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by alumni of

Department of Management Studies
Indian Institute of Technology Madras
Madras / Chennai, India

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers


  1. Azwar Abdulsalam & Gowri Jayprakash & Abhijeet Chandra, 2020. "On the Pricing of Currency Options under Variance Gamma Process," Papers 2009.14113,


  1. Dhruv Mahajan & Abhijeet Chandra, 2019. "Stochastic Spread Pairs Trading in the Indian Commodity Market," Papers 1907.08397,


  1. Ananjan Bhattacharyya & Abhijeet Chandra, 2016. "The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits Not-so Sweet?," Papers 1610.01338,


  1. Chandra, Abhijeet & Kumar, Ravinder, 2011. "Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach," MPRA Paper 29722, University Library of Munich, Germany, revised 15 Mar 2011.


  1. Abhijeet, Chandra, 2010. "Does Government Expenditure on Education Promote Economic Growth? An Econometric Analysis," MPRA Paper 25480, University Library of Munich, Germany.


  1. Chandra, Abhijeet, 2009. "Stock Market Anomalies: A Calender Effect in BSE-Sensex," MPRA Paper 21290, University Library of Munich, Germany, revised 06 Oct 2009.


  1. Chandra, Abhijeet, 2008. "Decision Making in the Stock Market: Incorporating Psychology with Finance," MPRA Paper 21288, University Library of Munich, Germany, revised 01 Nov 2008.

Journal articles


  1. Abhinav Kumar Rajverma & Rakesh Arrawatia & Arun Kumar Misra & Abhijeet Chandra, 2019. "Ownership structure influencing the joint determination of dividend, leverage, and cost of capital," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1600462-160, January.


  1. Jadhao, Gaurav & Chandra, Abhijeet, 2017. "Application of VIX and entropy indicators for portfolio rotation strategies," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1367-1371.
  2. Abhijeet Chandra & Kantesha Sanningammanavara & A. Satya Nandini, 2017. "Does individual heterogeneity shape retail investor behaviour?," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(5), pages 578-593, May.
  3. Abhijeet Chandra & M. Thenmozhi, 2017. "Behavioural Asset Pricing: Review and Synthesis," Journal of Interdisciplinary Economics, , vol. 29(1), pages 1-31, January.


  1. Abhijeet CHANDRA, 2011. "Nexus between Government Expenditure on Education and Economic Growth: Empirical Evidences from India (English version)," Revista romaneasca pentru educatie multidimensionala - Journal for Multidimensional Education, Editura Lumen, Department of Economics, vol. 6, pages 73-85, April.



  1. Avijit Ghosh & Aditya Chourasiya & Lakshay Bansal & Abhijeet Chandra, 2021. "Connectedness of Markets with Heterogeneous Agents and the Information Cascades," Springer Proceedings in Business and Economics, in: Arnab Kumar Laha (ed.), Applied Advanced Analytics, pages 219-234, Springer.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.