Publications
by members of
Deakin University → Business School → Centre for Economics and Financial Econometrics Research (CEFER)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2015
- Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2015, "Are Indian stock returns predictable?," Working Papers, Deakin University, Department of Economics, number fe_2015_07, Jan, DOI: 10.1016/j.jbankfin.2015.05.001.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2015, "Are Indian stock returns predictable?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 506-531, DOI: 10.1016/j.jbankfin.2015.05.001.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Oil price and stock returns of consumers and producers of crude oil," Working Papers, Deakin University, Department of Economics, number fe_2015_12, Jan, DOI: 10.1016/j.intfin.2014.11.010.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Oil price and stock returns of consumers and producers of crude oil," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 245-262, DOI: 10.1016/j.intfin.2014.11.010.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: Some new evidence," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 38-51, DOI: 10.1016/j.irfa.2015.05.002.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Intraday volatility interaction between the crude oil and equity markets," Working Papers, Deakin University, Department of Economics, number fe_2015_14, Jan, DOI: 10.1016/j.intfin.2015.07.007.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2016, "Intraday volatility interaction between the crude oil and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.intfin.2015.07.007.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2015, "Can governance quality predict stock market returns? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_04, Jan, DOI: 10.1016/j.pacfin.2015.02.007.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan S., 2015, "Can governance quality predict stock market returns? New global evidence," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 367-380, DOI: 10.1016/j.pacfin.2015.02.007.
- Ranjeeni, Kumari & Sharma, Susan Sunila, 2015, "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers, Deakin University, Department of Economics, number fe_2015_15, Jan, DOI: 10.1080/1540496X.2015.1061383.
- Narayan, Paresh Kumar & Mishra, Sagarika & Thuraisamy, Kannan, 2015, "Is exchange rate trading profitable?," Working Papers, Deakin University, Department of Economics, number fe_2015_09, Jan, DOI: 10.1016/j.intfin.2015.05.015.
2014
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 167-177, DOI: 10.1016/j.jbankfin.2014.01.008.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2014_09, Jan, DOI: 10.1016/j.eneco.2013.11.003.
- Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Energy Economics, Elsevier, volume 41, issue C, pages 137-146, DOI: 10.1016/j.eneco.2013.11.003.
- Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
- Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014, "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 44-61, DOI: 10.1016/j.pacfin.2014.07.001.
2013
- Narayan, P. K. & Sharma, S. & Bannigidadmath, D., 2013, "Does tourism predict macroeconomic performance in Pacific Island countries?," Working Papers, Deakin University, Department of Economics, number fe_2013_03, Jan, DOI: 10.1016/j.econmod.2013.05.018.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Bannigidadmath, Deepa, 2013, "Does tourism predict macroeconomic performance in Pacific Island countries?," Economic Modelling, Elsevier, volume 33, issue C, pages 780-786, DOI: 10.1016/j.econmod.2013.05.018.
- Mishra, Sagarika & Dhole, Sandip, 2013, "Least squares learning and the US treasury bill rate," Working Papers, Deakin University, Department of Economics, number fe_2013_05, Jan, DOI: 10.1016/j.ecosys.2013.09.004.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan Sunila & Liu, Ruipeng, 2013, "Determinants of stock price bubbles," Working Papers, Deakin University, Department of Economics, number fe_2013_06, Jan, DOI: 10.1016/j.econmod.2013.08.010.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013, "Determinants of stock price bubbles," Economic Modelling, Elsevier, volume 35, issue C, pages 661-667, DOI: 10.1016/j.econmod.2013.08.010.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: what gain for investors?," Working Papers, Deakin University, Department of Economics, number fe_2013_02, Jan, DOI: 10.1016/j.jbankfin.2013.07.009.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: What gain for investors?," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3878-3889, DOI: 10.1016/j.jbankfin.2013.07.009.
- Thuraisamy, Kannan, 2013, "Intra-market sovereign linkages of Latin American international bonds," Working Papers, Deakin University, Department of Economics, number fe_2013_04, Jan, DOI: 10.1016/j.ecosys.2013.08.004.
2012
- Mishra, Sagarika, 2012, "Do agents learn by least squares? The evidence provided by changes in monetary policy," Working Papers, Deakin University, Department of Economics, number fe_2012_09, Jan.
- Higgins, Matthew L. & Mishra, Sagarika, 2012, "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers, Deakin University, Department of Economics, number fe_2012_10, Jan, DOI: 10.1016/j.econmod.2014.02.016.
