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Publications

by members of

University of Delhi → Faculty of Management Studies

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 | Chapters |

Working papers

2024

  1. Sinha, Pankaj & verma, Kaushal & Biswas, Sumana & Tyagi, Shashank & Gogia, Shaily & Singh, Aakhyat & Kumar, Amit, 2024, "Modeling and forecasting US presidential election 2024," MPRA Paper, University Library of Munich, Germany, number 122319, Oct, revised 08 Oct 2024.
  2. Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag, 2024, "Forecasting US Presidential Election 2024 using multiple machine learning algorithms," MPRA Paper, University Library of Munich, Germany, number 122490, Oct, revised 22 Oct 2024.

2020

  1. Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper, University Library of Munich, Germany, number 103889, Oct, revised 31 Oct 2020.
  2. Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper, University Library of Munich, Germany, number 103890, Sep, revised 20 Oct 2020.
  3. Sinha, Pankaj & Sawaliya, Priya & Sinha, Prateek, 2020, "Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy," MPRA Paper, University Library of Munich, Germany, number 103902, Jun, revised 20 Jun 2020.

2019

  1. Sinha, Pankaj & Grover, Naina, 2019, "Estimation of liquidity created by banks in India," MPRA Paper, University Library of Munich, Germany, number 92563, Mar.
  2. Vodwal, Sandeep & Bansal, Vishakha & Sinha, Pankaj, 2019, "Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM," MPRA Paper, University Library of Munich, Germany, number 95482, Aug.

2018

  1. Sinha, Pankaj & Navin, Nitin, 2018, "Indian Microfinance Sector: An Overview," MPRA Paper, University Library of Munich, Germany, number 90478, Feb.
  2. Sawaliya, Priya & Sinha, Pankaj, 2018, "Behaviour of asset pricing models in pre and post-recession period: an evidence from India," MPRA Paper, University Library of Munich, Germany, number 93084, Jul, revised 22 Jan 2019.

2016

  1. Sinha, Pankaj & Sharma, Sakshi, 2016, "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper, University Library of Munich, Germany, number 72247, Feb.
  2. Sinha, Pankaj & Sharma, Sakshi, 2016, "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper, University Library of Munich, Germany, number 72251, Mar.
  3. Sinha, Pankaj & Mathur, Kritika, 2016, "Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India," MPRA Paper, University Library of Munich, Germany, number 72966, Aug.
  4. Sinha, Pankaj & Mathur, Kritika, 2016, "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper, University Library of Munich, Germany, number 72967, Aug.
  5. Sinha, Pankaj & Mathur, Kritika, 2016, "Empirical Analysis of Developments in the Day Ahead Electricity Markets in India," MPRA Paper, University Library of Munich, Germany, number 72969, Aug.
  6. Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016, "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper, University Library of Munich, Germany, number 74618, Jul, revised 17 Oct 2016.
  7. Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta, 2016, "Forecasting United States Presidential election 2016 using multiple regression models," MPRA Paper, University Library of Munich, Germany, number 74641, Jul, revised 17 Oct 2016.

2015

  1. Sinha, Pankaj & Mathur, Kritika, 2015, "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper, University Library of Munich, Germany, number 63677, Feb.
  2. Vardhan, Harsh & Sinha, Pankaj, 2015, "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 64369, Mar, revised 10 May 2015.
  3. Sinha, Pankaj & Agnihotri, Shalini, 2015, "Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM," MPRA Paper, University Library of Munich, Germany, number 67088, Sep, revised 30 Sep 2015.
  4. Sinha, Pankaj & Sharma, Sakshi & Ghosh, Sayan, 2015, "An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework," MPRA Paper, University Library of Munich, Germany, number 68556, Nov, revised 28 Dec 2015.

