 0 2 190 1 1 17 532
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 0 185 1 2 12 765
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 0 174 1 1 19 383
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 1 2 13 363
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 1 1 19 144
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 0 0 9 176
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 0 1 15 208
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 0 0 6 122
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 2 2 2 83 3 3 13 206
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 0 7 94 0 1 31 413
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 0 3 19 234 0 5 60 665
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 1 79 0 0 13 253
Dynamics of Day-Ahead Trading of Electricity in India 0 0 1 51 0 0 12 125
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 1 2 16 702
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 1 29 0 1 10 97
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 2 32 1 1 16 58
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 0 0 11 160
Estimation of liquidity created by banks in India 0 0 1 66 0 1 9 133
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 0 163 0 0 11 515
Evolution of Financing Needs in Indian Infrastructure 0 0 0 83 0 1 10 333
Evolution of security transaction tax in India 0 1 4 43 0 1 31 171
FDI in Retail in India: An Empirical Analysis 0 0 0 173 0 0 12 726
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 0 183 0 1 12 847
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 1 1 80 0 3 16 181
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 0 0 5 27 1 1 42 87
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 0 0 5 111
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 0 0 10 556
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 87 0 1 13 463
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 0 1 35 151
Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM 1 1 2 32 1 2 16 251
Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India 0 0 0 34 0 0 12 140
Indian Microfinance Sector: An Overview 0 0 0 58 0 0 5 76
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 1 2 5 58 1 2 16 200
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 0 0 11 122
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 0 0 16 65
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 0 0 5 81
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 0 46 0 0 10 124
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 1 2 12 127
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 1 41 1 2 29 211
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 0 32 1 2 11 124
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 0 1 156 0 2 11 614
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 0 0 4 355 0 0 28 1,268
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 1 136 0 3 24 419
Modeling and forecasting US presidential election 2024 0 0 2 33 0 3 34 104
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 0 104 0 0 10 267
Modelling profitability of Indian banks 0 0 1 91 0 2 6 254
Myopic investment view of the Indian mutual fund industry 0 0 4 112 1 1 14 295
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 0 158 2 4 25 940
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 0 3 110 0 0 22 339
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 0 1 37 0 0 14 115
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 0 1 36 0 0 13 151
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 0 1 77 0 0 22 186
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 0 0 10 118
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 9 225
Securities transaction tax and the stock market– an Indian experience 1 1 10 84 1 2 53 279
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 0 0 11 123
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 0 1 4 87
Valuation of 2G spectrum in India- A real option approach 0 0 0 81 1 1 24 516
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 0 1 10 609
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 0 1 9 91
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 125 0 0 20 475
Total Working Papers 5 11 86 5,443 23 67 1,096 20,974


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 10 633
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 0 0 0 48 0 1 8 171
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 0 2 1 1 14 26
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 1 3 11 181
Behavior of Indian sectoral stock price indices in the post subprime crisis period 0 0 0 11 0 1 10 55
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 2 3 3 47 3 5 25 329
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 2 1 3 13 25
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 2 8 0 5 43 56
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 1 11 0 1 7 39
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 0 1 14 209
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 0 1 10 177
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 6 15 1 2 20 44
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 0 1 36 0 0 10 105
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 1 1 15 51
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 0 3 12 32
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 1 206 0 2 9 706
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 0 1 16 50
Non-performing assets, moral hazard and liquidity creation: evidence from Indian banks 0 0 6 6 1 1 11 13
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 0 1 2 0 2 6 7
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 0 0 11 89
Role of personal taxes in capital structure decisions: Evidence from India 1 1 1 20 2 2 12 139
Role of personal taxes in capital structure decisions: Evidence from India 0 0 1 2 1 1 16 39
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 1 1 2 4 2 2 13 27
Total Journal Articles 4 6 26 744 14 39 316 3,203


Statistics updated 2026-10-11