- Higgins, Matthew L. & Mishra, Sagarika, 2014, "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Economic Modelling, Elsevier, volume 38, issue C, pages 627-632, DOI: 10.1016/j.econmod.2014.02.016.
- Sharma, Susan & Thuraisamy, Sivananthan, 2012, "Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies," Working Papers, Deakin University, Department of Economics, number fe_2012_02, Dec, DOI: 10.1016/j.asieco.2013.06.001.
- Sharma, Susan Sunila & Thuraisamy, Kannan, 2013, "Oil price uncertainty and sovereign risk: Evidence from Asian economies," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 51-57, DOI: 10.1016/j.asieco.2013.06.001.
- Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012, "The relationship between Asian equity and commodity futures markets," Working Papers, Deakin University, Department of Economics, number fe_2012_07, Jan, DOI: 10.1016/j.asieco.2013.04.003.
- Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013, "The relationship between Asian equity and commodity futures markets," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 67-75, DOI: 10.1016/j.asieco.2013.04.003.
- Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas, 2012, "Conditional spread determinants for emerging sovereign debt," Working Papers, Deakin University, Department of Economics, number fe_2012_08, Jan.
- Thuraisamy, Kannan & Gannon, Gerard, 2012, "Modelling the Sovereign Linkages of Key Latin American Economies," Working Papers, Deakin University, Department of Economics, number fe_2012_03, Dec, DOI: 10.1016/j.intfin.2012.08.002.
- Thuraisamy, Kannan & Gannon, Gerard, 2013, "Modelling the sovereign linkages of key Latin American economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 222-239, DOI: 10.1016/j.intfin.2012.08.002.
2011
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011, "Firm heterogeneity and calendar anomalies," Working Papers, Deakin University, Department of Economics, number fe_2011_12, Jan, DOI: 10.1080/09603107.2012.692870.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012, "Firm heterogeneity and calendar anomalies," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 23, pages 1931-1949, December, DOI: 10.1080/09603107.2012.692870.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011, "The January and turn-of-the-month effect on firm returns and return volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_01, Jan.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011, "Investment and oil price volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_14, Jan.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012, "Investment and oil price volatility," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1428-1433.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2011, "An analysis of firm and market volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_02, Jan, DOI: 10.1016/j.ecosys.2013.12.003.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2014, "An analysis of firm and market volatility," Economic Systems, Elsevier, volume 38, issue 2, pages 205-220, DOI: 10.1016/j.ecosys.2013.12.003.
2010
- Narayan, Seema & Narayan, Paresh Kumar & Mishra, Sagarika, 2010, "Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries," Working Papers, Deakin University, Department of Economics, number eco_2010_08, Jan, DOI: 10.1016/j.asieco.2010.03.006.
- Narayan, Seema & Narayan, Paresh Kumar & Mishra, Sagarika, 2010, "Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries," Journal of Asian Economics, Elsevier, volume 21, issue 4, pages 404-411, August.
- Mishra, Sagarika & Narayan, Paresh, 2010, "Do market capitalisation and stocks traded converge? New global evidence," Working Papers, Deakin University, Department of Economics, number eco_2010_11, Jan, DOI: 10.1016/j.jbankfin.2011.03.010.
- Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema, 2011, "Do market capitalization and stocks traded converge? New global evidence," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2771-2781, October.
- Mishra, Sagarika & Narayan, Paresh Kumar, 2010, "A nonparametric model of financial system-economic growth nexus," Working Papers, Deakin University, Department of Economics, number eco_2010_12, Jan, DOI: 10.1016/j.iref.2015.04.004.
Journal articles
2021
- Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021, "Commodity futures returns and policy uncertainty," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 364-383, DOI: 10.1016/j.iref.2020.11.009.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2021, "Financial news and CDS spreads," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100448.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa & Narayan, Seema, 2021, "How much does economic news influence bilateral exchange rates?," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102410.
2020
- Deepa Bannigidadmath, 2020, "Consumer Sentiment and Indonesia's Stock Returns," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue Special I, pages 1-14, January, DOI: https://doi.org/10.21098/bemp.v23i0.
2019
- Westerlund, Joakim & Sharma, Susan Sunila, 2019, "Panel evidence on the ability of oil returns to predict stock returns in the G7 area," Energy Economics, Elsevier, volume 77, issue C, pages 3-12, DOI: 10.1016/j.eneco.2018.05.007.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Sharma, Susan Sunila, 2019, "Does Islamic stock sensitivity to oil prices have economic significance?," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 497-512, DOI: 10.1016/j.pacfin.2018.04.003.
