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 6 15 149
A note on Corporate Governance in Public Sector Undertakings in India 0 0 0 62 4 11 18 306
A study on the Price Behavior of Base Metals traded in India 0 0 0 51 0 4 11 226
Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing 0 0 1 86 1 3 13 296
Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation 0 0 1 87 0 5 22 1,350
Algorithm for construction of portfolio of stocks using Treynor’s ratio 0 0 6 190 1 6 23 530
Algorithm for payoff calculation for option trading strategies using vector terminology 0 0 0 185 0 5 11 763
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm 0 0 2 174 0 6 21 381
Algorithms for merging tick data and data analysis for Indian financial market 0 0 0 95 1 3 12 361
An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework 0 0 0 77 0 5 19 143
Analysis of WIMAX/BWA Licensing in India: A real option approach 0 0 0 43 1 3 9 176
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions 0 0 0 32 2 6 14 207
Behaviour of asset pricing models in pre and post-recession period: an evidence from India 0 0 0 34 0 1 7 121
Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors 0 0 0 81 0 3 9 202
Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model 0 1 7 94 1 10 38 412
Determinants of Public Debt for middle income and high income group countries using Panel Data regression 1 3 22 229 5 19 60 653
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework 0 0 0 78 0 2 8 248
Dynamics of Day-Ahead Trading of Electricity in India 0 0 2 51 0 1 16 125
Economic scenario of United States of America before and after 2012 U.S. Presidential Election 0 0 0 104 0 7 15 700
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System 0 0 2 29 0 2 9 95
Empirical Analysis of Developments in the Day Ahead Electricity Markets in India 0 0 2 32 2 7 16 57
Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques 0 0 0 28 1 5 11 160
Estimation of liquidity created by banks in India 0 0 1 66 0 2 7 131
Evaluation of riskiness of Indian Banks and probability of book value insolvency 0 0 0 163 1 4 12 515
Evolution of Financing Needs in Indian Infrastructure 0 0 0 83 1 3 13 332
Evolution of security transaction tax in India 1 1 4 42 3 13 33 170
FDI in Retail in India: An Empirical Analysis 0 0 0 173 0 3 14 726
Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models 0 0 0 183 1 1 11 846
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model 0 0 0 79 0 1 17 177
Forecasting US Presidential Election 2024 using multiple machine learning algorithms 0 2 10 27 1 23 54 86
Forecasting United States Presidential election 2016 using multiple regression models 0 0 0 59 0 3 5 111
Hedging Greeks for a portfolio of options using linear and quadratic programming 0 0 0 175 0 1 10 555
Hierarchical Bayes prediction for the 2008 US Presidential election 0 0 1 87 1 6 15 462
Impact of Commodities Transaction Tax on Indian Commodity Futures 0 0 0 26 3 15 34 149
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 1 1 31 1 6 16 249
Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India 0 0 0 34 0 4 13 140
Indian Microfinance Sector: An Overview 0 0 0 58 1 3 6 76
Influence of Foreign Institutional Investments (FIIs) on the Indian stock market 0 0 2 54 2 5 13 196
Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach 0 0 0 29 0 2 14 122
Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach 0 0 0 16 0 4 16 65
International Linkages of Agri-Processed and Energy commodities traded in India 0 0 0 19 0 3 5 81
Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms 0 0 0 46 1 4 11 123
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH 0 0 0 39 0 5 10 125
Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market 0 0 0 40 1 16 26 207
Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM 0 0 0 32 0 1 9 122
Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model 1 1 2 156 1 5 11 611
Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector 0 1 4 354 0 7 38 1,265
Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession 0 0 1 136 1 5 24 416
Modeling and forecasting US presidential election 2024 0 0 7 33 1 5 44 101
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables 0 0 2 104 1 5 16 266
Modelling profitability of Indian banks 0 0 1 91 0 1 4 252
Myopic investment view of the Indian mutual fund industry 0 0 4 111 0 2 15 293
Prediction for the 2012 United States Presidential Election using Multiple Regression Model 0 0 0 158 1 7 20 933
Prediction for the 2020 United States Presidential Election using Linear Regression Model 0 0 3 110 1 6 23 338
Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression 0 0 4 37 0 4 16 114
Price, Return and Volatility Linkages of Base Metal Futures traded in India 0 0 1 36 3 5 15 150
Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector 0 1 1 77 0 9 22 186
Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors 0 0 0 31 1 3 10 118
Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions 0 0 0 47 1 4 9 225
Securities transaction tax and the stock market– an Indian experience 0 0 11 83 4 15 56 274
Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization 0 0 0 46 2 3 12 123
Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy 0 0 0 28 0 1 3 86
Valuation of 2G spectrum in India- A real option approach 0 0 2 81 7 14 27 515
Valuation of 3G spectrum license in India: A real option approach 0 0 0 121 0 4 10 608
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 125 0 7 22 473
Volatility Spillover in India, USA and Japan Investigation of Recession Effects 0 0 0 10 0 3 10 90
Total Working Papers 3 11 107 5,424 61 363 1,148 20,864


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 6 10 633
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing 0 0 1 48 0 3 8 170
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? 0 0 1 2 2 2 19 25
Bayesian optimization analysis with ML-II ε-contaminated prior 0 0 0 29 0 4 8 178
Behavior of Indian sectoral stock price indices in the post subprime crisis period 0 0 0 11 0 4 9 54
Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework 0 0 1 44 0 5 22 322
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 9 21
Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance 0 0 2 8 0 19 39 50
Financial Constraints, Stock Returns and R&D in Indian Stock Market 0 0 1 11 0 1 6 38
Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming 0 0 0 36 2 5 13 208
Hierarchical Bayes Prediction for the 2008 US Presidential Election 0 0 0 35 0 3 11 176
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM 0 0 6 14 3 4 19 41
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models 0 0 2 36 0 2 12 104
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks 0 0 0 16 0 5 14 50
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH 0 0 0 6 0 2 9 29
MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION 0 0 1 206 1 2 10 704
Market Structure and Competition in the Indian Microfinance Sector 0 0 0 12 1 5 16 49
Non-performing assets, moral hazard and liquidity creation: evidence from Indian banks 3 3 5 5 3 4 11 11
Operational risk: impact assessment of the revised standardized approach on Indian banks 0 1 2 2 0 1 5 5
PREDICTION FOR THE 2012 UNITED STATES PRESIDENTIAL ELECTION USING MULTIPLE REGRESSION MODEL 0 0 0 8 1 4 12 89
Role of personal taxes in capital structure decisions: Evidence from India 0 0 1 2 1 8 18 38
Role of personal taxes in capital structure decisions: Evidence from India 0 0 0 19 0 1 11 137
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation 0 0 2 3 0 3 12 23
Total Journal Articles 3 4 25 736 17 97 303 3,155


Statistics updated 2026-06-04