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Ajay Pandey
Ajay Pandey
IIM Ahmedabad
Verified email at iima.ac.in
Title
Cited by
Cited by
Year
Price and volatility spillovers across North American, European and Asian stock markets
P Singh, B Kumar, A Pandey
International Review of Financial Analysis 19 (1), 55-64, 2010
2262010
Towards reform of land acquisition framework in India
S Morris, A Pandey
Economic and Political Weekly, 2083-2090, 2007
852007
Volatility models and their performance in Indian capital markets
A Pandey
Vikalpa 30 (2), 27-46, 2005
842005
Hedging effectiveness of constant and time varying hedge ratio in Indian stock and commodity futures markets
B Kumar, P Singh, A Pandey
Available at SSRN 1206555, 2008
702008
International linkages of the Indian commodity futures markets
B Kumar, A Pandey
Modern Economy 2 (03), 213-227, 2011
572011
Market efficiency in Indian commodity futures markets
B Kumar, A Pandey
Journal of Indian Business Research 5 (2), 101-121, 2013
522013
Takeover announcements, open offers, and shareholders' returns in target firms
A Pandey
Vikalpa 26 (3), 19-30, 2001
472001
Land markets in India: Distortions and issues
S Morris, A Pandey
India infrastructure report, 2009
432009
Initial returns, long run performance and characteristics of issuers: Differences in Indian IPOs following fixed price and book building processes
A Pandey
432005
Expiration‐day effects and the impact of short trading breaks on intraday volatility: Evidence from the Indian market
SK Agarwalla, A Pandey
Journal of Futures Markets 33 (11), 1046-1070, 2013
302013
Price and Volatility Spillovers Across North American, European, and Asian Stock Markets: With Special Focus on Indian Stock Market
P Singh, B Kumar, A Pandey
Indian Institute of Management, Ahmedabad, 2008
282008
Extreme-value volatility estimators and their empirical performance in Indian capital markets
A Pandey
NSE Research Paper, 2002
252002
The dynamic relationship between price and trading volume: Evidence from Indian stock market
B Kumar, P Singh, A Pandey
Available at SSRN 1527562, 2009
232009
Impact of the introduction of call auction on price discovery: evidence from the Indian stock market using high-frequency data
SK Agarwalla, J Jacob, A Pandey
International Review of Financial Analysis 39, 167-178, 2015
192015
Price discovery in emerging commodity markets: Spot and futures relationship in Indian commodity futures market
B Kumar, A Pandey
Bogazici Journal 25 (1), 79-121, 2011
162011
Role of Indian commodity derivatives market in hedging price risk: Estimation of constant and dynamic hedge ratio and hedging effectiveness
B Kumar, A Pandey
22nd Australasian Finance and Banking Conference, 2009
162009
Price volatility, trading volume and open interest: evidence from Indian commodity futures markets
B Kumar, A Pandey
Trading Volume and Open Interest: Evidence from Indian Commodity Futures …, 2010
152010
Modeling and forecasting volatility in Indian capital markets
A Pandey
152003
Relative effectiveness of signals in IPOs in Indian Capital markets
A Pandey, GA Kumar
Indian Institute of Management, 2001
152001
India Infrastructure Report 2009: Land–A Critical Resource for Infrastructure
M Nirmal, R Sarkar, A Pandey
3iNetwork, Oxford Univ. Press. New Delhi, 2009
132009
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