- Siroos Khademalomoom & Paresh Kumar Narayan & Susan Sunila Sharma, 2019, "Higher Moments and Exchange Rate Behavior," The Financial Review, Eastern Finance Association, volume 54, issue 1, pages 201-229, February, DOI: 10.1111/fire.12171.
2018
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan & Westerlund, Joakim, 2018, "Some preliminary evidence of price discovery in Islamic banks," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 107-122, DOI: 10.1016/j.pacfin.2017.12.007.
- Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila, 2018, "Is stock return predictability time-varying?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 152-172, DOI: 10.1016/j.intfin.2017.06.001.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Tran, Vuong Thao, 2018, "Can economic policy uncertainty predict stock returns? Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 134-150, DOI: 10.1016/j.intfin.2018.04.004.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2018, "An analysis of time-varying commodity market price discovery," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 122-133, DOI: 10.1016/j.irfa.2018.03.008.
2017
- Paresh Kumar Narayan & Kumari Ranjeeni & Deepa Bannigidadmath, 2017, "New Evidence of Psychological Barrier from the Oil Market," Journal of Behavioral Finance, Taylor & Francis Journals, volume 18, issue 4, pages 457-469, October, DOI: 10.1080/15427560.2017.1365235.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2017, "Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 24-45, DOI: 10.1016/j.pacfin.2015.12.009.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Bannigidadmath, Deepa, 2017, "Is the profitability of Indian stocks compensation for risks?," Emerging Markets Review, Elsevier, volume 31, issue C, pages 47-64, DOI: 10.1016/j.ememar.2017.02.001.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Narayan, Seema & Bannigidadmath, Deepa, 2017, "Is there a financial news risk premium in Islamic stocks?," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 158-170, DOI: 10.1016/j.pacfin.2017.02.008.
- Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017, "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, volume 67, issue C, pages 88-101, DOI: 10.1016/j.econmod.2016.10.008.
2016
- Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2016, "Stock return predictability and determinants of predictability and profits," Emerging Markets Review, Elsevier, volume 26, issue C, pages 153-173, DOI: 10.1016/j.ememar.2015.12.003.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2016, "Intraday volatility interaction between the crude oil and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.intfin.2015.07.007.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Intraday volatility interaction between the crude oil and equity markets," Working Papers, Deakin University, Department of Economics, number fe_2015_14, Jan, DOI: 10.1016/j.intfin.2015.07.007.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2016, "Intraday return predictability, portfolio maximisation, and hedging," Emerging Markets Review, Elsevier, volume 28, issue C, pages 105-116, DOI: 10.1016/j.ememar.2016.08.017.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Phan, Dinh Hoang Bach, 2016, "Asset price bubbles and economic welfare," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 139-148, DOI: 10.1016/j.irfa.2016.01.011.
- Sharma, Susan Sunila, 2016, "Can consumer price index predict gold price returns?," Economic Modelling, Elsevier, volume 55, issue C, pages 269-278, DOI: 10.1016/j.econmod.2016.02.014.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Westerlund, Joakim, 2016, "Are Islamic stock returns predictable? A global perspective," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 210-223, DOI: 10.1016/j.pacfin.2016.08.008.
2015
- Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2015, "Are Indian stock returns predictable?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 506-531, DOI: 10.1016/j.jbankfin.2015.05.001.
- Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2015, "Are Indian stock returns predictable?," Working Papers, Deakin University, Department of Economics, number fe_2015_07, Jan, DOI: 10.1016/j.jbankfin.2015.05.001.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015, "Is carbon emissions trading profitable?," Economic Modelling, Elsevier, volume 47, issue C, pages 84-92, DOI: 10.1016/j.econmod.2015.01.001.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Oil price and stock returns of consumers and producers of crude oil," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 245-262, DOI: 10.1016/j.intfin.2014.11.010.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Oil price and stock returns of consumers and producers of crude oil," Working Papers, Deakin University, Department of Economics, number fe_2015_12, Jan, DOI: 10.1016/j.intfin.2014.11.010.
- Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015, "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, volume 50, issue C, pages 359-363, DOI: 10.1016/j.eneco.2014.08.020.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: Some new evidence," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 38-51, DOI: 10.1016/j.irfa.2015.05.002.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015, "Does data frequency matter for the impact of forward premium on spot exchange rate?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 45-53, DOI: 10.1016/j.irfa.2015.01.011.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan S., 2015, "Can governance quality predict stock market returns? New global evidence," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 367-380, DOI: 10.1016/j.pacfin.2015.02.007.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2015, "Can governance quality predict stock market returns? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_04, Jan, DOI: 10.1016/j.pacfin.2015.02.007.
