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Oil shocks and stock returns : the case of the Central and Eastern European (CEE) oil and gas sectors

Mohanty, Sunil; Nandha, Mohan; Bota, Gabor - In: Emerging markets review 11 (2010) 4, pp. 358-372

Persistent link: https://www.econbiz.de/10009307197

Disentangling the signalling and liquidity effects of stock splits

Mohanty, Sunil; Moon, Doocheol - In: Applied financial economics 17 (2007) 10/12, pp. 979-987

Persistent link: https://www.econbiz.de/10003538094

Oil and stock market activity when prices go up and down : the case of the oil and gas industry

Mohanty, Sunil; Akhigbe, Aigbe O.; Al-Khyal, Tawfeek A.; … - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 253-272

Persistent link: https://www.econbiz.de/10009774442

Oil price shocks and transportation firm asset prices

Aggarwal, Raj; Akhigbe, Aigbe O.; Mohanty, Sunil - In: Energy economics 34 (2012) 5, pp. 1370-1379

Persistent link: https://www.econbiz.de/10009688089

COVID-19 and stock market volatility : an industry level analysis

Baek, Seungho; Mohanty, Sunil; Glambosky, Mina - In: Finance research letters 37 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012485161

Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis

Mohanty, Sunil; Onochie, Joseph I.; Alshehri, Abdulrahman F. - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 595-619

Persistent link: https://www.econbiz.de/10012038364

Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sectors on the world market portfolio excess return,...

Persistent link: https://www.econbiz.de/10012520916

Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis

Mohanty, Sunil; Frydenberg, Stein; Osmundsen, Petter; … - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 715-746

Persistent link: https://www.econbiz.de/10013549101

Short-run and long-run oil price sensitivity of equity returns : the South Asian markets

Nandha, Mohan; Faff, Robert W. - In: Review of applied economics 2 (2006) 2, pp. 229-244

Persistent link: https://www.econbiz.de/10003779596

Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets

Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005

Persistent link: https://www.econbiz.de/10003156287