Pankaj Sinha
Names
| first: |
Pankaj |
| last: |
Sinha |
Identifer
Contact
| homepage: |
http://fms.edu |
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| postal address: |
Dr. Pankaj Sinha,
Professor of Financial Engineering,
Faculty of Management Studies,
University of Delhi,
Delhi |
Affiliations
-
University of Delhi
/ Faculty of Management Studies
Research profile
author of:
- Role of personal taxes in capital structure decisions: Evidence from India (RePEc:ags:pdcbeh:245242)
by Sinha, Pankaj & Bansal, Vishakha - Hierarchical Bayes Prediction for the 2008 US Presidential Election (RePEc:buc:jpredm:v:2:y:2008:i:3:p:47-59)
by Pankaj Sinha & Ashok K. Bansal - Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming (RePEc:buc:jpredm:v:4:y:2010:i:1:p:17-26)
by Pankaj Sinha & Archit Johar - Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing (RePEc:buc:jpredm:v:4:y:2010:i:2:p:1-14)
by Pankaj Sinha & Akshay Gupta & Hemant Mudgal - Prediction For The 2012 United States Presidential Election Using Multiple Regression Model (RePEc:buc:jpredm:v:6:y:2012:i:2:p:77-97)
by Pankaj Sinha & Aastha Sharma & Harsh Vardhan Singh - Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation (RePEc:eme:irjmsp:irjms-06-2021-0015)
by Priya Malhotra & Pankaj Sinha - Effect of subprime crisis on financing decisions and capital structure of Indian firms: a pre- and post- crisis study using system GMM methodology (RePEc:eme:jamrpp:jamr-01-2021-0034)
by Pankaj Sinha & Sandeep Vodwal - Behavior of Indian sectoral stock price indices in the post subprime crisis period (RePEc:eme:jamrpp:v:12:y:2015:i:1:p:15-29)
by Harsh Vardhan & Pankaj Sinha & Madhu Vij - Role of personal taxes in capital structure decisions: Evidence from India (RePEc:pdc:jrnbeh:v:9:y:2013:i:3:p:41-55)
by Pankaj Sinha - Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression (RePEc:pra:mprapa:103889)
by Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh - Prediction for the 2020 United States Presidential Election using Linear Regression Model (RePEc:pra:mprapa:103890)
by Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh - Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy (RePEc:pra:mprapa:103902)
by Sinha, Pankaj & Sawaliya, Priya & Sinha, Prateek - Hierarchical Bayes prediction for the 2008 US Presidential election (RePEc:pra:mprapa:10470)
by Sinha, Pankaj & Bansal, Ashok - Modeling and forecasting US presidential election 2024 (RePEc:pra:mprapa:122319)
by Sinha, Pankaj & verma, Kaushal & Biswas, Sumana & Tyagi, Shashank & Gogia, Shaily & Singh, Aakhyat & Kumar, Amit - Forecasting US Presidential Election 2024 using multiple machine learning algorithms (RePEc:pra:mprapa:122490)
by Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag - Evaluation of riskiness of Indian Banks and probability of book value insolvency (RePEc:pra:mprapa:15251)
by Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet - Algorithm for payoff calculation for option trading strategies using vector terminology (RePEc:pra:mprapa:15264)
by Sinha, Pankaj & Johar, Archit - Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions (RePEc:pra:mprapa:15396)
by Sinha, Pankaj & Jayaraman, Prabha - Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions (RePEc:pra:mprapa:16528)
by Sinha, Pankaj & Jayaraman, Prabha - Hedging Greeks for a portfolio of options using linear and quadratic programming (RePEc:pra:mprapa:20834)
by Sinha, Pankaj & Johar, Archit - Volatility Spillover in India, USA and Japan Investigation of Recession Effects (RePEc:pra:mprapa:21873)
by Sinha, Pankaj & Sinha, Gyanesh - Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors (RePEc:pra:mprapa:22416)
by Sinha, Pankaj & Jayaraman, Prabha - Myopic investment view of the Indian mutual fund industry (RePEc:pra:mprapa:22458)
by Manjrekar, Rajesh & Sinha, Pankaj - Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing (RePEc:pra:mprapa:25707)
by Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant - Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession (RePEc:pra:mprapa:26539)
by Sinha, Pankaj & Gupta, Sushant & Randev, Nakul - Modelling profitability of Indian banks (RePEc:pra:mprapa:31156)
