Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications K Guhathakurta, SR Dash, D Maitra Energy Economics 85, 104566, 2020 | 97 | 2020 |
Empirical mode decomposition analysis of two different financial time series and their comparison K Guhathakurta, I Mukherjee, AR Chowdhury Chaos, Solitons & Fractals 37 (4), 1214-1227, 2008 | 80 | 2008 |
Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes K Guhathakurta, B Bhattacharya, AR Chowdhury Physica A: Statistical Mechanics and its Applications 389 (9), 1874-1882, 2010 | 65 | 2010 |
The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications D Maitra, K Guhathakurta, SH Kang Energy Economics 94, 105061, 2021 | 38 | 2021 |
Change‐point analysis in financial networks S Banerjee, K Guhathakurta Stat 9 (1), e269, 2020 | 20 | 2020 |
The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions A Pandey, A Tripathi, K Guhathakurta Finance Research Letters 44, 102068, 2022 | 17 | 2022 |
Effects of IPO offer price ranges on initial subscription, initial turnover and ownership structure—Evidence from Indian IPO market H Sandhu, K Guhathakurta Journal of Risk and Financial Management 13 (11), 279, 2020 | 13 | 2020 |
A network analysis of the Asia-Pacific and other developed stock markets: pre and post global financial crisis K Guhathakurta, SN Bhattacharya, M Bhattacharya Applied Finance Letters, 112-131, 2020 | 7 | 2020 |
Understanding the interrelationship between commodity and stock indices daily movement using ACE and recurrence analysis K Guhathakurta, N Marwan, B Bhattacharya, AR Chowdhury Translational Recurrences: From Mathematical Theory to Real-World …, 2014 | 7 | 2014 |
Modelling for land acquisition for SEZ PK Dan, K Guhathakurta, G Shatadru Νερατζής, Ηλίας, 2015 | 6 | 2015 |
The Comparative dynamics of developed and emerging stock markets: A long memory perspective SN Bhattacharya, M Bhattacharya, K Guhathakurta Theoretical Economics Letters 8 (08), 1493, 2018 | 5 | 2018 |
An examination of critical periods of stock price movements using recurrence plot K Guhathakurta, B Bhattacharya, A Roychowdhury Essays in finance, 98-113, 2010 | 5 | 2010 |
Investigating the nonlinear dynamics of emerging and developed stock markets K Guhathakurtha Indian Institute of Management Kozhikode, 2013 | 4 | 2013 |
Examining stock markets: A non linear dynamics perspective: Examining the Geometric Brownian Motion model with respect to stock price movement in an emerging market K Guhathakurta, B Bhattacharya, A Roychowdhury LAP LAMBERT Academic Publishing, 2012 | 4 | 2012 |
Nonlinearity in Indian Stock & Commodity Markets: a pre-diagnostic investigation K Guhathakurta, B Bhattacharya, AR Chowdhury Nonlinearity in Indian Stock & Commodity Markets: A Pre-Diagnostic …, 2011 | 4 | 2011 |
Value relevance of loan loss provision components and the choice of model specification A Pandey, K Guhathakurta Advances in accounting 58, 100600, 2022 | 3 | 2022 |
Nonlinear correlation of stock and commodity indices in emerging and developed market K Guhathakurta, SN Bhattacharya, S Banerjee, B Bhattacharya Chaos and complexity theory for management: Nonlinear dynamics, 63-87, 2013 | 3 | 2013 |
Nonlinear dynamics of voltage fluctuation in power plants for strategic decisions K Guhathakurta, S Banerjee, PK Dan Chaos and complexity theory for management: Nonlinear Dynamics, 352-367, 2013 | 3 | 2013 |
Comparative analysis of asset pricing models based on log-normal distribution and tsallis distribution using recurrence plot in an emerging market K Guhathakurta, B Bhattacharya, AR Chowdhury The Spread of Financial Sophistication through Emerging Markets Worldwide 32 …, 2016 | 2 | 2016 |
Do Individual Investors Prefer a Price Range in the Equity Markets? H Sandhu, K Guhathakurta, P Banerjee The Journal of Wealth Management, 2021 | 1 | 2021 |