| Futures market and the contagion effect of COVID-19 syndrome AK Banerjee Finance Research Letters 43, 102018, 2021 | 81 | 2021 |
| Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment AK Banerjee, M Akhtaruzzaman, A Dionisio, D Almeida, A Sensoy Journal of Behavioral and Experimental Finance 36, 100747, 2022 | 54 | 2022 |
| Is greenness an optimal hedge for sectoral stock indices? M Akhtaruzzaman, AK Banerjee, W Ghardallou, Z Umar Economic modelling 117, 106030, 2022 | 39 | 2022 |
| Hunting the quicksilver: Using textual news and causality analysis to predict market volatility AK Banerjee, A Dionisio, HK Pradhan, B Mahapatra International Review of Financial Analysis 77, 101848, 2021 | 27 | 2021 |
| Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond AK Banerjee, HK Pradhan Finance Research Letters 45, 102135, 2022 | 26 | 2022 |
| Macroeconomic news surprises, volume and volatility relationship in index futures market AK Banerjee, HK Pradhan, T Tripathy, A Kanagaraj Applied Economics 52 (3), 275-287, 2020 | 23 | 2020 |
| You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation AK Banerjee The journal of risk finance 23 (5), 652-668, 2022 | 22 | 2022 |
| Does green improve portfolio optimisation? M Akhtaruzzaman, AK Banerjee, S Boubaker, F Moussa Energy Economics 124, 106831, 2023 | 21 | 2023 |
| Hedging precious metals with impact investing M Akhtaruzzaman, AK Banerjee, V Le, F Moussa International Review of Economics & Finance 89, 651-664, 2024 | 18 | 2024 |
| Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR AK Banerjee The Journal of Risk Finance 24 (3), 324-336, 2023 | 17 | 2023 |
| Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs AK Banerjee, HK Pradhan, A Sensoy, JW Goodell International Review of Financial Analysis 91, 102995, 2024 | 16 | 2024 |
| Responses of economic news on asset prices: a study of Indian stock index futures AK Banerjee, HK Pradhan Applied Finance Letters 9 (SI), 3-14, 2020 | 16 | 2020 |
| Did precious metals serve as hedge and safe-haven alternatives to equity during the COVID-19 pandemic: New insights using a copula-based approach AK Banerjee, HK Pradhan Journal of Emerging Market Finance, 09726527241251515, 2021 | 12 | 2021 |
| Herding behavior in futures market: an empirical analysis from India AK Banerjee, PC Padhan Available at SSRN 3014561, 2017 | 11 | 2017 |
| Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets AK Banerjee Economics Letters 235, 111551, 2024 | 9 | 2024 |
| Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy AK Banerjee, A Sensoy, JW Goodell Energy Economics 129, 107224, 2024 | 8 | 2024 |
| Volatility spillovers and hedging strategies between impact investing and agricultural commodities AK Banerjee, M Akhtaruzzaman, A Sensoy, JW Goodell International Review of Financial Analysis 94, 103237, 2024 | 4 | 2024 |
| Value relevance, earnings management, and corporate governance in India AK Banerjee, P Mohanty Economic and Political Weekly 55 (38), 54-60, 2020 | 4 | 2020 |
| Commonality in volatility among green, brown, and sustainable energy indices AK Banerjee, A Sensoy, MR Rahman, A Palma Finance Research Letters 64, 105384, 2024 | 3 | 2024 |
| How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty? AK Banerjee, ZS Özer, MR Rahman, A Sensoy International Review of Economics & Finance 93, 442-468, 2024 | 3 | 2024 |