by Sinha, Pankaj & Dutta, Dipanwita - Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector (RePEc:pra:mprapa:31253)
by Sinha, Pankaj & Gupta, Sushant - Analysis of WIMAX/BWA Licensing in India: A real option approach (RePEc:pra:mprapa:31280)
by Sinha, Pankaj & Gupta, Akshay - Valuation of 3G spectrum license in India: A real option approach (RePEc:pra:mprapa:31281)
by Sinha, Pankaj & Mudgal, Hemant - Algorithms for merging tick data and data analysis for Indian financial market (RePEc:pra:mprapa:32058)
by Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet - Determinants of Public Debt for middle income and high income group countries using Panel Data regression (RePEc:pra:mprapa:32079)
by Sinha, Pankaj & Arora, Varun & Bansal, Vishakha - Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques (RePEc:pra:mprapa:37662)
by Sinha, Pankaj & Jayaraman, Prabha - Evolution of Financing Needs in Indian Infrastructure (RePEc:pra:mprapa:38741)
by Sinha, Pankaj & Arya, Deepshikha & Singh, Shuchi - Algorithm for construction of portfolio of stocks using Treynor’s ratio (RePEc:pra:mprapa:40134)
by Sinha, Pankaj & Goyal, Lavleen - Evolution of security transaction tax in India (RePEc:pra:mprapa:40165)
by Sinha, Pankaj & Mathur, Kritika - Valuation of 2G spectrum in India- A real option approach (RePEc:pra:mprapa:40470)
by Sinha, Pankaj & Sathiyanarayanan, Nataraj - Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation (RePEc:pra:mprapa:40811)
by Sinha, Pankaj & Bansal, Vishakha - A note on Corporate Governance in Public Sector Undertakings in India (RePEc:pra:mprapa:41038)
by Sinha, Pankaj & Singhal, Anushree - Prediction for the 2012 United States Presidential Election using Multiple Regression Model (RePEc:pra:mprapa:41486)
by Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan - Economic scenario of United States of America before and after 2012 U.S. Presidential Election (RePEc:pra:mprapa:41886)
by Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti - Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models (RePEc:pra:mprapa:42062)
by Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun - Securities transaction tax and the stock market– an Indian experience (RePEc:pra:mprapa:42743)
by Sinha, Pankaj & Mathur, Kritika - Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables (RePEc:pra:mprapa:45816)
by Sinha, Pankaj & Kohli, Deepti - FDI in Retail in India: An Empirical Analysis (RePEc:pra:mprapa:46833)
by Sinha, Pankaj & Singhal, Anushree - A study on the Price Behavior of Base Metals traded in India (RePEc:pra:mprapa:47028)
by Sinha, Pankaj & Mathur, Kritika - Volatility Spillover in India, USA and Japan Investigation of Recession Effects (RePEc:pra:mprapa:47190)
by Sinha, Pankaj & Sinha, Gyanesh - Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model (RePEc:pra:mprapa:47442)
by Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti - Price, Return and Volatility Linkages of Base Metal Futures traded in India (RePEc:pra:mprapa:47864)
by Sinha, Pankaj & Mathur, Kritika - Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm (RePEc:pra:mprapa:48204)
by Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay - Capital structure puzzle: the interrelationship between leverage, taxes and other micro economic factors (RePEc:pra:mprapa:49878)
by Sinha, Pankaj & Bansal, Vishakha - Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach (RePEc:pra:mprapa:49962)
by Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj - International Linkages of Agri-Processed and Energy commodities traded in India (RePEc:pra:mprapa:50214)
by Sinha, Pankaj & Mathur, Kritika - Influence of Foreign Institutional Investments (FIIs) on the Indian stock market (RePEc:pra:mprapa:53611)
by Vardhan, Harsh & Sinha, Pankaj - Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization (RePEc:pra:mprapa:56307)
by Sinha, Pankaj & Agnihotri, Shalini - Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH (RePEc:pra:mprapa:58303)
by Sinha, Pankaj & Agnihotri, Shalini - Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms (RePEc:pra:mprapa:58310)