2014

  1. Vardhan, Harsh & Sinha, Pankaj, 2014, "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 53611, Jan.
  2. Sinha, Pankaj & Agnihotri, Shalini, 2014, "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper, University Library of Munich, Germany, number 56307, Mar, revised 26 May 2014.
  3. Sinha, Pankaj & Agnihotri, Shalini, 2014, "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper, University Library of Munich, Germany, number 58303, Jul.
  4. Sinha, Pankaj & Bansal, Vishakha, 2014, "Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms," MPRA Paper, University Library of Munich, Germany, number 58310, Jun, revised 30 Jul 2014.
  5. Sinha, Pankaj & Mathur, Kritika, 2014, "Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System," MPRA Paper, University Library of Munich, Germany, number 59930, Nov.
  6. Mathur, Kritika & Sinha, Pankaj, 2014, "Dynamics of Day-Ahead Trading of Electricity in India," MPRA Paper, University Library of Munich, Germany, number 59934, Nov.
  7. Sinha, Pankaj & Sharma, Sakshi, 2014, "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," MPRA Paper, University Library of Munich, Germany, number 61379, Nov, revised 16 Jan 2015.
  8. Kohli, Deepti & Sinha, Pankaj, 2014, "A Review Paper on Carbon Trading," MPRA Paper, University Library of Munich, Germany, number 69455, Jul, revised 30 Jan 2016.

2013

  1. Sinha, Pankaj & Mathur, Kritika, 2013, "Price, Return and Volatility Linkages of Base Metal Futures traded in India," MPRA Paper, University Library of Munich, Germany, number 47864, Jun.
  2. Sinha, Pankaj & Mathur, Kritika, 2013, "A study on the Price Behavior of Base Metals traded in India," MPRA Paper, University Library of Munich, Germany, number 47028, Apr.
  3. Sinha, Pankaj & Kohli, Deepti, 2013, "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 45816, Jan.
  4. Sinha, Pankaj & Singhal, Anushree, 2013, "FDI in Retail in India: An Empirical Analysis," MPRA Paper, University Library of Munich, Germany, number 46833, Mar.
  5. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013, "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper, University Library of Munich, Germany, number 47442, Jun.
  6. Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013, "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 48204, Jul.
  7. Sinha, Pankaj & Bansal, Vishakha, 2013, "Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors," MPRA Paper, University Library of Munich, Germany, number 49878, Aug, revised 17 Sep 2013.
  8. Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj, 2013, "Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach," MPRA Paper, University Library of Munich, Germany, number 49962, Sep.
  9. Sinha, Pankaj & Mathur, Kritika, 2013, "International Linkages of Agri-Processed and Energy commodities traded in India," MPRA Paper, University Library of Munich, Germany, number 50214, Jun, revised 26 Sep 2013.

2012

  1. Raghbendra Jha & Simrit Kaur & Raghav Gaiha & Manoj K. Pandey, 2012, "NREGS and TPDS in Rajasthan and Madhya Pradesh: Complements or Substitutes?," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2012-01.
  2. Sinha, Pankaj & Mathur, Kritika, 2012, "Securities transaction tax and the stock market– an Indian experience," MPRA Paper, University Library of Munich, Germany, number 42743, Nov.
  3. Sinha, Pankaj & Mathur, Kritika, 2012, "Evolution of security transaction tax in India," MPRA Paper, University Library of Munich, Germany, number 40165, Jun.
  4. Sinha, Pankaj & Jayaraman, Prabha, 2012, "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper, University Library of Munich, Germany, number 37662, Feb.
  5. Sinha, Pankaj & Arya, Deepshikha & Singh, Shuchi, 2012, "Evolution of Financing Needs in Indian Infrastructure," MPRA Paper, University Library of Munich, Germany, number 38741, Apr.
  6. Sinha, Pankaj & Goyal, Lavleen, 2012, "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper, University Library of Munich, Germany, number 40134, Jul.
  7. Sinha, Pankaj & Sathiyanarayanan, Nataraj, 2012, "Valuation of 2G spectrum in India- A real option approach," MPRA Paper, University Library of Munich, Germany, number 40470, May.
  8. Sinha, Pankaj & Bansal, Vishakha, 2012, "Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation," MPRA Paper, University Library of Munich, Germany, number 40811, Jul.
  9. Sinha, Pankaj & Singhal, Anushree, 2012, "A note on Corporate Governance in Public Sector Undertakings in India," MPRA Paper, University Library of Munich, Germany, number 41038, Aug.
  10. Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012, "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper, University Library of Munich, Germany, number 41486, Aug.
  11. Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012, "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper, University Library of Munich, Germany, number 41886, Oct.
  12. Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012, "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper, University Library of Munich, Germany, number 42062, Oct.

