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type:"article"
type_genre:"Case study"
~person:"Shahani, Rakesh"
~person:"Thenmozhi, M."
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Shahani, Rakesh
Thenmozhi, M.
Padhi, Puja
15
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13
Kumar, Dilip
9
Maheswaran, S.
8
Singh, Vipul Kumar
8
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7
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10
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1
Spillover and leverage effect in Smart Beta Exchange Traded Funds : evidence from India
Vijaya, C.
;
Thenmozhi, M.
- In:
Decision : official journal of Indian Institute of …
51
(
2024
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10014566032
Saved in:
2
Do efficient commodity markets co-move : evidence from Indian base metals market
Shahani, Rakesh
;
Singhal, Utkarsh
- In:
Mineral economics : raw materials report
36
(
2023
)
3
,
pp. 413-425
Persistent link: https://www.econbiz.de/10014372739
Saved in:
3
Gold vs. India VIX : a comparative assessment of their capacity to act as a hedge and/or safe haven against stocks, crude and rupee-dollar rate
Shahani, Rakesh
;
Bansal, Aastha
- In:
Business analyst : a refereed journal of Shri Ram …
41
(
2020
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10013177498
Saved in:
4
A study of the movement of interest rates and spillover of volatility and returns amongst the leading bank stocks in India
Shahani, Rakesh
;
Nagpal, Nikhil
- In:
The IUP journal of financial risk management : IJFRM
16
(
2019
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10012182607
Saved in:
5
Impact of foreign institutional investor trades in Indian equity and debt market : a three-dimensional analysis
Lakshmi, P.
;
Thenmozhi, M.
- In:
Decision
45
(
2018
)
3
,
pp. 225-233
Persistent link: https://www.econbiz.de/10011951024
Saved in:
6
Dynamics of the co-movement of the returns of the sectorial stock indices of India, US and European economies
Shahani, Rakesh
;
Talwar, Abhishek
;
Gupta, Srimann
- In:
The IUP journal of financial risk management : IJFRM
14
(
2017
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10011749544
Saved in:
7
Open interest, basis, volume and spot volatility during growth, crisis and stable period : evidence from Indian stock, market
Thenmozhi, M.
;
Thomas, Sony
;
Chandra, Abhijeet
- In:
Finance India : the quarterly journal of Indian …
30
(
2016
)
2
,
pp. 473-510
Persistent link: https://www.econbiz.de/10011578075
Saved in:
8
On asymmetric relationship of India volatility index (India VIX) with stock market return and risk management
Chandra, Abhijeet
;
Thenmozhi, M.
- In:
Decision
42
(
2015
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10010517239
Saved in:
9
Evidence on changes in time varying volatility around bonus and rights issue announcements
Malhotra, Madhuri
;
Thenmozhi, M.
;
Kumar, G. Arun
- In:
International journal of emerging markets
8
(
2013
)
2
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009739543
Saved in:
10
Causal effect of volume on stock returns and conditional volatility in developed and emerging market
Kumar, Manish
;
Thenmozhi, M.
- In:
American journal of finance and accounting
2
(
2011/12
)
4
,
pp. 346-362
Persistent link: https://www.econbiz.de/10009783491
Saved in:
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