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 2 5 10 143
A note on Corporate Governance in Public Sector Undertakings in India 0 0 1 62 3 7 8 295
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 0 5 7 222
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 1 1 1 86 1 8 10 293
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 1 1 1 87 4 14 18 1,345
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 1 6 190 2 8 18 524
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 0 185 0 3 7 758
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 2 174 1 4 15 375
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 1 5 9 358
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 3 12 15 138
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 1 6 6 173
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 3 7 8 201
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 0 4 6 120
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 0 6 8 199
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 1 6 93 3 10 31 402
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 4 10 22 226 10 25 51 634
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 0 78 1 6 9 246
Dynamics of Day-Ahead Trading of Electricity in India 0 1 2 51 0 10 15 124
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 3 7 10 693
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 1 1 2 29 1 5 8 93
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 1 2 32 0 6 9 50
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 0 6 7 155
Estimation of liquidity created by banks in India 0 0 2 66 1 4 7 129
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 0 163 0 5 8 511
Evolution of Financing Needs in Indian Infrastructure 0 0 0 83 2 6 13 329
Evolution of security transaction tax in India 2 2 4 41 5 17 22 157
FDI in Retail in India: An Empirical Analysis 0 0 0 173 0 6 15 723
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 0 183 2 10 12 845
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 1 79 0 7 17 176
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 1 2 9 25 1 10 35 63
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 1 2 2 108
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 0 7 9 554
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 87 1 4 9 456
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 6 17 20 134
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 0 30 1 6 12 243
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 2 7 11 136
Indian Microfinance Sector: An Overview 0 0 0 58 0 2 3 73
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 0 0 3 54 2 4 10 191
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 1 5 13 120
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 5 8 12 61
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 0 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 0 4 11 119
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 0 4 6 120
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 0 40 2 7 11 191
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 1 32 0 4 9 121
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 0 0 1 155 0 1 9 606
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 1 1 6 353 1 11 41 1,258
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 1 1 1 136 5 15 20 411
Modeling and forecasting US presidential election 2024 0 1 8 33 3 18 44 96
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 2 104 0 2 15 261
Modelling profitability of Indian banks 0 1 1 91 0 2 4 251
Myopic investment view of the Indian mutual fund industry 0 1 4 111 2 5 14 291
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 1 158 2 5 18 926
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 1 3 110 3 11 18 332
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 0 4 37 2 5 13 110
Price, Return and Volatility Linkages of Base Metal Futures traded in India 1 1 2 36 3 6 13 145
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 0 1 76 1 12 15 177
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 1 6 8 115
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 4 5 221
Securities transaction tax and the stock market– an Indian experience 5 9 12 83 12 31 53 259
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 6 8 10 120
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 0 2 3 85
Valuation of 2G spectrum in India- A real option approach 0 0 2 81 0 7 14 501
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 0 2 6 604
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 1 125 3 6 16 466
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 0 3 8 87
Total Working Papers 18 37 117 5,413 115 479 903 20,501


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 1 3 4 627
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 0 0 1 48 0 4 6 167
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 1 2 2 8 17 23
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 0 4 4 174
Behavior of Indian sectoral stock price indices in the post subprime crisis period 0 0 0 11 2 5 5 50
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 0 3 44 2 9 23 317
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 3 5 17
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 1 2 8 4 16 20 31
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 1 11 0 3 6 37
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 1 6 8 203
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 0 5 8 173
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM 4 4 6 14 7 9 15 37
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 1 1 3 36 2 4 12 102
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 1 7 9 45
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 0 5 7 27
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 1 1 206 0 5 8 702
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 0 8 11 44
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 0 1 1 0 2 4 4
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 2 6 9 85
Role of personal taxes in capital structure decisions: Evidence from India 0 1 1 2 1 6 10 30
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 1 7 10 136
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 0 1 2 3 2 4 9 20
Total Journal Articles 5 9 22 730 28 129 210 3,051


Statistics updated 2026-03-04