by Sinha, Pankaj & Bansal, Vishakha - Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System (RePEc:pra:mprapa:59930)
by Sinha, Pankaj & Mathur, Kritika - Dynamics of Day-Ahead Trading of Electricity in India (RePEc:pra:mprapa:59934)
by Mathur, Kritika & Sinha, Pankaj - Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework (RePEc:pra:mprapa:61379)
by Sinha, Pankaj & Sharma, Sakshi - Impact of Commodities Transaction Tax on Indian Commodity Futures (RePEc:pra:mprapa:63677)
by Sinha, Pankaj & Mathur, Kritika - Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach (RePEc:pra:mprapa:64369)
by Vardhan, Harsh & Sinha, Pankaj - Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM (RePEc:pra:mprapa:67088)
by Sinha, Pankaj & Agnihotri, Shalini - An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework (RePEc:pra:mprapa:68556)
by Sinha, Pankaj & Sharma, Sakshi & Ghosh, Sayan - A Review Paper on Carbon Trading (RePEc:pra:mprapa:69455)
by Kohli, Deepti & Sinha, Pankaj - Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector (RePEc:pra:mprapa:72247)
by Sinha, Pankaj & Sharma, Sakshi - Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model (RePEc:pra:mprapa:72251)
by Sinha, Pankaj & Sharma, Sakshi - Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India (RePEc:pra:mprapa:72966)
by Sinha, Pankaj & Mathur, Kritika - Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market (RePEc:pra:mprapa:72967)
by Sinha, Pankaj & Mathur, Kritika - Empirical Analysis of Developments in the Day Ahead Electricity Markets in India (RePEc:pra:mprapa:72969)
by Sinha, Pankaj & Mathur, Kritika - Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model (RePEc:pra:mprapa:74618)
by Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan - Forecasting United States Presidential election 2016 using multiple regression models (RePEc:pra:mprapa:74641)
by Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta - Indian Microfinance Sector: An Overview (RePEc:pra:mprapa:90478)
by Sinha, Pankaj & Navin, Nitin - Estimation of liquidity created by banks in India (RePEc:pra:mprapa:92563)
by Sinha, Pankaj & Grover, Naina - Behaviour of asset pricing models in pre and post-recession period: an evidence from India (RePEc:pra:mprapa:93084)
by Sawaliya, Priya & Sinha, Pankaj - Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM (RePEc:pra:mprapa:95482)
by Vodwal, Sandeep & Bansal, Vishakha & Sinha, Pankaj - Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models (RePEc:sae:emffin:v:15:y:2016:i:1:p:49-83)
by Harsh Vardhan & Pankaj Sinha - Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH (RePEc:sae:globus:v:17:y:2016:i:5:p:1145-1161)
by Pankaj Sinha & Shalini Agnihotri - Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? (RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24)
by Priya Malhotra & Pankaj Sinha - Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks (RePEc:sae:mareco:v:15:y:2021:i:2:p:183-204)
by Pankaj Sinha & Naina Grover - Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance (RePEc:sae:metjou:v:22:y:2023:i:1:p:38-54)
by Priya Malhotra & Pankaj Sinha - Market Structure and Competition in the Indian Microfinance Sector (RePEc:sae:vikjou:v:44:y:2019:i:4:p:167-181)
by Nitin Navin & Pankaj Sinha - Financial Constraints, Stock Returns and R&D in Indian Stock Market (RePEc:sae:vision:v:25:y:2021:i:2:p:192-200)
by Pankaj Sinha & Priya Sawaliya - Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM (RePEc:spr:ijsaem:v:13:y:2022:i:2:d:10.1007_s13198-021-01374-7)
by Pankaj Sinha & Sandeep Vodwal - Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework (RePEc:spr:ijsaem:v:7:y:2016:i:1:d:10.1007_s13198-015-0388-9)
by Pankaj Sinha & Sakshi Sharma - Bayesian optimization analysis with ML-II ε-contaminated prior (RePEc:taf:japsta:v:35:y:2008:i:2:p:203-211)
by Pankaj Sinha & Ashok Bansal - Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology (RePEc:ush:jaessh:v:4:y:2009:i:2(8)_summer2009:65)
by Sinha PANKAJ & Johar ARCHIT - Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession (RePEc:ush:jaessh:v:6:y:2011:i:1(15)_spring2011:p:129)
by Pankaj SINHA & Sushant GUPTA & Nakul RANDEV