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Kotha  Kiran Kumar
Kotha Kiran Kumar
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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
117*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
792016
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
372017
Maturity and volume effects on the volatility: Evidences from NSE fifty futures
PC Pati
10th Capital Markets Conference, Indian Institute of Capital Markets Paper, 2006
302006
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
282016
Impact of Futures Introduction on underlying Index volatility: Evidence from India
CM Kiran Kumar Kotha
Journal of Management Science, 26-42, 2007
23*2007
Price leadership between spot and futures markets
K Kumar, C Chaturvedula
Journal of Applied Finance and Banking 3 (1), 93, 2013
212013
Index Futures Trading and Spot Market Volatility Evidence from an Emerging Market
KS Nagaraj
ICFAI Journal of Applied Finance, 2004
212004
Foreign Fund Flows and Asset Prices: Evidence from the Indian Stock Market
VV Acharya, VR Anshuman, KK Kumar
19*2013
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
192007
Stock Liquidity and Firm Value: Evidence from a Policy Experiment in India
SJ Kiran Kumar Kotha
International Review of Finance, 2018
17*2018
FII Trading Activity and Intraday Volatility
VR Anshuman, R Chakrabarti, KK Kumar
Economic and Political Weekly 51 (12), 133-141, 2016
16*2016
Hiding Behind the Veil: Informed Trading and Pre-Trade Opacity
K Kumar, R Thirumalai, P Yadav
11*2010
Hedging effectiveness Of cross-listed Nifty index futures
KK Kumar, S Bose
Global Economy Journal 19 (02), 1950011, 2019
102019
Does behavioural theory explain return-implied volatility relationship? Evidence from India
P Chakrabarti, K Kiran Kumar
Cogent Economics & Finance 5 (1), 1355521, 2017
82017
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
82015
Institutional trading strategies and contagion around the financial crisis
VR Anshuman, R Chakrabarti, K Kumar
Available at SSRN 2143803, 2012
72012
Dynamic linkages between Singapore and NSE listed NIFTY futures and NIFTY spot markets
KK Kotha, S Bose
The Journal of Prediction Markets 10 (2), 1-13, 2016
62016
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
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
62011
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Articles 1–20