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Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination

Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225

Persistent link: https://www.econbiz.de/10012418335

Lottery factor and stock returns : evidence from India

Sehgal, Sanjay; Vasishth, Vibhuti; Deisting, Florent - In: Borsa Istanbul Review 24 (2024) 3, pp. 449-459

This study examines important aspects of lottery behavior in India using data from December 2001 to March 2021. We experiment with a new measure of lottery along with well-established measures. Our lottery measure focusing on more recent information is found to be appropriate for India. MAX has...

Persistent link: https://www.econbiz.de/10014634906

On the dynamic dependence and investment performance of crude oil and clean energy stocks

Ahmad, Wasim - In: Research in international business and finance 42 (2017), pp. 376-389

Persistent link: https://www.econbiz.de/10011750303

An empirical testing of three-parameter capital asset pricing model in India

Sehgal, Sanjay - In: Finance India : the quarterly journal of Indian … 11 (1997) 4, pp. 919-940

Persistent link: https://www.econbiz.de/10001240856

Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets

Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557

Persistent link: https://www.econbiz.de/10012692797

COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan

Ahmad, Wasim; Kutan, Ali Mustafa; Chahal, Rishman Jot Kaur - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013255885

Testing output gap and economic uncertainty as an explicator of stock market returns

Ahmad, Wasim; Sharma, Sumit Kumar - In: Research in international business and finance 45 (2018), pp. 293-306

Persistent link: https://www.econbiz.de/10011983273

What do we know about the idiosyncratic risk of clean energy equities?

Roy, Preeti; Ahmad, Wasim; Sadorsky, Perry A.; Phani, B. V. - In: Energy economics 112 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013350808

Better to give than to receive : a study of BRICS countries stock markets

Panda, Pradiptarathi; Ahmad, Wasim; Thiripalraju, M. - In: Journal of emerging market finance 22 (2023) 2, pp. 164-188

Persistent link: https://www.econbiz.de/10014292129

Public sector disinvestment in India : price reactions and underpricing issues

Sehgal, Sanjay; Kumar, Muneesh; Gupta, Priyanshi - In: Global journal of emerging market economies 6 (2014) 2, pp. 181-202

Persistent link: https://www.econbiz.de/10011311428