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 1 4 6 139
A note on Corporate Governance in Public Sector Undertakings in India 0 0 1 62 2 2 5 290
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 3 5 5 220
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 0 0 85 1 3 4 286
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 0 86 4 6 9 1,335
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 1 6 189 0 1 11 516
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 0 185 0 2 4 755
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 2 174 1 8 13 372
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 1 4 5 354
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 2 3 5 128
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 2 2 2 169
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 0 1 2 194
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 2 2 5 118
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 2 2 5 195
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 5 5 92 4 14 25 396
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 2 3 18 218 7 11 45 616
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 0 78 2 2 5 242
Dynamics of Day-Ahead Trading of Electricity in India 0 0 1 50 4 5 9 118
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 2 2 5 688
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 1 28 1 2 5 89
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 1 1 31 2 4 5 46
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 2 2 3 151
Estimation of liquidity created by banks in India 0 1 2 66 3 4 7 128
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 0 163 3 5 7 509
Evolution of Financing Needs in Indian Infrastructure 0 0 0 83 0 0 7 323
Evolution of security transaction tax in India 0 0 3 39 3 3 9 143
FDI in Retail in India: An Empirical Analysis 0 0 0 173 3 6 12 720
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 0 183 4 4 8 839
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 1 79 3 7 14 172
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 0 1 7 23 0 8 29 53
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 0 0 0 106
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 3 4 5 550
Hierarchical Bayes prediction for the 2008 US Presidential election 0 1 1 87 1 3 7 453
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 4 5 7 121
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 1 30 0 2 7 237
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 3 4 7 132
Indian Microfinance Sector: An Overview 0 0 0 58 1 1 3 72
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 0 1 3 54 2 5 11 189
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 1 5 11 116
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 0 4 4 53
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 2 2 4 78
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 1 46 2 3 9 117
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 2 116
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 0 40 3 5 10 187
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 2 32 1 5 7 118
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 0 1 155 0 2 9 605
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 0 1 7 352 2 9 39 1,249
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 0 135 3 4 10 399
Modeling and forecasting US presidential election 2024 0 1 8 32 7 15 41 85
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 2 104 1 3 15 260
Modelling profitability of Indian banks 1 1 1 91 2 3 4 251
Myopic investment view of the Indian mutual fund industry 1 3 4 111 3 8 13 289
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 1 158 0 6 21 921
Prediction for the 2020 United States Presidential Election using Linear Regression Model 1 3 3 110 4 8 12 325
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 1 4 37 1 5 9 106
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 0 1 35 1 2 9 140
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 0 1 76 6 7 10 171
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 1 2 3 110
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 1 1 217
Securities transaction tax and the stock market– an Indian experience 1 1 5 75 2 4 31 230
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 1 1 3 113
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 0 0 6 83
Valuation of 2G spectrum in India- A real option approach 0 0 2 81 3 5 11 497
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 0 3 7 602
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 1 3 7 85
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 1 125 2 7 13 462
Total Working Papers 6 25 98 5,382 127 271 644 20,149


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 1 1 624
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 0 0 1 48 2 2 5 165
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 1 2 1 4 10 16
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 1 1 1 171
Behavior of Indian sectoral stock price indices in the post subprime crisis period 0 0 0 11 1 1 2 46
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 0 3 44 4 8 18 312
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 2 4 5 16
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 1 1 7 4 6 8 19
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 1 1 11 1 3 4 35
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 1 3 4 198
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 2 3 5 170
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 2 10 0 4 7 28
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 0 3 35 0 3 10 98
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 1 3 3 39
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 4 6 6 26
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 0 205 1 1 6 698
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 2 4 6 38
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 0 1 1 0 1 2 2
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 0 1 3 79
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 1 0 1 4 24
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 1 3 4 130
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 0 0 1 2 1 3 6 17
Total Journal Articles 0 3 14 721 29 66 120 2,951


Statistics updated 2026-01-09