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Rakesh Gupta

Personal Details

First Name:Rakesh
Middle Name:
Last Name:Gupta
Suffix:
RePEc Short-ID:pgu248
https://www.griffith.edu.au/business-government/griffith-business-school/departments/depar
+61 7 3735 7593

Affiliation

(50%) Griffith Business School
Griffith University

Brisbane, Australia
https://www.griffith.edu.au/griffith-business-school



Nathan, Brisbane, Queensland, 4111
RePEc:edi:bsgriau (more details at EDIRC)

(50%) Department of Accounting, Finance and Economics
Griffith Business School
Griffith University

Brisbane, Australia
https://www.griffith.edu.au/griffith-business-school/departments/accounting-finance-economics

(07) 3875-5364
(07) 3875-7750
Nathan, Brisbane, Queensland, 4111
RePEc:edi:segriau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016. "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper 88512, University Library of Munich, Germany, revised Mar 2016.
  2. Tian Yuan & Rakesh Gupta & Eduardo Roca, 2015. "Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs," Discussion Papers in Finance finance:201502, Griffith University, Department of Accounting, Finance and Economics.
  3. Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca, 2015. "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Discussion Papers in Finance finance:201506, Griffith University, Department of Accounting, Finance and Economics.
  4. Guidi, Francesco & Gupta, Rakesh, 2012. "Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors," Greenwich Papers in Political Economy 8242, University of Greenwich, Greenwich Political Economy Research Centre.
  5. Guidi, Francesco & Gupta, Rakesh, 2012. "Market efficiency in the ASEAN region: Evidence from multivariate and cointegration tests," Greenwich Papers in Political Economy 8791, University of Greenwich, Greenwich Political Economy Research Centre.
  6. Francesco Guidi & Rakesh Gupta, 2011. "Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests," Discussion Papers in Finance finance:201113, Griffith University, Department of Accounting, Finance and Economics.
  7. Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2010. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," MPRA Paper 21984, University Library of Munich, Germany.
  8. Guidi, Francesco & Gupta, Rakesh, 2010. "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper 21732, University Library of Munich, Germany.
  9. Guidi, Francesco, 2010. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper 19853, University Library of Munich, Germany.
  10. Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
  11. Francesco Guidi & Rakesh Gupta, "undated". "2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors," Discussion Papers in Finance finance:201214, Griffith University, Department of Accounting, Finance and Economics.

Articles

  1. Li Jiujin & Rakesh Gupta & Li Haihong & Shao Qiang, 2020. "Private Equity Characteristics, Corporate Governance and Firm Value: Empirical Evidence from Small and Medium‐sized Enterprises," Asian Economic Journal, East Asian Economic Association, vol. 34(2), pages 163-183, June.
  2. Jianjun Xu & Lijie Yu & Rakesh Gupta, 2020. "Evaluating the Performance of the Government Venture Capital Guiding Fund Using the Intuitionistic Fuzzy Analytic Hierarchy Process," Sustainability, MDPI, Open Access Journal, vol. 12(17), pages 1-24, August.
  3. Hui An & Qianmiao Zou & Ying Zhang & Rakesh Gupta, 2019. "Property Prices: How Effective is a Property-Purchasing Limitation Policy for Managing Affordability?," International Real Estate Review, Asian Real Estate Society, vol. 22(2), pages 197-229.
  4. Mo, Di & Gupta, Rakesh & Li, Bin & Singh, Tarlok, 2018. "The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets," Economic Modelling, Elsevier, vol. 70(C), pages 543-560.
  5. Mohamed Kargbo & An Hui & Zhuwei Li & Rakesh Gupta, 2017. "Determinants of economic growth in the event of sustained war: case of Sierra Leone," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 18(4), pages 429-452.
  6. Luo Wang & Bin Li & Rakesh Gupta & Jen-Je Su & Benjamin Liu, 2017. "Return Predictability in Australian Managed Funds," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 16(1), pages 1-19, June.
  7. Rakesh Gupta & Junhao Yang & Thadavillil Jithendranathan, 2017. "Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach," Australian Economic Papers, Wiley Blackwell, vol. 56(2), pages 134-162, June.
  8. Kanhaiya Singh & Rakesh Gupta, 2017. "A comparative study of implementation of Basel 3 norms - an analysis of select countries," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 19(3), pages 433-453.
  9. Paramati, Sudharshan Reddy & Mo, Di & Gupta, Rakesh, 2017. "The effects of stock market growth and renewable energy use on CO2 emissions: Evidence from G20 countries," Energy Economics, Elsevier, vol. 66(C), pages 360-371.
  10. Gupta, Rakesh & Yuan, Tian & Roca, Eduardo, 2016. "Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 230-239.
  11. Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016. "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 8(2), pages 121-145.
  12. Sudharshan Reddy Paramati & Rakesh Gupta & An Hui, 2016. "Trade and Investment Linkages and Stock Market Long-Run Relationship," Australian Economic Papers, Wiley Blackwell, vol. 55(2), pages 149-169, June.
  13. Sudharshan Reddy Paramati & Rakesh Gupta & Suneel Maheshwari & Vinu Nagar, 2016. "The empirical relationship between the value of rupee and performance of information technology firms: evidence from India," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 16(4), pages 512-529.
  14. Hui An & Lijie Yu & Rakesh Gupta, 2016. "Capital Inflows and House Prices: Aggregate and Regional Evidence from China," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 451-475, December.
  15. Sudharshan Reddy Paramati & Eduardo Roca & Rakesh Gupta, 2016. "Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia," Applied Economics, Taylor & Francis Journals, vol. 48(44), pages 4210-4226, September.
  16. Di Mo & Neda Todorova & Rakesh Gupta, 2015. "Implied volatility smirk and future stock returns: evidence from the German market," Managerial Finance, Emerald Group Publishing, vol. 41(12), pages 1357-1379, December.
  17. Kabir, Md. Nurul & Worthington, Andrew & Gupta, Rakesh, 2015. "Comparative credit risk in Islamic and conventional bank," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 327-353.
  18. Aswini Sukumaran & Rakesh Gupta & Thadavilil Jithendranathan, 2015. "Looking at new markets for international diversification: frontier markets," International Journal of Managerial Finance, Emerald Group Publishing, vol. 11(1), pages 97-116, February.
  19. Rakesh Gupta & Nupur Pavan Bang, 2015. "Diversification into other emerging nations: evidence from India," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 15(1), pages 1-19.
  20. Tian Yuan & Rakesh Gupta & Robert J. Bianchi, 2015. "The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-28.
  21. Paramati & Rakesh Gupta & Eduardo Roca, 2015. "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Applied Economics, Taylor & Francis Journals, vol. 47(49), pages 5303-5319, October.
  22. Yuan, Tian & Gupta, Rakesh, 2014. "Chinese Lunar New Year effect in Asian stock markets, 1999–2012," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 529-537.
  23. Rakesh Gupta & Junhao Yang & Parikshit K. Basu, 2014. "Market efficiency in emerging economies - case of Vietnam," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 13(1), pages 25-40.
  24. Francesco Guidi & Rakesh Gupta, 2013. "Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests," Applied Financial Economics, Taylor & Francis Journals, vol. 23(4), pages 265-274, February.
  25. Rakesh Gupta & Thadavillil Jithendranathan, 2012. "Fund flows and past performance in Australian managed funds," Accounting Research Journal, Emerald Group Publishing, vol. 25(2), pages 131-157, September.
  26. Gupta, Rakesh & Guidi, Francesco, 2012. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 10-22.
  27. Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011. "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(3), pages 337-389, December.
  28. Gupta, R. & Donleavy, G.D., 2009. "Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective," Journal of Multinational Financial Management, Elsevier, vol. 19(2), pages 160-177, April.

More information

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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 5 papers 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-FMK: Financial Markets (2) 2010-04-04 2015-08-30
  2. NEP-TRA: Transition Economics (2) 2010-04-04 2010-04-17
  3. NEP-CIS: Confederation of Independent States (1) 2015-05-02
  4. NEP-CWA: Central & Western Asia (1) 2010-01-16
  5. NEP-GER: German Papers (1) 2015-08-30
  6. NEP-IFN: International Finance (1) 2010-04-04
  7. NEP-SEA: South East Asia (1) 2010-01-16

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