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 2 135
A note on Corporate Governance in Public Sector Undertakings in India 0 0 1 62 0 0 5 288
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 1 1 1 216
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 0 1 85 2 2 5 285
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 0 86 1 1 4 1,330
Algorithm for construction of portfolio of stocks using Treynor’s ratio 1 4 6 189 1 8 11 516
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 1 185 1 1 4 754
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 2 2 174 0 3 5 364
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 2 2 3 352
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 1 1 3 126
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 0 0 0 167
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 1 1 2 194
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 0 2 4 116
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 0 0 4 193
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 0 0 87 3 8 17 385
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 1 4 17 216 2 7 40 607
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 1 78 0 0 4 240
Dynamics of Day-Ahead Trading of Electricity in India 0 0 1 50 0 3 6 113
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 0 1 3 686
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 1 1 28 1 2 4 88
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 1 30 0 0 3 42
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 0 0 1 149
Estimation of liquidity created by banks in India 1 1 2 66 1 1 5 125
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 1 163 1 2 4 505
Evolution of Financing Needs in Indian Infrastructure 0 0 0 83 0 1 7 323
Evolution of security transaction tax in India 0 1 3 39 0 2 7 140
FDI in Retail in India: An Empirical Analysis 0 0 0 173 1 2 8 715
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 1 183 0 0 5 835
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 1 79 0 4 14 165
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 0 4 18 22 3 9 36 48
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 0 0 1 106
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 1 1 2 547
Hierarchical Bayes prediction for the 2008 US Presidential election 1 1 1 87 1 4 5 451
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 0 1 2 116
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 0 6 235
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 0 1 3 128
Indian Microfinance Sector: An Overview 0 0 0 58 0 0 2 71
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 1 2 3 54 3 4 11 187
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 0 2 6 111
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 1 1 2 50
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 0 0 2 76
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 1 46 0 1 6 114
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 0 0 1 115
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 0 40 2 3 8 184
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 2 32 1 1 3 114
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 1 1 155 0 2 7 603
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 1 1 11 352 3 10 41 1,243
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 0 135 0 2 15 395
Modeling and forecasting US presidential election 2024 1 4 28 32 7 15 70 77
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 2 104 1 3 13 258
Modelling profitability of Indian banks 0 0 0 90 1 1 2 249
Myopic investment view of the Indian mutual fund industry 0 1 1 108 1 4 6 282
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 2 158 2 4 20 917
Prediction for the 2020 United States Presidential Election using Linear Regression Model 1 1 1 108 1 2 6 318
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 1 3 5 37 2 4 7 103
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 0 1 35 0 2 7 138
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 0 1 76 1 1 4 165
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 1 1 2 109
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 0 216
Securities transaction tax and the stock market– an Indian experience 0 1 4 74 1 6 30 227
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 0 1 2 112
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 0 0 8 83
Valuation of 2G spectrum in India- A real option approach 0 2 3 81 2 5 9 494
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 2 2 7 601
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 1 2 5 83
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 2 125 3 3 10 458
Total Working Papers 9 34 129 5,366 60 154 548 19,938


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 1 48 0 0 3 163
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 1 2 0 4 6 12
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 0 11 0 0 1 45
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 0 4 44 2 4 14 306
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 0 0 1 12
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 0 6 0 2 5 13
Financial Constraints, Stock Returns and R&D in Indian Stock Market 1 1 1 11 1 1 3 33
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 2 2 4 197
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 1 1 4 168
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM 1 1 2 10 2 2 5 26
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 0 3 35 3 4 10 98
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 1 1 2 37
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 1 1 1 21
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 0 205 0 3 5 697
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 0 0 2 34
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 1 1 1 1 2 2 2
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 1 1 3 79
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 0 1 1 127
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 1 1 3 4 24
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 0 0 2 2 0 1 4 14
Total Journal Articles 2 3 15 720 16 33 80 2,901


Statistics updated 2025-11-08