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by members of

Department of Commerce
School of Management
Pondicherry University
Puducherry, India

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.
| Journal articles |

Journal articles


  1. Rahul Roy & Santhakumar Shijin, 2020. "The nexus of asset pricing, volatility and the business cycle," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(1), pages 79-101, May.


  1. Shariq Ahmad Bhat & Qaiser Farooq Dar, 2019. "Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999)," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 233-237, September.
  2. Rahul Roy & Santhakumar Shijin, 2019. "The nexus of anomalies-stock returns-asset pricing models: The international evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(1), pages 1-14, March.


  1. Aasif Shah & Arif Tali & Qaiser Farooq, 2018. "Beta through the prism of wavelets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
  2. Rahul Roy & Santhakumar Shijin, 2018. "Dissecting anomalies and dynamic human capital: The global evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(1), pages 1-32, March.


  1. Jose, Babu & Lazar, D., 2012. "Should Investor invest in both future and spot market? : An Analysis through Optimal Hedge Ratio," Asian Business Review, Asian Business Consortium, vol. 1(1), pages 21-29.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.