User profiles for Prakash Dheeriya

Prakash Dheeriya

Professor of Finance, California State University Dominguez Hills
Verified email at csudh.edu
Cited by 185

Time series analysis of cryptocurrency returns and volatilities

RK Malladi, PL Dheeriya - Journal of Economics and Finance, 2021 - Springer
There is a significant interest in the growth and development of cryptocurrencies, the most
notable ones being Bitcoin and Ripple. Global trading in these cryptocurrencies has led to …

[HTML][HTML] Impact of COVID-19 effective reproductive rate on cryptocurrency

MC Minutolo, W Kristjanpoller, P Dheeriya - Financial Innovation, 2022 - Springer
The importance of cryptocurrency to the global economy is increasing steadily, which is
evidenced by a total market capitalization of over $2.18T as of December 17, 2021, according to …

A conceptual framework for describing online entrepreneurship

PL Dheeriya - Journal of Small Business & Entrepreneurship, 2009 - Taylor & Francis
Most of the literature on entrepreneurship relates to the traditional “brick-and-mortar” type. A
review of contemporary research in entrepreneurship literature suggests that online …

Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation

…, K Michell, MC Minutolo, P Dheeriya - Expert Systems with …, 2021 - Elsevier
Effective portfolio management requires vast quantities of information and accurate forecasts
to make decisions that generate a profitable strategy. In this study, we propose a framework …

A comparison of the market model and random coefficient model using mergers as an event

Z Iqbal, PL Dheeriya - Journal of Economics and Business, 1991 - Elsevier
The economic significance of an event under an event study framework depends on how
risk of a security is measured in the estimation period. The random coefficient model is an …

[PDF][PDF] Predicting Bitcoin return and volatility using gold and the stock market

R Malladi, P Dheeriya, J Martinez - Quarterly Review of Business …, 2019 - faculty.utrgv.edu
There is significant interest in the growth and development of cryptocurrencies, the most
notable being Bitcoin. Interest in such currencies is global, the price movements is said to be …

A conceptual framework for replacing audit committees with artificial intelligence infused bot

P Dheeriya, M Singhvi - EDPACS, 2021 - Taylor & Francis
Due to advances in machine learning technology in recent years, artificial intelligence is
becoming an increasingly viable replacement for human labor across a wide domain of …

Further evidence on causality and feedback across international stocks

PL Dheeriya - Journal of Economics and Finance, 1993 - Springer
This study extends the previous research on interdependence of international stock markets
by using Geweke's (1982) causality test on seventeen stock market indices. The impact of …

[PDF][PDF] Relations between volatility and returns of exchange traded funds of emerging markets and of USA

PL Dheeriya, F Pezayat, B Yavas - Review of Economics and Finance, 2014 - bapress.ca
This paper investigates linkages between equity returns and transmission and persistence
of volatilities between US and selected key emerging countries during 2012. The data set …

Are frontier stock markets more inefficient than emerging stock markets?

PL Dheeriya, E Torun - International Journal of Monetary …, 2013 - inderscienceonline.com
This paper investigates the presence of long memory in MSCIs Frontier and Emerging
Market Indices, using autoregressive fractionally integrated moving average (ARFIMA) and …