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 1 2 135
A note on Corporate Governance in Public Sector Undertakings in India 0 0 1 62 0 0 6 288
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 0 0 0 215
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 0 1 85 0 0 3 283
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 1 86 0 1 7 1,329
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 1 2 185 0 1 6 508
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 1 185 0 1 3 753
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 1 1 1 173 1 2 3 362
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 0 1 1 350
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 0 1 2 125
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 0 0 1 193
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 2 2 5 116
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 0 0 6 193
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 0 1 87 3 6 18 380
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 2 7 15 214 3 10 46 603
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 1 78 0 0 7 240
Dynamics of Day-Ahead Trading of Electricity in India 0 1 1 50 1 2 4 111
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 1 1 5 686
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 0 27 0 0 2 86
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 2 30 0 1 6 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 0 0 1 65 0 0 4 124
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 2 163 1 1 6 504
Evolution of Financing Needs in Indian Infrastructure 0 0 1 83 1 4 8 323
Evolution of security transaction tax in India 0 0 2 38 0 1 5 138
FDI in Retail in India: An Empirical Analysis 0 0 0 173 0 1 6 713
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 1 183 0 0 6 835
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 1 79 3 4 13 164
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 1 2 19 19 2 9 41 41
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 0 1 1 546
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 86 3 3 6 450
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 1 1 4 116
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 2 7 235
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 0 3 127
Indian Microfinance Sector: An Overview 0 0 0 58 0 1 2 71
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 1 1 2 53 1 1 11 184
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 0 1 4 109
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 0 0 1 49
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 1 2 7 114
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 2 115
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 1 40 0 0 6 181
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 2 32 0 0 2 113
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 1 1 1 155 1 2 6 602
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 0 1 12 351 3 9 41 1,236
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 0 135 0 1 13 393
Modeling and forecasting US presidential election 2024 2 4 30 30 6 11 68 68
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 2 2 104 1 6 12 256
Modelling profitability of Indian banks 0 0 0 90 0 0 1 248
Myopic investment view of the Indian mutual fund industry 0 0 0 107 0 0 2 278
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 3 158 1 1 25 914
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 0 2 107 1 2 12 317
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 1 4 34 0 1 5 99
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 0 1 35 1 2 6 137
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 0 1 76 0 0 5 164
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 0 0 1 108
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 1 216
Securities transaction tax and the stock market– an Indian experience 0 1 3 73 1 4 25 222
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 0 0 1 111
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 2 2 3 81 3 4 7 492
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 0 1 6 599
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 2 125 0 4 9 455
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 1 2 4 82
Total Working Papers 10 25 127 5,342 44 112 540 19,828


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 1 1 48 0 1 3 163
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 1 1 2 3 5 5 11
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 1 11 0 0 2 45
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 1 5 44 2 4 16 304
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 1 1 0 0 3 12
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 0 6 1 1 4 12
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 1 10 0 0 4 32
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 0 0 2 195
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 0 2 5 167
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 3 9 0 2 5 24
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 1 3 35 1 3 7 95
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 0 0 1 36
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 0 0 0 20
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 0 205 2 2 4 696
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 0 1 2 34
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 0 0 0 0 0 0 0
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 0 1 3 78
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 1 1 2 2 22
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 1 1 2 127
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 0 1 2 2 1 3 7 14
Total Journal Articles 0 6 18 717 12 28 77 2,880


Statistics updated 2025-09-05