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Rahul Verma

Personal Details

First Name:Rahul
Middle Name:
Last Name:Verma
Suffix:
RePEc Short-ID:pve173
[This author has chosen not to make the email address public]

Affiliation

College of Business
University of Houston-Downtown

Houston, Texas (United States)
http://www.uhd.edu/academic/colleges/business/
RePEc:edi:cbuhdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005. "Do European Stock Markets Affect Latin American Stock Markets?," Finance 0512017, University Library of Munich, Germany.

Articles

  1. Verma, Rahul & Soydemir, Gökçe, 2009. "The impact of individual and institutional investor sentiment on the market price of risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1129-1145, August.
  2. Rahul Verma & Hasan Baklaci & Gokce Soydemir, 2008. "The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns," Applied Financial Economics, Taylor & Francis Journals, vol. 18(16), pages 1303-1317.
  3. Verma, Rahul & Verma, Priti, 2008. "Are survey forecasts of individual and institutional investor sentiments rational?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1139-1155, December.
  4. Verma, Rahul & Verma, Priti, 2007. "Noise trading and stock market volatility," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 231-243, July.
  5. Verma, Rahul & Soydemir, Gokce, 2006. "Modeling country risk in Latin America: A country beta approach," Global Finance Journal, Elsevier, vol. 17(2), pages 192-213, December.
  6. Verma, Rahul & Ozuna, Teofilo, 2005. "Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 73-87, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2005-12-20
  2. NEP-FMK: Financial Markets (1) 2005-12-20
  3. NEP-RMG: Risk Management (1) 2005-12-20

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