- Susan Sunila Sharma & Paresh Narayan & Kannan Thuraisamy, 2015, "Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-31, DOI: 10.1142/S0219091515500095.
- Kumari Ranjeeni & Susan Sunila Sharma, 2015, "The Effect of the Lehman Brothers’ Bankruptcy on the Performance of Chinese Sectors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 5, pages 904-914, September, DOI: 10.1080/1540496X.2015.1061383.
2014
- Higgins, Matthew L. & Mishra, Sagarika, 2014, "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Economic Modelling, Elsevier, volume 38, issue C, pages 627-632, DOI: 10.1016/j.econmod.2014.02.016.
- Higgins, Matthew L. & Mishra, Sagarika, 2012, "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers, Deakin University, Department of Economics, number fe_2012_10, Jan, DOI: 10.1016/j.econmod.2014.02.016.
- Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema, 2014, "Spread determinants and the day-of-the-week effect," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 51-60, DOI: 10.1016/j.qref.2013.07.008.
- Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Energy Economics, Elsevier, volume 41, issue C, pages 137-146, DOI: 10.1016/j.eneco.2013.11.003.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2014_09, Jan, DOI: 10.1016/j.eneco.2013.11.003.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014, "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 92-108, DOI: 10.1016/j.intfin.2013.12.002.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 167-177, DOI: 10.1016/j.jbankfin.2014.01.008.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2014, "An analysis of firm and market volatility," Economic Systems, Elsevier, volume 38, issue 2, pages 205-220, DOI: 10.1016/j.ecosys.2013.12.003.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2011, "An analysis of firm and market volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_02, Jan, DOI: 10.1016/j.ecosys.2013.12.003.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2014, "Firm return volatility and economic gains: The role of oil prices," Economic Modelling, Elsevier, volume 38, issue C, pages 142-151, DOI: 10.1016/j.econmod.2013.12.004.
- Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014, "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 44-61, DOI: 10.1016/j.pacfin.2014.07.001.
- Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
- Thuraisamy, Kannan Sivananthan, 2014, "Intra-market sovereign linkages of key Latin American markets," Economic Systems, Elsevier, volume 38, issue 2, pages 140-160, DOI: 10.1016/j.ecosys.2013.08.004.
- Narayan, Paresh Kumar & Narayan, Seema & Thuraisamy, Kannan Sivananthan, 2014, "Can institutions and macroeconomic factors predict stock returns in emerging markets?," Emerging Markets Review, Elsevier, volume 19, issue C, pages 77-95, DOI: 10.1016/j.ememar.2014.04.005.
2013
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Bannigidadmath, Deepa, 2013, "Does tourism predict macroeconomic performance in Pacific Island countries?," Economic Modelling, Elsevier, volume 33, issue C, pages 780-786, DOI: 10.1016/j.econmod.2013.05.018.
- Narayan, P. K. & Sharma, S. & Bannigidadmath, D., 2013, "Does tourism predict macroeconomic performance in Pacific Island countries?," Working Papers, Deakin University, Department of Economics, number fe_2013_03, Jan, DOI: 10.1016/j.econmod.2013.05.018.
- Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013, "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, volume 30, issue C, pages 595-601, DOI: 10.1016/j.econmod.2012.10.001.
- Narayan, Paresh Kumar, 2009, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number eco_2009_07, Jan, DOI: 10.1016/j.econmod.2012.10.001.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013, "Determinants of stock price bubbles," Economic Modelling, Elsevier, volume 35, issue C, pages 661-667, DOI: 10.1016/j.econmod.2013.08.010.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan Sunila & Liu, Ruipeng, 2013, "Determinants of stock price bubbles," Working Papers, Deakin University, Department of Economics, number fe_2013_06, Jan, DOI: 10.1016/j.econmod.2013.08.010.
- Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013, "The relationship between Asian equity and commodity futures markets," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 67-75, DOI: 10.1016/j.asieco.2013.04.003.
- Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012, "The relationship between Asian equity and commodity futures markets," Working Papers, Deakin University, Department of Economics, number fe_2012_07, Jan, DOI: 10.1016/j.asieco.2013.04.003.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: What gain for investors?," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3878-3889, DOI: 10.1016/j.jbankfin.2013.07.009.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: what gain for investors?," Working Papers, Deakin University, Department of Economics, number fe_2013_02, Jan, DOI: 10.1016/j.jbankfin.2013.07.009.
- Sharma, Susan Sunila & Thuraisamy, Kannan, 2013, "Oil price uncertainty and sovereign risk: Evidence from Asian economies," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 51-57, DOI: 10.1016/j.asieco.2013.06.001.