2011

  1. Sinha, Pankaj & Dutta, Dipanwita, 2011, "Modelling profitability of Indian banks," MPRA Paper, University Library of Munich, Germany, number 31156, May.
  2. Sinha, Pankaj & Gupta, Sushant, 2011, "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper, University Library of Munich, Germany, number 31253, Apr.
  3. Sinha, Pankaj & Gupta, Akshay, 2011, "Analysis of WIMAX/BWA Licensing in India: A real option approach," MPRA Paper, University Library of Munich, Germany, number 31280, May.
  4. Sinha, Pankaj & Mudgal, Hemant, 2011, "Valuation of 3G spectrum license in India: A real option approach," MPRA Paper, University Library of Munich, Germany, number 31281, Apr.
  5. Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011, "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper, University Library of Munich, Germany, number 32058, Jul.
  6. Sinha, Pankaj & Arora, Varun & Bansal, Vishakha, 2011, "Determinants of Public Debt for middle income and high income group countries using Panel Data regression," MPRA Paper, University Library of Munich, Germany, number 32079, Mar.

2010

  1. Suman Bery, 2010, "The Nature of Rural Infrastructure: Problems and Prospects," Working Papers, eSocialSciences, number id:2357.
  2. Shashanka Bhide & D.B. Gupta & Tarujyoti Buragohain & Shailender Kumar & S.K. Bathla, 2010, "Roof above the head - A qualitative assessment of rural housing in India," Working Papers, eSocialSciences, number id:2733, Aug.
  3. Simrit Kaur & Vani S. Kulkarni & Raghav Gaiha & Manoj K. Pandey, 2010, "Prospects of Non-Farm Employment and Welfare in Rural Areas," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2010-05.
  4. Sinha, Pankaj & Johar, Archit, 2010, "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper, University Library of Munich, Germany, number 20834, Feb.
  5. Sinha, Pankaj & Sinha, Gyanesh, 2010, "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper, University Library of Munich, Germany, number 21873, Apr.
  6. Sinha, Pankaj & Jayaraman, Prabha, 2010, "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper, University Library of Munich, Germany, number 22416, Apr.
  7. Manjrekar, Rajesh & Sinha, Pankaj, 2010, "Myopic investment view of the Indian mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 22458, May.
  8. Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010, "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper, University Library of Munich, Germany, number 25707, Oct.
  9. Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010, "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper, University Library of Munich, Germany, number 26539, Oct.

2009

  1. Kaur, Simrit, 2009, "Social Safety Nets, Economic Freedom and Public Policy," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009, Verein für Socialpolitik, Research Committee Development Economics, number 16.
  2. Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009, "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper, University Library of Munich, Germany, number 15251, May.
  3. Sinha, Pankaj & Johar, Archit, 2009, "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper, University Library of Munich, Germany, number 15264, May.
  4. Sinha, Pankaj & Jayaraman, Prabha, 2009, "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 15396, May.
  5. Sinha, Pankaj & Jayaraman, Prabha, 2009, "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 16528, Jul.

2008

  1. Sinha, Pankaj & Bansal, Ashok, 2008, "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper, University Library of Munich, Germany, number 10470, Aug.

2004

  1. Simrit Kaur, 2004, "Privatization And Public Enterprise Reform: A Suggestive Action Plan," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2004-08.

Journal articles

2025

  1. Naina Grover & Pankaj Sinha, 2025, "Non-performing assets, moral hazard and liquidity creation: evidence from Indian banks," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 21, issue 4, pages 402-418.

2024

  1. Priya Malhotra & Pankaj Sinha, 2024, "Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?," IIM Kozhikode Society & Management Review, , volume 13, issue 1, pages 7-24, January, DOI: 10.1177/22779752211050693.

