User profiles for Bala Arshanapalli
Bala G. ArshanapalliIndiana University Northwest Verified email at iu.edu Cited by 2872 |
International stock market linkages: Evidence from the pre-and post-October 1987 period
B Arshanapalli, J Doukas - Journal of Banking & Finance, 1993 - Elsevier
This paper uses recent developments in the theory of cointegration to provide new methods
of testing the linkage and dynamic interactions among stock market movements. Our …
of testing the linkage and dynamic interactions among stock market movements. Our …
A cointegration test to verify the housing bubble
B Arshanapalli, W Nelson - The International Journal of Business …, 2008 - papers.ssrn.com
Housing prices in the US rose rapidly from 2000-2007Q3. Based on this evidence, the financial
and general press concluded the US experienced a housing bubble. The efficient market …
and general press concluded the US experienced a housing bubble. The efficient market …
[BOOK][B] The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli - 2014 - books.google.com
An accessible guide to the growing field of financial econometrics As finance and financial
products have become more complex, financial econometrics has emerged as a fast-growing …
products have become more complex, financial econometrics has emerged as a fast-growing …
Pre and post-October 1987 stock market linkages between US and Asian markets
B Arshanapalli, J Doukas, LHP Lang - Pacific-Basin Finance Journal, 1995 - Elsevier
This paper documents the presence of a common stochastic trend between the US and the
Asian stock market movements during the post-October 1987 period. The evidence suggests …
Asian stock market movements during the post-October 1987 period. The evidence suggests …
[PDF][PDF] Multifactor asset pricing analysis of international value investment strategies
B Arshanapalli, T Daniel Coggin… - Journal of Portfolio …, 1998 - academia.edu
Using a large international equity market database that has not been previously used for
such a purpose, this paper documents that value (ie, high book-to-market) stocks outperform …
such a purpose, this paper documents that value (ie, high book-to-market) stocks outperform …
Testing for stock price bubbles: a review of econometric tools
B Arshanapalli, WB Nelson - The International Journal of Business …, 2016 - papers.ssrn.com
This paper presents an overview of several econometric tools available to test for the presences
of asset price bubbles. For demonstrative purpose, the tools were applied to historical …
of asset price bubbles. For demonstrative purpose, the tools were applied to historical …
[PDF][PDF] Small cap and value investing offer both high returns and a hedge
B Arshanapalli, WB Nelson - Growth, 2007 - academia.edu
One of the intriguing findings in investment research is that low P/E stocks tend to outperform
high P/E stock. s and small cap stocks outperform lai^ e cap stocks (see Basu,[1982J). The …
high P/E stock. s and small cap stocks outperform lai^ e cap stocks (see Basu,[1982J). The …
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes
BG Arshanapalli, LN Switzer, K Panju - Journal of Asset Management, 2007 - Springer
Researchers and practitioners have devoted considerable attention to devising market-timing
strategies as potential value-enhancement tools. The success of such active or tactical …
strategies as potential value-enhancement tools. The success of such active or tactical …
[PDF][PDF] The business case for hiring military veterans/reservists: Stock price performance of military friendly firms
M Pollak, B Arshanapalli… - Journal of Veterans Studies, 2019 - scholar.archive.org
The reasons for hiring military veterans/reservists are well documented, including such factors
as leadership, teamwork, and resilience. Research shows that veterans/reservists perform …
as leadership, teamwork, and resilience. Research shows that veterans/reservists perform …
Estimating the demand for risky assets via the indirect expected utility function
AJ Dalal, BG Arshanapalli - Journal of Risk and Uncertainty, 1993 - Springer
This article obtains demand functions for risky assets without making a priori assumptions
about the form of the utility function. In a simple portfolio model, the envelope theorem is …
about the form of the utility function. In a simple portfolio model, the envelope theorem is …