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Alok Dixit
Alok Dixit
Associate Professor of Finance at IIM Lucknow
Verified email at iiml.ac.in
Title
Cited by
Cited by
Year
Liquidity of financial markets: a review
A Tripathi, A Dixit
Studies in Economics and Finance 37 (2), 201-227, 2020
262020
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
222009
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
182010
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
172011
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
162016
Adaptive market hypothesis and investor sentiments: global evidence
A Tripathi, A Dixit
Managerial Finance 46 (11), 1407-1436, 2020
152020
Liquidity commonality in the cryptocurrency market
A Tripathi, A Dixit, Vipul
Applied Economics 54 (15), 1727-1741, 2022
92022
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
92007
Liquidity commonality in extreme quantiles: Indian evidence
A Tripathi, A Dixit
Finance Research Letters 38, 101448, 2021
82021
Limit order books: a systematic review of literature
A Tripathi, A Dixit
Qualitative Research in Financial Markets 12 (4), 505-541, 2020
72020
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
52018
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
52010
Information content of order imbalance in an order-driven market: Indian Evidence
A Tripathi, A Dixit
Finance Research Letters 41, 101863, 2021
42021
Derrivative Markets in India: Trading, Pricing, and Risk Management
A Dixit, SS Yadav, PK Jain
Tata McGraw-Hill Education, 2012
32012
Global Component of Sentiment in Futures Markets: Evidence from Covid-19 Pandemic
A Tripathi, A Dixit
American Business Review 26 (2), 4, 2023
22023
Options pricing and short‐selling in the underlying: Evidence from India
A Dixit, S Singh
Journal of Futures Markets 39 (10), 1250-1268, 2019
22019
Liquidity commonality beyond best prices: Indian evidence
A Tripathi, Vipul, A Dixit
Journal of Asset Management 21, 355-373, 2020
12020
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
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