- Sharma, Susan & Thuraisamy, Sivananthan, 2012, "Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies," Working Papers, Deakin University, Department of Economics, number fe_2012_02, Dec, DOI: 10.1016/j.asieco.2013.06.001.
- Thuraisamy, Kannan & Gannon, Gerard, 2013, "Modelling the sovereign linkages of key Latin American economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 222-239, DOI: 10.1016/j.intfin.2012.08.002.
- Thuraisamy, Kannan & Gannon, Gerard, 2012, "Modelling the Sovereign Linkages of Key Latin American Economies," Working Papers, Deakin University, Department of Economics, number fe_2012_03, Dec, DOI: 10.1016/j.intfin.2012.08.002.
- Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas, 2013, "Credit cycle dependent spread determinants in emerging sovereign debt markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 209-223, DOI: 10.1016/j.ememar.2013.03.002.
- Narayan, Paresh Kumar & Thuraisamy, Kannan S., 2013, "Common trends and common cycles in stock markets," Economic Modelling, Elsevier, volume 35, issue C, pages 472-476, DOI: 10.1016/j.econmod.2013.08.002.
2012
- Paresh Kumar Narayan & Seema Narayan & Sagarika Mishra & Russell Smyth, 2012, "An analysis of Fiji's monetary policy transmission," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 29, issue 1, pages 52-70, March, DOI: 10.1108/10867371211203855.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012, "Investment and oil price volatility," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1428-1433.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011, "Investment and oil price volatility," Working Papers, Deakin University, Department of Economics, number fe_2011_14, Jan.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012, "Firm heterogeneity and calendar anomalies," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 23, pages 1931-1949, December, DOI: 10.1080/09603107.2012.692870.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011, "Firm heterogeneity and calendar anomalies," Working Papers, Deakin University, Department of Economics, number fe_2011_12, Jan, DOI: 10.1080/09603107.2012.692870.
2011
- Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema, 2011, "Do market capitalization and stocks traded converge? New global evidence," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2771-2781, October.
- Mishra, Sagarika & Narayan, Paresh, 2010, "Do market capitalisation and stocks traded converge? New global evidence," Working Papers, Deakin University, Department of Economics, number eco_2010_11, Jan, DOI: 10.1016/j.jbankfin.2011.03.010.
- Sharma, Susan Sunila, 2011, "Determinants of carbon dioxide emissions: Empirical evidence from 69 countries," Applied Energy, Elsevier, volume 88, issue 1, pages 376-382, January.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011, "New evidence on oil price and firm returns," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3253-3262, DOI: 10.1016/j.jbankfin.2011.05.010.
2010
- Narayan, Seema & Narayan, Paresh Kumar & Mishra, Sagarika, 2010, "Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries," Journal of Asian Economics, Elsevier, volume 21, issue 4, pages 404-411, August.
- Narayan, Seema & Narayan, Paresh Kumar & Mishra, Sagarika, 2010, "Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries," Working Papers, Deakin University, Department of Economics, number eco_2010_08, Jan, DOI: 10.1016/j.asieco.2010.03.006.
- Hayat, Aziz & Mishra, Sagarika, 2010, "Federal reserve monetary policy and the non-linearity of the Taylor rule," Economic Modelling, Elsevier, volume 27, issue 5, pages 1292-1301, September.
- Chandran, V.G.R. & Sharma, Susan & Madhavan, Karunagaran, 2010, "Electricity consumption-growth nexus: The case of Malaysia," Energy Policy, Elsevier, volume 38, issue 1, pages 606-612, January.
- Sharma, Susan Sunila, 2010, "The relationship between energy and economic growth: Empirical evidence from 66 countries," Applied Energy, Elsevier, volume 87, issue 11, pages 3565-3574, November.
2009
- Mishra, Vinod & Sharma, Susan & Smyth, Russell, 2009, "Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries," Energy Policy, Elsevier, volume 37, issue 6, pages 2318-2326, June.
- Mishra, Vinod & Smyth, Russell & Sharma, Susan, 2009, "The energy-GDP nexus: Evidence from a panel of Pacific Island countries," Resource and Energy Economics, Elsevier, volume 31, issue 3, pages 210-220, August.
2008
- Thuraisamy, Kannan S. & Gannon, Gerard L. & Batten, Jonathan A., 2008, "The credit spread dynamics of Latin American euro issues in international bond markets," Journal of Multinational Financial Management, Elsevier, volume 18, issue 4, pages 328-345, October.
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