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Madhusudan Karmakar
Madhusudan Karmakar
Professor of Finance & Accounting, IIM Lucknow
在 iiml.ac.in 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Modeling conditional volatility of the Indian stock markets
M Karmakar
Vikalpa 30 (3), 21-38, 2005
2042005
Asymmetric volatility and risk-return relationship in the Indian stock market
M Karmakar
South Asia Economic Journal 8 (1), 99-116, 2007
1192007
Price discoveries and volatility spillovers in S&P CNX Nifty future and its underlying index CNX Nifty
M Karmakar
Vikalpa 34 (2), 41-56, 2009
792009
Stock market volatility in the long run, 1961-2005
M Karmakar
Economic and Political Weekly, 1796-1802, 2006
792006
Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study
M Karmakar
The Quarterly Review of Economics and Finance 50 (1), 110-120, 2010
572010
Intraday portfolio risk management using VaR and CVaR: A CGARCH-EVT-Copula approach
M Karmakar, S Paul
International Journal of Forecasting 35 (2), 699-709, 2019
562019
Stock market volatility: Roots and results
MK Roy, M Karmakar
Vikalpa 20 (1), 37-50, 1995
501995
Managing extreme risk in some major stock markets: An extreme value approach
M Karmakar, GK Shukla
International Review of Economics & Finance 35, 1-25, 2015
472015
Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
M Karmakar
Review of Financial Economics 22 (3), 79-85, 2013
382013
Dependence structure and portfolio risk in Indian foreign exchange market: A GARCH-EVT-Copula approach
M Karmakar
The Quarterly Review of Economics and Finance 64, 275-291, 2017
372017
Intraday risk management in International stock markets: A conditional EVT approach
M Karmakar, S Paul
International Review of Financial Analysis 44, 34-55, 2016
312016
A trading strategy for the Indian stock market: Analysis and implications
M Karmakar, M Chakraborty
Vikalpa 25 (4), 27-38, 2000
182000
Stock market anomalies: Evidence from India
M Karmakar, M Chakraborty
Prajnan 32 (1), 37-53, 2003
162003
Investment behavior of household sectors: A study of a rural block in West Bengal
M Karmakar
Journal of Commerce 54 (1), 1-2, 2001
152001
Heteroskedastic behavior of the Indian stock market: evidence and explanation
M Karmakar
Journal of Academy of Business and Economics 1 (1), 27-36, 2003
142003
Initial public offerings: Underpriced or fads? A penny in whose pocket
M Karmakar
The ICFAI Journal of Applied Finance 8 (6), 5-18, 2002
102002
Information share and its predictability in the Indian stock market
M Karmakar, S Inani
Journal of Futures Markets 39 (10), 1322-1343, 2019
92019
A curious finding of day of the week effect in the Indian stock market
M Karmakar, M Chakraborty
Indian capital market: Trends and dimensions, 359-371, 2000
92000
Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management
U Sharma, M Karmakar
Review of Financial Economics 41 (1), 43-64, 2023
72023
Irrational movement of share prices: Evidences and implications
MK Roy, M Karmakar
Journal of Indian School of Political Economy 6 (3), 673-683, 1994
61994
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