Liquidity of financial markets: a review A Tripathi, A Dixit Studies in Economics and Finance 37 (2), 201-227, 2020 | 26 | 2020 |
Violation of lower boundary condition and market efficiency: An investigation into the Indian options market A Dixit, SS Yadav, PK Jain Journal of Derivatives & Hedge Funds 15, 3-14, 2009 | 22 | 2009 |
Informational efficiency of implied volatilities of S&P CNX Nifty index options: A study in Indian securities market A Dixit, SS Yadav, PK Jain Journal of Advances in Management Research 7 (1), 32-57, 2010 | 18 | 2010 |
Testing lower boundary conditions for index options using futures prices: Evidences from the Indian options market A Dixit, SS Yadav, PK Jain Vikalpa 36 (1), 15-32, 2011 | 17 | 2011 |
Performance of the Heston’s stochastic volatility model: A study in Indian index options market S Singh, A Dixit Theoretical Economics Letters 6 (2), 151-165, 2016 | 16 | 2016 |
Adaptive market hypothesis and investor sentiments: global evidence A Tripathi, A Dixit Managerial Finance 46 (11), 1407-1436, 2020 | 15 | 2020 |
Liquidity commonality in the cryptocurrency market A Tripathi, A Dixit, Vipul Applied Economics 54 (15), 1727-1741, 2022 | 9 | 2022 |
TESTING THE EXPECTATIONS HYPOTHESIS ON THE TERM STRUCTURE OF VOLATILITIES IMPLIED BY INDEX OPTIONS: STUDY OF THE INDIAN SECURITIES MARKET. A Dixit, SS Yadav, PK Jain Journal of Financial Management & Analysis 20 (2), 2007 | 9 | 2007 |
Liquidity commonality in extreme quantiles: Indian evidence A Tripathi, A Dixit Finance Research Letters 38, 101448, 2021 | 8 | 2021 |
Limit order books: a systematic review of literature A Tripathi, A Dixit Qualitative Research in Financial Markets 12 (4), 505-541, 2020 | 7 | 2020 |
Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market A Dixit, S Singh Journal of Quantitative Economics 16, 57-88, 2018 | 5 | 2018 |
Pricing of Options In Indian Derivatives Market: A Survey of Trading Member Organizations A Dixit, SS Yadav, PK Jain South Asian Journal of Management 17 (4), 105-132, 2010 | 5 | 2010 |
Information content of order imbalance in an order-driven market: Indian Evidence A Tripathi, A Dixit Finance Research Letters 41, 101863, 2021 | 4 | 2021 |
Derrivative Markets in India: Trading, Pricing, and Risk Management A Dixit, SS Yadav, PK Jain Tata McGraw-Hill Education, 2012 | 3 | 2012 |
Global Component of Sentiment in Futures Markets: Evidence from Covid-19 Pandemic A Tripathi, A Dixit American Business Review 26 (2), 4, 2023 | 2 | 2023 |
Options pricing and short‐selling in the underlying: Evidence from India A Dixit, S Singh Journal of Futures Markets 39 (10), 1250-1268, 2019 | 2 | 2019 |
Liquidity commonality beyond best prices: Indian evidence A Tripathi, Vipul, A Dixit Journal of Asset Management 21, 355-373, 2020 | 1 | 2020 |
Daily beta adjustment: evidence from the Indian equity market S Bajpai, A Dixit International Journal of Indian Culture and Business Management 15 (2), 121-151, 2017 | | 2017 |
Impact of Derivative Trading on Liquidity of the Underlying Asset: Some Evidences from the Indian Securities Market A Srivastava, Sandeep, Yadav, Surendra S., Jain, P. K., & Dixit Indian Journal of Finance and Research 16 (1&2), 3-16, 2007 | | 2007 |