Daniel Lazar
Personal Details
First Name: | Daniel |
Middle Name: | |
Last Name: | Lazar |
Suffix: | |
RePEc Short-ID: | pda554 |
[This author has chosen not to make the email address public] | |
Professor Department of Commerce Pondicherry University Pondicherry - 14 | |
+919486650016 |
Affiliation
Department of Commerce
School of Management
Pondicherry University
Puducherry, Indiahttp://www.pondiuni.edu.in/department/department-commerce
RePEc:edi:dcponin (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Maria Immanuvel Susai & Lazar Daniel, 2024. "Gold Smuggling in India and Its Effect on the Bullion Industry," JRFM, MDPI, vol. 17(3), pages 1-19, March.
- S. Maria Immanuvel & D. Lazar, 2023. "Does Information Spillover and Leverage Effect Exist in World Gold Markets?," Global Business Review, International Management Institute, vol. 24(3), pages 475-487, June.
- Maria Immanuvel S & Daniel Lazar, 2022. "Does Volume of Gold Consumption Influence the World Gold Price?," JRFM, MDPI, vol. 15(7), pages 1-14, June.
- S. Maria Immanuvel & D. Lazar, 2021. "Elasticities of Gold Demand—An Empirical Analysis Using Cointegration and Error Correction Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(2), pages 131-142, December.
- J. Navas & P. Dhanavanthan & D. Lazar, 2021. "Is Risk Based Capital Ratio a True Measure of the Soundness of Banks? Evidence From India," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 92-102, May.
- Jalaludeen Navas & Periyasamy Dhanavanthan & Daniel Lazar, 2020. "How Efficient Are Indian Banks in Managing the Risk-Return Trade-Off? An Empirical Analysis," Risks, MDPI, vol. 8(4), pages 1-13, December.
- Namitha K. Cheriyan & Lazar Daniel, 2019. "Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 17-22.
- Waseem Raza & D Lazar, 2018. "An Enquiry into the Financial Literacy: Evidence from Rural Tribal Population of Tripura," Shanlax International Journal of Economics, Shanlax Journals, vol. 6(2), pages 167-176, March.
- Babu Jose & Daniel Lazar, 2015. "Causality between Indian Futures and Cash Markets - Analysis with Granger Causality Block Exogenity Model," Asian Business Review, Asian Business Consortium, vol. 5(3), pages 103-110.
- Babu Jose & D. Lazar, 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Namitha K. Cheriyan & Lazar Daniel, 2019.
"Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market,"
International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 17-22.
Cited by:
- Siti Nurlaela & Bambang Mursito & Eny Kustiyah & Istiqomah & Sri Hartono, 2019. "Asset Turnover, Capital Structure and Financial Performance Consumption Industry Company in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 297-301.
- Uhunmwangho, Monday, 2022. "Determinants of Stock Market Volatility in Africa," African Journal of Economic Review, African Journal of Economic Review, vol. 10(2), March.
- Bouteska, Ahmed & Sharif, Taimur & Isskandarani, Layal & Abedin, Mohammad Zoynul, 2025. "Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Babu Jose & D. Lazar, 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.
Cited by:
- Vishwas B. & N. Sivakumar, 2016. "Mutual Fund Portfolio Hedging Using Index Futures: An Empirical Analysis," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(3), pages 203-210, August.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Daniel Lazar should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.