Keshab Shrestha
Names
| first: |
Keshab |
| last: |
Shrestha |
Identifer
Contact
Affiliations
-
Sunway University
/ Business School
Research profile
author of:
- Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach (RePEc:bes:jnlbes:v:7:y:1989:i:2:p:219-25)
by Shrestha, Keshab - Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities (RePEc:bla:acctfi:v:59:y:2019:i:s2:p:1947-1975)
by Xunxiao Wang & Keshab Shrestha & Qi Sun - Multifractal Detrended Fluctuation Analysis of Return on Bitcoin (RePEc:bla:irvfin:v:21:y:2021:i:1:p:312-323)
by Keshab Shrestha - Insider Trading and Earnings Management (RePEc:bla:jbfnac:v:35:y:2008:i:3-4:p:331-346)
by Julia Sawicki & Keshab Shrestha - Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management (RePEc:bla:jbfnac:v:41:y:2014:i:7-8:p:926-949)
by Julia Sawicki & Keshab Shrestha - Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis (RePEc:bla:jfnres:v:25:y:2002:i:3:p:305-320)
by Keshab Shrestha & Sheng‐Syan Chen & Cheng‐few Lee - Do Stock Market Fluctuations Affect Suicide Rates? (RePEc:bla:jfnres:v:43:y:2020:i:4:p:737-765)
by Tomasz Piotr Wisniewski & Brendan John Lambe & Keshab Shrestha - An Institutional Isomorphism Perspective of Tourism Impact (RePEc:eee:anture:v:86:y:2021:i:c:s0160738320300657)
by Yang, I-Chieh Michelle & French, Juliana Angeline & Lee, Lianne Mei Quin & Shrestha, Keshab Man - Cross-country IPOs: What explains differences in underpricing? (RePEc:eee:corfin:v:17:y:2011:i:5:p:1289-1305)
by Banerjee, Suman & Dai, Lili & Shrestha, Keshab - The lag relationship between producer and consumer prices : An unobservable variable approach (RePEc:eee:ecolet:v:22:y:1986:i:2-3:p:175-179)
by Shrestha, Keshab - Multiple Cause Model with autocorrelated errors : A gain in efficiency analysis (RePEc:eee:ecolet:v:23:y:1987:i:3:p:257-262)
by Shrestha, Keshab - Estimation of a general linear model with an unobservable stochastic variable (RePEc:eee:ecolet:v:26:y:1988:i:3:p:259-264)
by Shrestha, Keshab - Price discovery in energy markets (RePEc:eee:eneeco:v:45:y:2014:i:c:p:229-233)
by Shrestha, Keshab - Pure martingale and joint normality tests for energy futures contracts (RePEc:eee:eneeco:v:63:y:2017:i:c:p:174-184)
by Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy - Quantile hedge ratio for energy markets (RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272)
by Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh - Price discovery in carbon exchange traded fund markets (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307)
by Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh - Analytical properties of Hasbrouck and generalized information shares (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003919)
by Lien, Donald & Shrestha, Keshab & Lee, Lianne Mei Quin - Fintech market efficiency: A multifractal detrended fluctuation analysis (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484)
by Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh - ESG and economic policy uncertainty: A wavelet application (RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010176)
by Shrestha, Keshab & Naysary, Babak - Impact of geopolitical risk on target debt ratio (RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013363)
by Shrestha, Keshab & Philip, Sheena Sara Suresh & Khaw, Karren Lee-Hwei - Monetary transmission via the administered interest rates channel (RePEc:eee:jbfina:v:30:y:2006:i:5:p:1467-1484)
by Chong, Beng Soon & Liu, Ming-Hua & Shrestha, Keshab - The differential effects of classified boards on firm value (RePEc:eee:jbfina:v:37:y:2013:i:11:p:3993-4013)
by Ahn, Seoungpil & Shrestha, Keshab - Pricing and hedging foreign equity options under Hawkes jump–diffusion processes (RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315110)
by Ma, Yong & Pan, Dongtao & Shrestha, Keshab & Xu, Weidong - Futures hedge ratios: a review (RePEc:eee:quaeco:v:43:y:2003:i:3:p:433-465)
by Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab - Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios (RePEc:eee:quaeco:v:48:y:2008:i:1:p:153-174)
by Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab - Hedging effectiveness comparisons: A note (RePEc:eee:reveco:v:17:y:2008:i:3:p:391-396)
by Lien, Donald & Shrestha, Keshab - Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia (RePEc:eme:imefmp:imefm-03-2021-0107)
by Jingya Li & Ming-Hua Liu & Keshab Shrestha - Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis (RePEc:kap:rqfnac:v:13:y:1999:i:1:p:83-99)
by Shrestha, Keshab - Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis (RePEc:kap:rqfnac:v:16:y:2001:i:1:p:65-80)
by Shrestha, Keshab & Welch, Robert L - Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions (RePEc:kap:rqfnac:v:22:y:2004:i:2:p:141-169)
by Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Keshab Shrestha - Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets (RePEc:kap:rqfnac:v:25:y:2005:i:2:p:139-157)
by Keshab Shrestha & Kok Tan - Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses (RePEc:kap:rqfnac:v:28:y:2007:i:2:p:163-185)
by Cheng-few Lee & Keshab Shrestha & Robert Welch - The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA (RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00975-4)
by Ming-Hua Liu & Tianyun Liu & Keshab Shrestha & Yang Zhang - Price Discovery in Agricultural Markets (RePEc:ris:ambsrv:0004)
by Shrestha, Keshab & Subramaniam, Ravichandran & Thiyagarajan, Thangarajah - Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process (RePEc:ris:ambsrv:0019)
by Shrestha, Keshab & Philip, Sheena & Peranginangin, Yessy - Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk (RePEc:ris:ambsrv:0077)
by Shrestha, Keshab & Philip, Sheena Sara Suresh & Peranginangin, Yessy - Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models (RePEc:spr:sprchp:978-3-030-91231-4_73)
by Keshab Shrestha & Cheng-Few Lee & Abdul Ghafoor - Three Alternative Methods for Estimating Hedge Ratios (RePEc:spr:sprchp:978-3-030-91231-4_74)
by Sheng-Syan Chen & Cheng-Few Lee & Fu-Lai Lin & Keshab Shrestha - Wage discrimination: a statistical test (RePEc:taf:apeclt:v:3:y:1996:i:10:p:649-651)
by Keshab Shrestha & Chris Sakellariou - Unknown item RePEc:taf:apfiec:v:20:y:2010:i:8:p:627-636 (article)
- Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis (RePEc:wly:coacre:v:33:y:2016:i:3:p:1238-1266)
by Sie Ting Lau & Keshab Shrestha & Jing Yu - On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio (RePEc:wly:jfutmk:v:21:y:2001:i:6:p:581-598)
by Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha - An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios (RePEc:wly:jfutmk:v:24:y:2004:i:4:p:359-386)
by Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha - Estimating the optimal hedge ratio with focus information criterion (RePEc:wly:jfutmk:v:25:y:2005:i:10:p:1011-1024)
by Donald Lien & Keshab Shrestha - An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis (RePEc:wly:jfutmk:v:27:y:2007:i:2:p:127-150)
by Donald Lien & Keshab Shrestha - A new information share measure (RePEc:wly:jfutmk:v:29:y:2009:i:4:p:377-395)
by Donald Lien & Keshab Shrestha - Price Discovery in Interrelated Markets (RePEc:wly:jfutmk:v:34:y:2014:i:3:p:203-219)
by Donald Lien & Keshab Shrestha - Quantile Estimation of Optimal Hedge Ratio (RePEc:wly:jfutmk:v:36:y:2016:i:2:p:194-214)
by Donald Lien & Keshab Shrestha & Jing Wu - Pricing Vulnerable Options with Jump Clustering (RePEc:wly:jfutmk:v:37:y:2017:i:12:p:1155-1178)
by Yong Ma & Keshab Shrestha & Weidong Xu - The Effects Of Price Dynamics On Optimal Futures Hedging (RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s201049521250008x)
by Donald Lien & Keshab Shrestha - Joint Normality Test for the Returns on the Futures and Spot (RePEc:wsi:wschap:9789811269943_0033)
by Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha - Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar (RePEc:wsi:wschap:9789811269943_0034)
by Cheng Few Lee & Keshab Shrestha & Robert L. Welch - Hedge Ratios: Theory and Applications (RePEc:wsi:wschap:9789811269943_0038)
by Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha