Citation profile for GOURISHANKAR S. HIREMATH

GOURISHANKAR S. HIREMATH : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 8
   Journals where GOURISHANKAR S. HIREMATH has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (4.35 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phi160
   Updated: 2024-04-18    RAS profile: 2023-10-20
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Relations with other researchers

Works with:

Pradhan, Ashis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with GOURISHANKAR S. HIREMATH.

Is cited by:

Nting, Rexon (5)

Osabuohien, Evans (5)

Asongu, Simplice (5)

Sengupta, Rajeswari (3)

Zhou, Wei-Xing (3)

Lakdawala, Aeimit (3)

Gil-Alana, Luis (2)

Caporale, Guglielmo Maria (2)

Oliyide, Johnson (2)

Shen, Dehua (2)

Boya, Christophe (2)

Cites to:

Fama, Eugene (14)

Lim, Kian-Ping (11)

French, Kenneth (9)

Bollerslev, Tim (8)

Kim, Jae (7)

Lo, Andrew (7)

Borges, Maria (6)

Brooks, Robert (6)

Wu, Yangru (5)

Obstfeld, Maurice (5)

Schmukler, Sergio (5)

Main data

Where GOURISHANKAR S. HIREMATH has published?

Journals with more than one article published	# docs
Journal of Quantitative Economics	2
Research in International Business and Finance	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	9

Recent works citing GOURISHANKAR S. HIREMATH (2024 and 2023)

Year	Title of citing document
2023	Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633. Full description at Econpapers \|\| Download paper
2023	Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers \|\| Download paper
2023	Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725. Full description at Econpapers \|\| Download paper
2023	Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651. Full description at Econpapers \|\| Download paper
2023	Impact of RBIs monetary policy announcements on government bond yields: Evidence from the pandemic. (2023). Sengupta, Rajeswari ; Pratap, Bhanu ; Lakdawala, Aeimit. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2023-04. Full description at Econpapers \|\| Download paper
2023	Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers \|\| Download paper
2023	The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2. Full description at Econpapers \|\| Download paper
2023	Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305. Full description at Econpapers \|\| Download paper
2023	The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4. Full description at Econpapers \|\| Download paper
2023	Impact of RBI’s monetary policy announcements on government bond yields: evidence from the pandemic. (2023). Lakdawala, Aeimit ; Sengupta, Rajeswari ; Pratap, Bhanu. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00171-2. Full description at Econpapers \|\| Download paper

Works by GOURISHANKAR S. HIREMATH:

Year	Title	Type	Cited
2016	Testing the adaptive market hypothesis and its determinants for the Indian stock markets In: Finance Research Letters. [Full Text][Citation analysis]	article	22
2017	Determinants of idiosyncratic volatility: Evidence from the Indian stock market In: Research in International Business and Finance. [Full Text][Citation analysis]	article	2
2017	Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India? In: Research in International Business and Finance. [Full Text][Citation analysis]	article	5
2012	Do Stock Returns in India Follow a Random Walk? In: The IUP Journal of Applied Economics. [Citation analysis]	article	0
2010	Nonlinear Dependence in Stock Returns: Evidences from India In: Journal of Quantitative Economics. [Full Text][Citation analysis]	article	8
2009	On the random walk characteristics of stock returns in India In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2010	Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2009	Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2011	Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence In: MPRA Paper. [Full Text][Citation analysis]	paper	3
2010	Some Further Evidence on the Behaviour of Stock Returns in India In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2010	Long Memory in Stock Market Volatility:Evidence from India In: MPRA Paper. [Full Text][Citation analysis]	paper	6
2012	Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2013	Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India In: MPRA Paper. [Full Text][Citation analysis]	paper	19
2020	Why do Indian Firms Borrow in Foreign Currency? In: Margin: The Journal of Applied Economic Research. [Full Text][Citation analysis]	article	1
2018	Macroeconomics and Markets in Developing and Emerging Economies by Ashima Goyal In: Journal of Quantitative Economics. [Full Text][Citation analysis]	article	2
2019	Monetary Policy Announcements and Stock Returns: Some Further Evidence from India In: Journal of Quantitative Economics. [Full Text][Citation analysis]	article	4
2014	Indian Stock Market In: SpringerBriefs in Economics. [Citation analysis]	book	4
2019	Scaling behaviour of Treasury rates in India In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis]	article	0
2020	THE CAPITAL FLIGHT FROM INDIA: A CASE OF MISSING WOODS FOR TREES? In: The Singapore Economic Review (SER). [Full Text][Citation analysis]	article	10