2023

  1. Pankaj Sinha & Sandeep Vodwal, 2023, "Effect of subprime crisis on financing decisions and capital structure of Indian firms: a pre- and post- crisis study using system GMM methodology," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 20, issue 3, pages 329-352, March, DOI: 10.1108/JAMR-01-2021-0034.
  2. Priya Malhotra & Pankaj Sinha, 2023, "Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance," Metamorphosis: A Journal of Management Research, , volume 22, issue 1, pages 38-54, June, DOI: 10.1177/09726225221141180.

2022

  1. Pankaj Sinha & Sandeep Vodwal, 2022, "Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 13, issue 2, pages 957-977, April, DOI: 10.1007/s13198-021-01374-7.

2021

  1. Pankaj Sinha & Naina Grover, 2021, "Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 15, issue 2, pages 183-204, May, DOI: 10.1177/0973801021990398.
  2. Priya Malhotra & Pankaj Sinha, 2021, "Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation," IIM Ranchi Journal of Management Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 4-20, October, DOI: 10.1108/IRJMS-06-2021-0015.
  3. Pankaj Sinha & Priya Sawaliya, 2021, "Financial Constraints, Stock Returns and R&D in Indian Stock Market," Vision, , volume 25, issue 2, pages 192-200, June, DOI: 10.1177/0972262920988390.

2019

  1. Nitin Navin & Pankaj Sinha, 2019, "Market Structure and Competition in the Indian Microfinance Sector," Vikalpa: The Journal for Decision Makers, , volume 44, issue 4, pages 167-181, December, DOI: 10.1177/0256090919896641.

2016

  1. Harsh Vardhan & Pankaj Sinha, 2016, "Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 49-83, April, DOI: 10.1177/0972652715623677.
  2. Pankaj Sinha & Shalini Agnihotri, 2016, "Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH," Global Business Review, International Management Institute, volume 17, issue 5, pages 1145-1161, October, DOI: 10.1177/0972150916656670.
  3. Pankaj Sinha & Sakshi Sharma, 2016, "Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 7, issue 1, pages 35-46, March, DOI: 10.1007/s13198-015-0388-9.

2015

  1. Harsh Vardhan & Pankaj Sinha & Madhu Vij, 2015, "Behavior of Indian sectoral stock price indices in the post subprime crisis period," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 12, issue 1, pages 15-29, May, DOI: 10.1108/JAMR-10-2014-0061.

2013

  1. Sinha, Pankaj & Bansal, Vishakha, 2013, "Role of personal taxes in capital structure decisions: Evidence from India," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 9, issue 3, pages 1-15, DOI: 10.22004/ag.econ.245242.

2012

  1. Pankaj Sinha & Aastha Sharma & Harsh Vardhan Singh, 2012, "Prediction For The 2012 United States Presidential Election Using Multiple Regression Model," Journal of Prediction Markets, University of Buckingham Press, volume 6, issue 2, pages 77-97.

2011

  1. Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011, "Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 43-60.

2010

  1. Pankaj Sinha & Archit Johar, 2010, "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 1, pages 17-26, May.
  2. Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010, "Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 2, pages 1-14, September.

2009

  1. Sinha PANKAJ & Johar ARCHIT, 2009, "Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 2(8)_ Sum.

2008

  1. Pankaj Sinha & Ashok K. Bansal, 2008, "Hierarchical Bayes Prediction for the 2008 US Presidential Election," Journal of Prediction Markets, University of Buckingham Press, volume 2, issue 3, pages 47-59, December.
  2. Pankaj Sinha & Ashok Bansal, 2008, "Bayesian optimization analysis with ML-II ε-contaminated prior," Journal of Applied Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 203-211, DOI: 10.1080/02664760701775415.

2002

  1. Simrit Kaur, 2002, "The Employment Implication of Divestiture: The Indian Experience," Vision, , volume 6, issue 1, pages 59-72, January, DOI: 10.1177/097226290200600108.

Chapters

2014

  1. Simrit Kaur, 2014, "Food entitlements, subsidies and right to food: a South Asian perspective," Chapters, Edward Elgar Publishing, chapter 19, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar, "Handbook on Food".

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