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Saumya Ranjan Dash
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Cited by
Year
Investor sentiment and emerging stock market liquidity
B Debata, SR Dash, J Mahakud
Finance Research Letters 26, 15-31, 2018
992018
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
972020
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
752019
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
662018
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
562021
Investor sentiment, risk factors and stock return: evidence from Indian non-financial companies
SR Dash, J Mahakud
Journal of Indian Business Research 4 (3), 2012
452012
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
342022
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
332017
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
322022
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
312021
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
312020
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
292019
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
292019
Impact of Investor Sentiment on Stock Return: Evidence from India
SR Dash, J Mahakud
Journal of Management Research 13 (3), 2013
292013
Investor sentiment and stock return: do industries matter?
SR Dash, J Mahakud
Margin: The Journal of Applied Economic Research 7 (3), 315-349, 2013
282013
Market anomalies, asset pricing models, and stock returns: evidence from the Indian stock market
SR Dash, J Mahakud
Journal of Asia Business Studies 9 (3), 306-328, 2015
272015
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
252021
Investor sentiment and government policy interventions: evidence from COVID-19 spread
G Goel, SR Dash
Journal of Financial Economic Policy 14 (2), 242-267, 2022
232022
Corporate governance and firm performance relationship: Implications for risk‐adjusted return behavior
SR Dash, M Raithatha
Managerial and Decision Economics 40 (8), 923-940, 2019
222019
Conditional Multifactor Asset Pricing Model and Market Anomalies
SR Dash, J Mahakud
Journal of Indian Business Research 5 (4), 2013
182013
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