| Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications K Guhathakurta, SR Dash, D Maitra Energy Economics 85, 104566, 2020 | 96 | 2020 |
| Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee, A Sensoy Research in International Business and Finance 53, 101230, 2020 | 94 | 2020 |
| Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets SH Kang, D Maitra, SR Dash, R Brooks Pacific-Basin Finance Journal 58, 101221, 2019 | 67 | 2019 |
| Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach SR Dash, D Maitra Finance Research Letters 26, 32-39, 2018 | 65 | 2018 |
| Dividend announcement and market response in Indian stock market: An event-study analysis D Maitra, K Dey Global Business Review 13 (2), 269-283, 2012 | 60 | 2012 |
| Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee, XV Vo Resources Policy 72, 102062, 2021 | 57 | 2021 |
| Economic policy uncertainty and stock market liquidity: Evidence from G7 countries SR Dash, D Maitra, B Debata, J Mahakud International Review of Finance 21 (2), 611-626, 2021 | 50 | 2021 |
| Is gold a weak or strong hedge and safe haven against stocks? Robust evidences from three major gold-consuming countries AB Dar, D Maitra Applied Economics 49 (53), 5491-5503, 2017 | 44 | 2017 |
| The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications D Maitra, K Guhathakurta, SH Kang Energy Economics 94, 105061, 2021 | 38 | 2021 |
| Asymmetric volatility connectedness among main international stock markets: A high frequency analysis W Mensi, D Maitra, XV Vo, SH Kang Borsa Istanbul Review 21 (3), 291-306, 2021 | 33 | 2021 |
| Sentiment and stock market volatility revisited: A time–frequency domain approach D Maitra, SR Dash Journal of Behavioral and Experimental Finance 15, 74-91, 2017 | 33 | 2017 |
| Price discovery in Indian commodity futures market: An empirical exercise K Dey, D Maitra International Journal of Trade and Global Markets 5 (1), 68-87, 2012 | 33 | 2012 |
| Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic D Maitra, MU Rehman, SR Dash, SH Kang The North American Journal of Economics and Finance 62, 101776, 2022 | 31 | 2022 |
| Return and volatility spillover among commodity futures, stock market and exchange rate: Evidence from India D Maitra, V Dawar Global Business Review 20 (1), 214-237, 2019 | 31 | 2019 |
| The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements SR Dash, D Maitra The North American Journal of Economics and Finance 62, 101712, 2022 | 29 | 2022 |
| Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications D Maitra, MU Rehman, SR Dash, SH Kang Energy Economics 102, 105499, 2021 | 27 | 2021 |
| Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification D Maitra, S Chandra, SR Dash Transportation Research Part E: Logistics and Transportation Review 138, 101962, 2020 | 27 | 2020 |
| The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis SR Dash, D Maitra Journal of Behavioral and Experimental Finance 22, 135-150, 2019 | 27 | 2019 |
| Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach SR Dash, D Maitra The Quarterly Review of Economics and Finance 81, 397-420, 2021 | 24 | 2021 |
| Asset quality determinants of Indian banks: Empirical evidence and policy issues R Arrawatia, V Dawar, D Maitra, SR Dash Journal of Public affairs 19 (4), e1937, 2019 | 24 | 2019 |
Saumya Ranjan DashIndian Institute of Management Indore (IIM Indore)Verified email at iimidr.ac.in
