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Trading strategies in currency markets

Abdel Zaher, Angie; Ghosh, Dipasri; Ghosh, Dilip K. - In: International journal of business 25 (2020) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10012183167

Overtaking the U.S. economy by China and India : how sound are the expectations?

Ghosh, Dipasri; De, Soumen; Ghosh, Dilip K. - In: International journal of business 23 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011818059

Covered arbitrage with currency options: A theoretical analysis

Ghosh, Dilip K.; Ghosh, Dipasri - In: Global Finance Journal 16 (2005) 1, pp. 86-98

Persistent link: https://www.econbiz.de/10005235249

LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM

Nguyen, Duong; Mishra, Suchismita; Prakash, Arun; … - In: Journal of Financial Research 30 (2007) 3, pp. 379-398

We examine whether the use of the three-moment capital asset pricing model can account for liquidity risk. We also make a comparative analysis of a four-factor model based on Fama-French and Pástor-Stambaugh factors versus a model based solely on stock characteristics. Our findings suggest that...

Persistent link: https://www.econbiz.de/10005261630