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DEBASISH MAITRA
DEBASISH MAITRA
Professor
Verified email at iimidr.ac.in
Title
Cited by
Cited by
Year
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
1062020
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
1022020
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
842019
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
772021
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
722018
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
662021
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
632012
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
472017
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
452022
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
432021
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
422022
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
392021
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
382020
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
362019
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
362019
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
352021
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
342017
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
332019
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
332012
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
262021
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