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Publications

by members of

Faculty of Management Studies
University of Delhi
Delhi, 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 institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

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 72247, University Library of Munich, Germany.
  2. Sinha, Pankaj & Sharma, Sakshi, 2016. "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper 72251, University Library of Munich, Germany.

2015

  1. Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.
  2. Vardhan, Harsh & Sinha, Pankaj, 2015. "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper 64369, University Library of Munich, Germany, 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 67088, University Library of Munich, Germany, 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 68556, University Library of Munich, Germany, revised 28 Dec 2015.

2014

  1. Vardhan, Harsh & Sinha, Pankaj, 2014. "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper 53611, University Library of Munich, Germany.
  2. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, 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 58303, University Library of Munich, Germany.
  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 58310, University Library of Munich, Germany, revised 30 Jul 2014.
  5. Mathur, Kritika & Sinha, Pankaj, 2014. "Dynamics of Day-Ahead Trading of Electricity in India," MPRA Paper 59934, University Library of Munich, Germany.
  6. Sinha, Pankaj & Mathur, Kritika, 2014. "Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System," MPRA Paper 59930, University Library of Munich, Germany.
  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 61379, University Library of Munich, Germany, revised 16 Jan 2015.
  8. Kohli, Deepti & Sinha, Pankaj, 2014. "A Review Paper on Carbon Trading," MPRA Paper 69455, University Library of Munich, Germany, revised 30 Jan 2016.

2013

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

2012

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

2011

  1. Sinha, Pankaj & Dutta, Dipanwita, 2011. "Modelling profitability of Indian banks," MPRA Paper 31156, University Library of Munich, Germany.
  2. Sinha, Pankaj & Mudgal, Hemant, 2011. "Valuation of 3G spectrum license in India: A real option approach," MPRA Paper 31281, University Library of Munich, Germany.
  3. Sinha, Pankaj & Gupta, Sushant, 2011. "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper 31253, University Library of Munich, Germany.
  4. Sinha, Pankaj & Gupta, Akshay, 2011. "Analysis of WIMAX/BWA Licensing in India: A real option approach," MPRA Paper 31280, University Library of Munich, Germany.
  5. Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011. "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper 32058, University Library of Munich, Germany.
  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 32079, University Library of Munich, Germany.

2010

  1. Siddhartha Mitra & Suman Bery & Gupta D B & Reeta Krishna, 2010. "The Nature of Rural Infrastructure: Problems and Prospects," Working Papers id:2357, eSocialSciences.
  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 id:2733, eSocialSciences.
  3. Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.
  4. Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.
  5. Sinha, Pankaj & Jayaraman, Prabha, 2010. "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper 22416, University Library of Munich, Germany.
  6. Manjrekar, Rajesh & Sinha, Pankaj, 2010. "Myopic investment view of the Indian mutual fund industry," MPRA Paper 22458, University Library of Munich, Germany.
  7. 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 25707, University Library of Munich, Germany.
  8. Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
  9. Simrit Kaur & Vani S. Kulkarni & Raghav Gaiha & Manoj K. Pandey, 2010. "Prospects of Non-Farm Employment and Welfare in Rural Areas," ASARC Working Papers 2010-05, The Australian National University, Australia South Asia Research Centre.

2009

  1. Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany.
  2. Sinha, Pankaj & Johar, Archit, 2009. "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper 15264, University Library of Munich, Germany.
  3. 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 15396, University Library of Munich, Germany.
  4. 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 16528, University Library of Munich, Germany.
  5. Kaur, Simrit, 2009. "Social Safety Nets, Economic Freedom and Public Policy," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 16, Verein für Socialpolitik, Research Committee Development Economics.

2008

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

2004

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

Journal articles

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, vol. 15(1), pages 49-83, April.
  2. 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 & Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 7(1), pages 35-46, March.

2013

  1. Pankaj Sinha, 2013. "Role of personal taxes in capital structure decisions: Evidence from India," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 41-55, October.

2012

  1. Pankaj SINHA & Lavleen GOYAL, 2012. "Algorithm for Construction of Portfolio of Stocks using Treynor's Ratio," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 56-62, June.
  2. 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, vol. 6(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, vol. 6(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, vol. 4(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, vol. 4(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, vol. 4(2(8)_ Sum).

2008

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

2002

  1. Simrit Kaur, 2002. "The Employment Implication of Divestiture: The Indian Experience," Vision, , vol. 6(1), pages 59-72.

Chapters

2014

  1. Simrit Kaur, 2014. "Food entitlements, subsidies and right to food: a South Asian perspective," Chapters, in: Handbook on Food, chapter 19, pages 482-514 Edward Elgar Publishing.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.