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 5 7 14 148
A note on Corporate Governance in Public Sector Undertakings in India 0 0 0 62 4 10 14 302
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 4 4 11 226
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 1 1 86 2 3 12 295
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 1 1 87 5 9 22 1,350
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 0 6 190 5 7 22 529
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 0 185 4 5 11 763
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 2 174 3 7 21 381
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 2 3 11 360
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 3 8 20 143
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 1 3 8 175
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 3 7 12 205
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 1 1 7 121
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 3 3 9 202
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 1 7 94 5 12 37 411
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 1 6 21 228 9 24 57 648
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 0 78 2 3 9 248
Dynamics of Day-Ahead Trading of Electricity in India 0 0 2 51 1 1 16 125
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 7 10 15 700
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 1 2 29 0 3 9 95
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 2 32 3 5 14 55
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 4 4 10 159
Estimation of liquidity created by banks in India 0 0 2 66 2 3 9 131
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 0 163 3 3 11 514
Evolution of Financing Needs in Indian Infrastructure 0 0 0 83 0 4 13 331
Evolution of security transaction tax in India 0 2 3 41 5 15 30 167
FDI in Retail in India: An Empirical Analysis 0 0 0 173 1 3 16 726
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 0 183 0 2 10 845
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 0 79 1 1 17 177
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 0 3 10 27 9 23 54 85
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 2 4 5 111
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 1 1 10 555
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 87 5 6 14 461
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 8 18 31 146
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 1 1 31 3 6 15 248
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 3 6 14 140
Indian Microfinance Sector: An Overview 0 0 0 58 2 2 5 75
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 0 0 2 54 1 5 11 194
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 2 3 15 122
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 3 9 16 65
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 3 3 6 81
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 0 46 3 3 12 122
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 3 5 10 125
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 0 40 10 17 25 206
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 0 32 0 1 9 122
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 0 1 155 3 4 11 610
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 1 2 5 354 4 8 40 1,265
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 1 1 136 1 9 23 415
Modeling and forecasting US presidential election 2024 0 0 7 33 4 7 43 100
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 2 104 4 4 17 265
Modelling profitability of Indian banks 0 0 1 91 1 1 5 252
Myopic investment view of the Indian mutual fund industry 0 0 4 111 1 4 15 293
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 0 158 5 8 20 932
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 0 3 110 3 8 22 337
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 0 4 37 4 6 16 114
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 1 1 36 1 5 13 147
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 1 1 77 6 10 22 186
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 1 3 9 117
Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions 0 0 0 47 2 3 8 224
Securities transaction tax and the stock market– an Indian experience 0 5 11 83 10 23 55 270
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 1 7 10 121
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 1 1 3 86
Valuation of 2G spectrum in India- A real option approach 0 0 2 81 5 7 20 508
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 4 4 10 608
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 3 3 10 90
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 125 7 10 22 473
Total Working Papers 2 26 106 5,421 217 417 1,113 20,803


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 4 6 9 632
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 0 0 1 48 3 3 9 170
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 1 2 0 2 17 23
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 4 4 8 178
Behavior of Indian sectoral stock price indices in the post subprime crisis period 0 0 0 11 4 6 9 54
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 0 1 44 3 7 25 322
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 0 1 1 2 7 19
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 2 8 2 23 39 50
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 1 11 0 1 6 38
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 2 4 11 206
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 2 3 11 176
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM 0 4 6 14 1 8 16 38
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 1 2 36 2 4 12 104
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 4 6 14 50
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 1 2 9 29
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 1 206 0 1 9 703
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 4 4 15 48
Operational risk: impact assessment of the revised standardized approach on Indian banks 1 1 2 2 1 1 5 5
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 3 5 12 88
Role of personal taxes in capital structure decisions: Evidence from India 0 0 1 2 4 8 17 37
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 1 2 11 137
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 0 0 2 3 2 5 12 23
Total Journal Articles 1 6 20 731 48 107 283 3,130


Statistics updated 2026-05-06