Abhay Abhyankar

发表

Uncovering nonlinear structure in real-time stock-market indexes: the S&P 500, the DAX, the Nikkei 225, and the FTSE-100

Abhay Abhyankar, L. Copeland, W. Wong, 1997 .

A STUDY OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET THROUGH ANALYSIS OF ULTRA-HIGH FREQUENCY DATA

Abhay Abhyankar, L. Copeland, W. Wong, 1999 .

Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability

Giorgio Valente, Lucio Sarno, Abhay Abhyankar, 2004 .

Derivatives Reporting Practices by Multinationals

Abhay Abhyankar, P. Klumpes, Pengguo Wang, 2010 .

Linear and nonlinear Granger causality: Evidence from the U.K. stock index futures market

Abhay Abhyankar, 1998 .

LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market

Abhay Abhyankar, L. Copeland, W. Wong, 1999 .

The Optimal Use of Return Predictability: An Empirical Study

Abhay Abhyankar, D. Basu, A. Stremme, 2012 .

Value versus growth: stochastic dominance criteria

Abhay Abhyankar, Keng-Yu Ho, Huainan Zhao, 2006 .

Long-run post-merger stock performance of UK acquiring firms: a stochastic dominance perspective

Abhay Abhyankar, Keng-Yu Ho, Huainan Zhao *, 2005 .

Exploring Long-Run Abnormal Performance Using Stochastic Dominance Criteria: Additional Evidence from Ipos

Abhay Abhyankar, Keng-Yu Ho, 2004 .

Circus Ring to Zoo to Museum: The Fragility of Factors in Characteristic-based Asset Pricing Models

Abhay Abhyankar, Yudi Wu, 2019, SSRN Electronic Journal.

Overcoming Arbitrage Limits: Option Trading and Momentum Returns

Abhay Abhyankar, I. Filippou, P. A. Garcia-Ares, 2019 .

Factor Forestry: Pruning using an Economic Chainsaw

Abhay Abhyankar, Yudi Wu, 2021 .

What Drives Corporate Bond Market Betas

Abhay Abhyankar, Angelica Gonzalez, 2007 .

The Optimal Use of Return Predictability: An Empirical Analysis

Abhay Abhyankar, D. Basu, A. Stremme, 2005 .

Long-Horizon Abnormal Performance after Seos Revisited: An Asset Allocation Perspective

Abhay Abhyankar, Keng-Yu Ho, 2002 .

Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach

Abhay Abhyankar, D. Basu, A. Stremme, 2002 .

Return Predictability, Market Timing and Volatility: Evidence from the Short Rate Revisited

Abhay Abhyankar, Phil Davies, 2002 .

Efficient Use of Conditioning Information: A Sharpe Ratio Based Test of Return Predictability

Abhay Abhyankar, D. Basu, A. Stremme, 2002 .

Portfolio-Based Tests of Conditional Factor Models 1

Abhay Abhyankar, D. Basu, A. Stremme, 2002 .

Oil Price Shocks and the Stock Market: Evidence from Japan

Bing Xu, Abhay Abhyankar, Jiayue Wang, 2013 .

Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets☆

Abhay Abhyankar, 1995 .

Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom

Abhay Abhyankar, L. Copeland, W. Wong, 1995 .

Salvaging the C-CAPM: Currency Carry Trade Risk Premia and Conditioning Information

Abhay Abhyankar, Angelica Gonzalez, Olga Klinkowska, 2011 .

Long-run abnormal performance following convertible preference share and convertible bond issues: New evidence from the United Kingdom

Abhay Abhyankar, Keng-Yu Ho, 2006 .

International value versus growth: evidence from stochastic dominance analysis

Abhay Abhyankar, Keng-Yu Ho, Huainan Zhao, 2009 .

Block Ownership, Investment and Uncertainty: Evidence from U.S. Firms

Abhay Abhyankar, Jinlin Li, 2019, SSRN Electronic Journal.

Dynamic Factors and the Predictability of Consumption Growth

Abhay Abhyankar, Olga Klinkowska, 2011 .

Uncovering Dividend Growth Predictability: New Evidence from the Post-WW II Period

Abhay Abhyankar, P. A. Garcia-Ares, 2015 .

Comparing Asset Pricing Models: What Does the Hansen-Jagannathan Distance Tell Us?

Abhay Abhyankar, Xiang Zhang, 2013 .

Wealth effects of convertible bond and convertible preference share issues: An empirical analysis of the UK market

Abhay Abhyankar, A. Dunning, 1999 .

Barcelona Economics Working Paper Series a Unifying Approach to the Empirical Evaluation of Asset Pricing Models a Unifying Approach to the Empirical Evaluation of Asset Pricing Models *

L. Hansen, Enrique Sentana, Abhay Abhyankar, 2022 .

Consumption Risk and the Cross-Section of Government Bond Returns

Abhay Abhyankar, Olga Klinkowska, Soyeon Lee, 2011 .

News and the Cross-Section of Expected Corporate Bond Returns

Abhay Abhyankar, Angelica Gonzalez, 2008 .

News and the Cross-Section of Corporate Bond Returns

Abhay Abhyankar, Angelica Gonzalez, 2009 .

Are Government Bonds risky assets

Abhay Abhyankar, Olga Klinkowska, Soyeon Lee, 2008 .

Bid‐ask Spreads, Trading Volume and Volatility: Intra‐day Evidence from the London Stock Exchange

Dipak Ghosh, Abhay Abhyankar, E. Levin, 1997 .

Return and volatility dynamics in the FT‐SE 100 stock index and stock index futures markets

Abhay Abhyankar, Abhay Abhyankar, 1995 .

Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability

Abhay Abhyankar, Lucio Sarno, Giorgio Valente, 2004 .

Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach

Abhay Abhyankar, D. Basu, A. Stremme, 2002 .

Portfolio efficiency and discount factor bounds with conditional information

Abhay Abhyankar, D. Basu, A. Stremme, 2016 .

Portfolio Efficiency and Discount Factor Bounds with Conditioning Information : An Empirical Study November 2005

Abhay Abhyankar, D. Basu, A. Stremme, 2005 .

Overcoming Arbitrage Limits: Option Trading and Momentum Returns

Abhay Abhyankar, I. Filippou, P. A. Garcia-Ares, 2019, Journal of Financial and Quantitative Analysis.