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 1 2 2 41 3 6 13 102
A note on Corporate Governance in Public Sector Undertakings in India 0 4 8 50 3 15 39 231
A study on the Price Behavior of Base Metals traded in India 1 2 6 47 4 9 33 196
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 1 1 3 81 1 2 12 267
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 1 5 23 68 26 119 458 763
Algorithm for construction of portfolio of stocks using Treynor’s ratio 3 6 22 154 3 10 43 412
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 7 170 8 20 84 708
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 3 6 12 159 4 7 24 327
Algorithms for merging tick data and data analysis for Indian financial market 1 2 5 92 2 5 21 315
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 71 1 5 15 99
Analysis of WIMAX/BWA Licensing in India: A real option approach 1 1 1 42 2 4 13 149
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 0 0 2 185
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 2 3 6 30 4 17 32 83
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 1 77 0 0 10 181
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 2 9 21 69 14 32 109 265
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 1 4 11 159 7 13 41 434
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 3 73 5 9 29 211
Dynamics of Day-Ahead Trading of Electricity in India 5 7 7 40 9 16 22 74
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 1 102 3 10 81 573
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 2 24 0 0 5 73
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 1 1 27 0 1 4 29
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 25 0 0 9 142
Estimation of liquidity created by banks in India 0 2 11 47 1 6 31 81
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 0 158 0 1 5 467
Evolution of Financing Needs in Indian Infrastructure 0 0 0 79 1 1 6 304
Evolution of security transaction tax in India 0 0 0 34 0 1 2 124
FDI in Retail in India: An Empirical Analysis 0 0 4 170 0 2 15 681
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 1 1 2 179 6 15 83 705
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 2 72 1 2 13 128
Forecasting United States Presidential election 2016 using multiple regression models 0 0 8 58 2 2 20 93
Hedging Greeks for a portfolio of options using linear and quadratic programming 2 2 3 171 2 3 19 523
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 79 0 0 9 423
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 2 3 24 2 7 23 87
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 9 18 6 15 44 82
Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India 0 1 2 27 1 9 33 102
Indian Microfinance Sector: An Overview 2 3 5 50 4 6 16 51
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 1 1 2 44 1 1 15 121
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 2 26 1 1 11 91
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 1 16 1 1 4 46
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 0 0 7 70
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 2 40 1 1 8 98
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 3 5 38 1 6 12 104
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 1 1 6 35 5 12 51 154
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 1 1 26 0 2 10 92
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 2 2 6 138 6 10 33 541
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 3 9 23 250 8 27 91 807
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 1 129 0 0 11 353
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 0 93 0 2 6 210
Modelling profitability of Indian banks 0 0 1 87 0 0 7 236
Myopic investment view of the Indian mutual fund industry 0 0 1 102 0 0 9 263
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 1 142 3 13 89 744
Prediction for the 2020 United States Presidential Election using Linear Regression Model 8 16 37 37 19 61 103 103
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 1 3 18 18 4 12 42 42
Price, Return and Volatility Linkages of Base Metal Futures traded in India 1 1 2 34 3 5 12 126
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 2 4 9 63 3 6 24 126
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 29 0 1 4 104
Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions 0 0 3 42 0 2 8 203
Securities transaction tax and the stock market– an Indian experience 0 0 5 67 3 8 33 179
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 1 46 0 0 3 106
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 1 5 16 16 5 15 37 37
Valuation of 2G spectrum in India- A real option approach 1 1 2 74 4 6 19 445
Valuation of 3G spectrum license in India: A real option approach 0 0 1 117 0 3 19 567
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 118 0 1 3 423
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 0 0 2 74
Total Working Papers 48 111 338 4,655 193 566 2,091 16,135


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 1 1 3 175 1 3 11 586
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 1 1 4 46 1 2 11 154
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 0 0 2 167
Behavior of Indian sectoral stock price indices in the post subprime crisis period 1 2 4 7 3 5 13 29
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 0 5 24 4 8 39 194
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 1 2 3 33 3 7 22 167
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 1 33 0 0 2 160
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 1 1 1 24 1 2 8 72
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 1 1 1 15
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 1 198 2 4 15 662
Market Structure and Competition in the Indian Microfinance Sector 0 1 2 2 1 2 4 4
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 1 7 0 2 8 68
Role of personal taxes in capital structure decisions: Evidence from India 0 1 1 19 0 4 11 118
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 0 0 1 5 13
Total Journal Articles 5 9 26 603 17 41 152 2,409


Statistics updated 2021-05-05