Search Results - person:"Gupta, Pankaj"

Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets

Gupta, Pankaj Kumar; Mittal, Prabhat - In: Global business & economics review 30 (2024) 1, pp. 56-71

Persistent link: https://www.econbiz.de/10014490993

Post-earning announcement drift and value-glamour anomalies in NSE listed firms

Gupta, Pankaj Kumar; Dhusia, Devendra Kumar - In: Trends economics and management 15 (2021) 37, pp. 27-42

Purpose of the article: Of the various market anomalies, the Value-Glamour anomaly and Post-Earnings Announcement Drifts (PEAD) have consistently attracted the attention of researchers. Prior studies have established that the reaction of value stocks and glamour stocks to the earnings...

Persistent link: https://www.econbiz.de/10012606896

A large-scale group decision making method with a consensus reaching process under cognitive linguistic environment

Wu, Xingli; Nie, Song; Liao, Huchang; Gupta, Pankaj - In: International transactions in operational research : a … 30 (2023) 3, pp. 1340-1365

Persistent link: https://www.econbiz.de/10013473001

Multi-criteria approach to sustainability evaluation of Indian MFIs : a well-being perspective

Jain, Ethi; Gupta, Pankaj Kumar - In: International journal of public sector performance … 11 (2023) 3, pp. 365-385

Persistent link: https://www.econbiz.de/10014313375

Fuzzy bundling of corporate governance practices and performance of Indian firms

Gupta, Pankaj Kumar; Mittal, Prabhat - In: Corporate governance : international journal of … 22 (2022) 2, pp. 257-277

Persistent link: https://www.econbiz.de/10012939838

Credit default prediction for micro-enterprise financing in India using ensemble models

Gupta, Pankaj Kumar; Jain, K. K. - In: Global business & economics review 26 (2022) 1, pp. 84-98

Persistent link: https://www.econbiz.de/10012798076

Propping today, tunnelling tomorrow : expropriation motives and firm performance

Gupta, Pankaj; Maheshwari, Yogesh - In: International journal of corporate governance : IJCG 13 (2022) 1, pp. 84-101

Persistent link: https://www.econbiz.de/10014303014

Put-call parity in Indian stock markets post turmoil settlement

Gupta, Pankaj Kumar - In: Trends economics and management 12 (2018) 32, pp. 49-61

Purpose of the article: Put and call prices have a deterministic relationship for identical options irrespective of the investor dmand. The theoretical put-call parity (PCP) relationship may be analysed to explore the arbitrage opportunity and determine the extent of market efficiency. We have...

Persistent link: https://www.econbiz.de/10012022238

Analysing time-frequency relationship between COVID-19 and FII trading activities using wavelet coherence analysis

Gupta, Pankaj Kumar; Mittal, Prabhat; Kaur, Amrita - In: Global business & economics review 25 (2021) 3/4, pp. 383-399

Persistent link: https://www.econbiz.de/10012668125

A credibilistic multiobjective multiperiod efficient portfolio selection approach using data envelopment analysis

Kumar, Arun; Yadav, Sanjay; Gupta, Pankaj; Mehlawat, … - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2334-2348

Persistent link: https://www.econbiz.de/10014314728