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Correlation transmission between crude oil and Indian markets

Kumar, Dilip; Maheswaran, S. - In: South Asian journal of global business research : … 2 (2013) 2, pp. 211-229

Persistent link: https://www.econbiz.de/10010186065

Nexus between Twitter-based sentiment and tourism sector performance amid COVID-19 pandemic

Shiljas, K.; Kumar, Dilip; Bashir, Hajam Abid - In: Tourism economics : the business and finance of tourism … 29 (2023) 8, pp. 2200-2205

Persistent link: https://www.econbiz.de/10014580624

Market fear, investor mood, sentiment, economic uncertainty and tourism sector in the United States amid COVID-19 pandemic : a spillover analysis

Zargar, Faisal Nazir; Kumar, Dilip - In: Tourism economics : the business and finance of tourism … 29 (2023) 2, pp. 551-558

Persistent link: https://www.econbiz.de/10014246052

Investor attention, Twitter uncertainty and cryptocurrency market amid the COVID-19 pandemic

Bashir, Hajam Abid; Kumar, Dilip - In: Managerial finance 49 (2023) 4, pp. 620-642

Persistent link: https://www.econbiz.de/10014252544

Is financial development crucial to achieving the "2030 agenda of sustainable development"? : evidence from Asian countries

Khemani, Purnima; Kumar, Dilip - In: International journal of emerging markets 18 (2023) 11, pp. 5009-5027

Persistent link: https://www.econbiz.de/10014458457

Systemically important financial institutions and drivers of systemic risk : evidence from India

Narayan, Shivani; Kumar, Dilip; Bouri, Elie - In: Pacific-Basin finance journal 82 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463391

COVID-19 and cryptocurrency market : impact on return, volatility and liquidity

Zargar, Faisal Nazir; Kumar, Dilip - In: The journal of prediction markets 16 (2022) 2, pp. 19-38

Persistent link: https://www.econbiz.de/10014289740

Systemic risk transmission from the United States to Asian economies during the COVID-19 period

Narayan, Shivani; Kumar, Dilip - In: Journal of emerging market finance 22 (2023) 1, pp. 57-84

Persistent link: https://www.econbiz.de/10014230240

Are PIIGS stock markets efficient?

Kumar, Dilip - In: Studies in Economics and Finance 30 (2013) June, pp. 209-225

Purpose – This paper aims to test the finite sample properties of the automatic variance ratio (AVR) test and suggest suitable measure to improve its small sample properties under conditional heteroskedasticity and apply it to test the martingale hypothesis in the stock prices of the Portugal,...

Persistent link: https://www.econbiz.de/10010691559

Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap

Kumar, Dilip; Maheswaran, Srinivasan - In: American Journal of Finance and Accounting 3 (2014) 2/3/4, pp. 217-233

This paper tests the finite sample properties of the Kuan and Lee's (KL) test to study market efficiency by mean of extensive Monte Carlo experiments using different data generating processes. We apply the KL test with and without wild bootstrap on the six global stock indices covering major US,...

Persistent link: https://www.econbiz.de/10010761802