Kotha  Kiran Kumar
Kotha Kiran Kumar
Verified email at iimidr.ac.in
Title
Cited by
Cited by
Year
Equity market interlinkages: Transmission of volatility-A case of US and India
KK Kumar, C Mukhopadyay
NSE, India Research paper, Source: www. nseindia. com, 2002
107*2002
macroeconomic factors and indian stock market exploring long and short run relationships
KK Kumar, B Sahu
International Journal of Economic and Financial Issues 6 (3), 1081-1091, 2016
412016
Maturity and Volume Effects on the Volatility: Evidences from NSE Nifty Futures.
PC Pati, KK Kumar
ICFAI Journal of Derivatives Markets 4 (4), 2007
282007
Impact of Futures Introduction on underlying Index volatility: Evidence from India
CM Kiran Kumar Kotha
Journal of Management Science, 26-42, 2007
17*2007
Index Futures Trading and Spot Market Volatility Evidence from an Emerging Market
KS Nagaraj
ICFAI Journal of Applied Finance, 2004
172004
Price leadership between spot and futures markets
K Kumar, C Chaturvedula
Journal of Applied Finance and Banking 3 (1), 93, 2013
162013
Dynamic linkages between macroeconomic factors and Islamic stock indices in a non-Islamic country India
KK Kumar, B Sahu
The Journal of Developing Areas 51 (1), 193-205, 2017
142017
Volatility Spillovers from the US to Indian Stock Market: A Comparison of GARCH Models.
KK Kumar, C Mukhopadhyay
ICFAI Journal of Financial Economics 5 (4), 2007
142007
Information asymmetry and the information content of insider trades: Evidence from the Indian stock market
Y Chauhan, KK Kumar, C Chaturvedula
Journal of Multinational Financial Management 34, 65-79, 2016
122016
Foreign Fund Flows and Asset Prices: Evidence from the Indian Stock Market
VV Acharya, VR Anshuman, KK Kumar
12*2013
FII Trading Activity and Intraday Volatility
VR Anshuman, R Chakrabarti, KK Kumar
Economic and Political Weekly 51 (12), 133-141, 2016
10*2016
Hiding Behind the Veil: Informed Traders and Pre-Trade Opacity
KK Kotha, RS Thirumalai, PK Yadav
Available at SSRN 1572201, 2010
8*2010
A Panel Data Analysis of Determinants of Executive Compensation: Evidence from India
I Sridhar, KK Kumar
International Research Journal of Finance and Economics, 112-125, 2015
62015
Order Imbalance and Returns: Evidence from India
KKK Nikhil Rastogi, V N Reddy
International Journal of Managerial Finance 9 (2), 92-109, 2013
6*2013
Stock Liquidity and Firm Value: Evidence from a Policy Experiment in India
SJ Kiran Kumar Kotha
International Review of Finance, 2018
5*2018
G and Mallinath Kumbar (2012). Use of Electronic Information Resources and Search Pattern by the faculty of Autonomous Engineering Colleges in Bangalore: A Study
K Kumar
SALIS Journal of Library and Information Science 4 (1-4), 1-9, 0
5
Does behavioural theory explain return-implied volatility relationship? Evidence from India
P Chakrabarti, K Kiran Kumar
Cogent Economics & Finance 5 (1), 1355521, 2017
42017
DYNAMIC LINKAGES BETWEEN SINGAPORE AND NSE LISTED NIFTY FUTURES AND NIFTY SPOT MARKETS.
KK Kotha, S Bose
Journal of Prediction Markets 10 (2), 2016
42016
Global markets exposure and price efficiency: An empirical analysis of order flow dynamics of NYSE-listed Indian firms
K Kumar, V Mamidi, V Marisetty
Journal of International Financial Markets, Institutions and Money 21 (5 …, 2011
42011
High-frequency return-implied volatility relationship: empirical evidence from Nifty and India VIX
P Chakrabarti, KK Kumar
The Journal of Developing Areas 54 (3), 2020
32020
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Articles 1–20