11
H index
14
i10 index
494
Citations
Keshab Shrestha : Citation Profile
Sunway University | RESEARCH PRODUCTION: 48 Articles 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1986 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Keshab Shrestha. | Is cited by:
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Main data
Where Keshab Shrestha has published?
Recent works citing Keshab Shrestha (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251. Full description at Econpapers || Download paper |
| 2023 | Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440. Full description at Econpapers || Download paper |
| 2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Narcissistic managers and IPO underpricing. (2023). Zhang, Linlang ; Li, Changwei ; He, Jie ; Chan, Kam C. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300323x. Full description at Econpapers || Download paper |
| 2023 | Risk disclosure in IPO advertisement and the quality of the firm. (2023). Raithatha, Mehul ; Lawrence, Edward R ; Katti, Supriya. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000787. Full description at Econpapers || Download paper |
| 2023 | Property rights and access to equity capital in China. (2023). Boulton, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000990. Full description at Econpapers || Download paper |
| 2023 | Litigation risk, underpricing, and money-losing IPOs. (2023). Walker, Thomas ; Kooli, Maher ; Boucher, Carene. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832300008x. Full description at Econpapers || Download paper |
| 2023 | How informative are insider trades and analyst recommendations?. (2023). Wang, Qinghai ; Hsieh, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000237. Full description at Econpapers || Download paper |
| 2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper |
| 2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper |
| 2023 | Commodity futures hedge ratios: A meta-analysis. (2023). Perera, Devmali ; Bohl, Martin T ; Biakowski, Jdrzej. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000332. Full description at Econpapers || Download paper |
| 2023 | Predicting volatility in natural gas under a cloud of uncertainties. (2023). Xiao, Zuoping ; Chen, Juan ; Guo, Hongling ; Bai, Jiancheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001447. Full description at Econpapers || Download paper |
| 2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper |
| 2023 | Research on Price Discovery in Financial Securities: Trends and Directions for Future Research. (2023). Chotia, Varun ; Sharma, Dinesh Kumar ; Arora, Geetika ; Agrawal, Gaurav. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:416-:d:1243355. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166. Full description at Econpapers || Download paper |
| 2023 | Pricing vulnerable basket spread options with liquidity risk. (2023). Wang, Xingchun ; Tang, Dan ; Dong, Ziming. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09192-0. Full description at Econpapers || Download paper |
| 2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper |
| 2023 | Hedging strategies among financial markets: the case of green and brown assets. (2023). Asl, Mahdi Ghaemi ; Yusuf, Agboola H ; Akinkugbe, Oluyele ; Raheem, Ibrahim D. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02358-1. Full description at Econpapers || Download paper |
| 2023 | Does the appointment of the three musketeers reduce IPO underpricing? global evidence. (2023). Alidarous, Manal ; Jamaani, Fouad. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:4:d:10.1007_s40821-022-00219-y. Full description at Econpapers || Download paper |
| 2023 | The impact of regulation on credit card market competition: evidence from Australia. (2023). Zhang, Yang ; Margaritis, Dimitris ; Liu, Ming-Hua. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09619-w. Full description at Econpapers || Download paper |
| 2023 | Efficiency of Wheat Futures across APMC Mandis. (2023). Singh, Rahul Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00348-9. Full description at Econpapers || Download paper |
| 2023 | Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1. Full description at Econpapers || Download paper |
| 2023 | A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03. Full description at Econpapers || Download paper |
| 2023 | Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324. Full description at Econpapers || Download paper |
| 2023 | Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403. Full description at Econpapers || Download paper |
| 2023 | A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035. Full description at Econpapers || Download paper |
| 2024 | Time?varying price discovery in regular and microbitcoin futures. (2024). Yang, Jimmy J ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121. Full description at Econpapers || Download paper |
Works by Keshab Shrestha:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1989 | Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 2019 | Forecasting realised volatility: a Markov switching approach with time?varying transition probabilities In: Accounting and Finance. [Full Text][Citation analysis] | article | 7 |
| 2021 | Multifractal Detrended Fluctuation Analysis of Return on Bitcoin In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
| 2008 | Insider Trading and Earnings Management In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 17 |
| 2014 | Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 8 |
| 2002 | Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long?Run Test of the Mundell?Tobin Hypothesis In: Journal of Financial Research. [Full Text][Citation analysis] | article | 11 |
| 2020 | DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2021 | An Institutional Isomorphism Perspective of Tourism Impact In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 0 |
| 2011 | Cross-country IPOs: What explains differences in underpricing? In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 48 |
| 1986 | The lag relationship between producer and consumer prices : An unobservable variable approach In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | Multiple Cause Model with autocorrelated errors : A gain in efficiency analysis In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Estimation of a general linear model with an unobservable stochastic variable In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | Price discovery in energy markets In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
| 2017 | Pure martingale and joint normality tests for energy futures contracts In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Quantile hedge ratio for energy markets In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 2023 | Price discovery in carbon exchange traded fund markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Analytical properties of Hasbrouck and generalized information shares In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | Fintech market efficiency: A multifractal detrended fluctuation analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2023 | ESG and economic policy uncertainty: A wavelet application In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | Impact of geopolitical risk on target debt ratio In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2006 | Monetary transmission via the administered interest rates channel In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 43 |
| 2013 | The differential effects of classified boards on firm value In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2020 | Pricing and hedging foreign equity options under Hawkes jump–diffusion processes In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2003 | Futures hedge ratios: a review In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 87 |
| 2008 | Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2008 | Hedging effectiveness comparisons: A note In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1999 | Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2001 | Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2004 | Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 14 |
| 2005 | Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
| 2007 | Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2021 | The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2020 | Price Discovery in Agricultural Markets In: American Business Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process In: American Business Review. [Full Text][Citation analysis] | article | 0 |
| 2023 | Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk In: American Business Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models In: Springer Books. [Citation analysis] | chapter | 0 |
| 2022 | Three Alternative Methods for Estimating Hedge Ratios In: Springer Books. [Citation analysis] | chapter | 0 |
| 1996 | Wage discrimination: a statistical test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | Estimating optimal hedge ratio: a multivariate skew-normal distribution approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2016 | Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 6 |
| 2001 | On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2004 | An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short? and long?run hedge ratios In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 14 |
| 2005 | Estimating the optimal hedge ratio with focus information criterion In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 2007 | An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 24 |
| 2009 | A new information share measure In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 77 |
| 2014 | Price Discovery in Interrelated Markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 28 |
| 2016 | Quantile Estimation of Optimal Hedge Ratio In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
| 2017 | Pricing Vulnerable Options with Jump Clustering In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 16 |
| 2012 | THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team