Modeling conditional volatility of the Indian stock markets M Karmakar Vikalpa 30 (3), 21-38, 2005 | 204 | 2005 |
Asymmetric volatility and risk-return relationship in the Indian stock market M Karmakar South Asia Economic Journal 8 (1), 99-116, 2007 | 119 | 2007 |
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 | 79 | 2009 |
Stock market volatility in the long run, 1961-2005 M Karmakar Economic and Political Weekly, 1796-1802, 2006 | 79 | 2006 |
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 | 57 | 2010 |
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 | 56 | 2019 |
Stock market volatility: Roots and results MK Roy, M Karmakar Vikalpa 20 (1), 37-50, 1995 | 50 | 1995 |
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 | 47 | 2015 |
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 | 38 | 2013 |
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 | 37 | 2017 |
Intraday risk management in International stock markets: A conditional EVT approach M Karmakar, S Paul International Review of Financial Analysis 44, 34-55, 2016 | 31 | 2016 |
A trading strategy for the Indian stock market: Analysis and implications M Karmakar, M Chakraborty Vikalpa 25 (4), 27-38, 2000 | 18 | 2000 |
Stock market anomalies: Evidence from India M Karmakar, M Chakraborty Prajnan 32 (1), 37-53, 2003 | 16 | 2003 |
Investment behavior of household sectors: A study of a rural block in West Bengal M Karmakar Journal of Commerce 54 (1), 1-2, 2001 | 15 | 2001 |
Heteroskedastic behavior of the Indian stock market: evidence and explanation M Karmakar Journal of Academy of Business and Economics 1 (1), 27-36, 2003 | 14 | 2003 |
Initial public offerings: Underpriced or fads? A penny in whose pocket M Karmakar The ICFAI Journal of Applied Finance 8 (6), 5-18, 2002 | 10 | 2002 |
Information share and its predictability in the Indian stock market M Karmakar, S Inani Journal of Futures Markets 39 (10), 1322-1343, 2019 | 9 | 2019 |
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 | 9 | 2000 |
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 | 7 | 2023 |
Irrational movement of share prices: Evidences and implications MK Roy, M Karmakar Journal of Indian School of Political Economy 6 (3), 673-683, 1994 | 6 | 1994 |