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 1 4 134
A note on Corporate Governance in Public Sector Undertakings in India 0 1 2 62 0 1 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 6 283
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 3 86 0 1 12 1,328
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 0 3 184 0 1 12 507
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 1 185 0 1 2 752
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 0 172 0 0 2 360
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 0 0 1 349
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 1 77 1 1 2 124
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 0 0 1 167
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 2 6 193
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 0 1 87 0 3 15 374
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 0 3 12 207 2 10 57 593
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 1 78 1 3 7 240
Dynamics of Day-Ahead Trading of Electricity in India 0 0 0 49 0 0 3 109
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 0 2 4 685
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 0 27 0 1 3 86
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 2 30 0 0 6 41
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 0 1 1 149
Estimation of liquidity created by banks in India 1 1 1 65 2 2 5 124
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 2 163 0 0 7 503
Evolution of Financing Needs in Indian Infrastructure 0 0 1 83 1 3 4 319
Evolution of security transaction tax in India 0 1 2 38 0 2 5 137
FDI in Retail in India: An Empirical Analysis 0 0 0 173 2 4 6 712
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 1 183 0 2 11 835
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 1 1 79 0 1 11 160
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 0 1 17 17 1 4 32 32
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 0 0 3 106
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 0 0 2 545
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 1 26 0 1 6 115
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 0 2 7 233
Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India 0 1 2 34 1 2 4 127
Indian Microfinance Sector: An Overview 0 0 0 58 0 0 1 70
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 0 1 3 52 0 2 13 183
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 1 1 3 108
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 1 2 2 76
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 1 1 46 2 4 5 112
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 0 1 2 115
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 2 40 0 1 7 181
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 1 2 32 0 1 3 113
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 0 1 154 1 3 9 600
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 1 3 15 350 2 10 47 1,227
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 0 135 0 1 12 392
Modeling and forecasting US presidential election 2024 0 1 26 26 0 5 57 57
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 0 102 2 4 6 250
Modelling profitability of Indian banks 0 0 0 90 1 1 2 248
Myopic investment view of the Indian mutual fund industry 0 0 0 107 0 1 2 278
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 1 5 158 1 5 31 913
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 0 4 107 0 1 14 315
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 0 4 33 0 1 5 98
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 1 1 35 1 3 4 135
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 1 1 76 0 2 5 164
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 0 1 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 72 3 12 24 218
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 0 1 1 111
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 1 28 0 1 10 83
Valuation of 2G spectrum in India- A real option approach 0 0 2 79 0 1 6 488
Valuation of 3G spectrum license in India: A real option approach 0 0 1 121 0 0 9 598
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 0 1 2 80
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 1 2 125 0 1 7 451
Total Working Papers 2 21 132 5,317 26 118 555 19,716


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 0 0 47 1 1 4 162
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 0 1 0 0 1 6
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 2 5 43 3 6 17 300
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 4 12
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 1 6 0 0 5 11
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 2 10 0 1 6 32
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 0 0 4 195
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 0 0 3 165
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM 0 0 2 8 0 0 3 22
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 1 3 34 0 2 5 92
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 0 0 2 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 2 12 0 0 5 33
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 1 3 77
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 1 0 0 0 20
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 0 0 1 1 0 0 6 11
Total Journal Articles 0 3 19 711 5 11 73 2,852


Statistics updated 2025-06-06