Price and volatility spillovers across North American, European and Asian stock markets P Singh, B Kumar, A Pandey International Review of Financial Analysis 19 (1), 55-64, 2010 | 236 | 2010 |
Towards reform of land acquisition framework in India S Morris, A Pandey Economic and Political Weekly, 2083-2090, 2007 | 84 | 2007 |
Volatility models and their performance in Indian capital markets A Pandey Vikalpa 30 (2), 27-46, 2005 | 84 | 2005 |
Hedging effectiveness of constant and time varying hedge ratio in Indian stock and commodity futures markets B Kumar, P Singh, A Pandey Available at SSRN 1206555, 2008 | 72 | 2008 |
International linkages of the Indian commodity futures markets B Kumar, A Pandey Modern Economy 2 (03), 213-227, 2011 | 58 | 2011 |
Market efficiency in Indian commodity futures markets B Kumar, A Pandey Journal of Indian Business Research 5 (2), 101-121, 2013 | 56 | 2013 |
Takeover announcements, open offers, and shareholders' returns in target firms A Pandey Vikalpa 26 (3), 19-30, 2001 | 46 | 2001 |
Land markets in India: Distortions and issues S Morris, A Pandey India infrastructure report, 2009 | 44 | 2009 |
Initial returns, long run performance and characteristics of issuers: Differences in Indian IPOs following fixed price and book building processes A Pandey | 42 | 2005 |
India's billion plus people: 2001 census highlights, methodology, and media coverage A Bose, A Haldar, MS Bist, A Pandey (No Title), 2001 | 38 | 2001 |
Expiration‐day effects and the impact of short trading breaks on intraday volatility: Evidence from the Indian market SK Agarwalla, A Pandey Journal of Futures Markets 33 (11), 1046-1070, 2013 | 31 | 2013 |
Price and Volatility Spillovers Across North American, European, and Asian Stock Markets: With Special Focus on Indian Stock Market P Singh, B Kumar, A Pandey Indian Institute of Management, Ahmedabad, 2008 | 27 | 2008 |
Extreme-value volatility estimators and their empirical performance in Indian capital markets A Pandey NSE Research Paper,(14), 2002 | 25 | 2002 |
The dynamic relationship between price and trading volume: Evidence from Indian stock market B Kumar, P Singh, A Pandey Available at SSRN 1527562, 2009 | 23 | 2009 |
Impact of the introduction of call auction on price discovery: evidence from the Indian stock market using high-frequency data SK Agarwalla, J Jacob, A Pandey International Review of Financial Analysis 39, 167-178, 2015 | 22 | 2015 |
Price discovery in emerging commodity markets: Spot and futures relationship in Indian commodity futures market B Kumar, A Pandey Bogazici Journal 25 (1), 79-121, 2011 | 18 | 2011 |
Role of Indian commodity derivatives market in hedging price risk: Estimation of constant and dynamic hedge ratio and hedging effectiveness B Kumar, A Pandey 22nd Australasian Finance and Banking Conference, 2009 | 17 | 2009 |
Relative effectiveness of signals in IPOs in Indian Capital markets A Pandey, GA Kumar Indian Institute of Management, 2001 | 17 | 2001 |
Price volatility, trading volume and open interest: evidence from Indian commodity futures markets B Kumar, A Pandey Trading Volume and Open Interest: Evidence from Indian Commodity Futures …, 2010 | 16 | 2010 |
Modeling and forecasting volatility in Indian capital markets A Pandey | 15 | 2003 |