Search Results - "Dash, Saumya Ranjan"

Household pandemic Internet search intensity and stock returns: A case of tourism industry resiliency by Goel, Garima, Dash, Saumya Ranjan

“…This paper uses the Google Internet search volume index to capture pandemic attention and examines the effect of COVID-19 on the stock returns of the tourism…”
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Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic by Maitra, Debasish, Ur Rehman, Mobeen, Ranjan Dash, Saumya, Hoon Kang, Sang

“…•We examine the risk spillover and hedging effectiveness between these two assets.•We employ copula models to assess the dependence and risk spillover from…”
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Monetary policy and liquidity: Does investor sentiment matter? by Debata, Byomakesh, Dash, Saumya Ranjan, Mahakud, Jitendra

“…We examine the relationship between monetary policy and liquidity effects at the macro (overall market) and micro (individual stocks) levels, using data from…”
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Sentiment and Accruals Earnings Management: Does Governance and Regulatory Environment Matter? by Modani, Kakul, Dash, Saumya Ranjan, Raithatha, Mehul, Brooks, Robert

“…This paper examines the implications of firm-level governance mechanisms and the regulatory environment on the relationship between investor sentiment and…”
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Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries by Sengupta, Anirban, Maitra, Debasish, Dash, Saumya Ranjan, Brooks, Robert

“…In recent years, there is increasing attention to examining the relationship between oil prices, financial markets, and the economy. Relatively little is known…”
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Conditional multifactor asset pricing model and market anomalies by Ranjan Dash, Saumya, Mahakud, Jitendra

“…Purpose – The purpose of this paper is to investigate the firm-specific anomaly effect and to identify market anomalies that account for the cross-sectional…”
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Investor sentiment, risk factors and stock return: evidence from Indian non-financial companies by Ranjan Dash, Saumya, Mahakud, Jitendra

“…Purpose - The purpose of this paper is to evaluate the pricing implication of aggregate market wide investor sentiment risk for cross sectional return…”
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Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications by Guhathakurta, Kousik, Dash, Saumya Ranjan, Maitra, Debasish

“…•We examine the changing impact of oil price shocks on a bouquet of metal and agro prices.•We endogenously identify structural breaks in the oil prices.•We use…”
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Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach by Dash, Saumya Ranjan, Maitra, Debasish

“…•Using time-frequency analysis examines the relationship between EPU and energy prices.•Answers whether the co-movement and causality between EPU and energy…”
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The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements by Dash, Saumya Ranjan, Maitra, Debasish

“…•Pandemic uncertainty and its effect on stock market activity.•Google search volume to measure pandemic uncertainty and the FEARS.•Pandemic uncertainty, and…”
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Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach by Dash, Saumya Ranjan, Maitra, Debasish

“…This article examines the relationship between investor sentiment and stock returns using the data from Indian stock market. We investigate the relationship…”
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Oil price uncertainty and capital structure speed of adjustment: international evidence by Rawal, Dilesh, Dash, Saumya Ranjan, Mahakud, Jitendra

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Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification by Maitra, Debasish, Chandra, Saurabh, Dash, Saumya Ranjan

“…•We examine the volatility spillover and connectedness.•We employ dynamic conditional equicorrelations and spillover index.•Volatility comovement between oil…”
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GREEDS and Stock Returns: Evidence from Global Stock Markets by Goel, Garima, Dash, Saumya Ranjan

“…This paper introduces GREEDS as a new measure of optimistic sentiment in the market. We measure the optimistic component of investor sentiment by constructing…”
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Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets by Kang, Sang Hoon, Maitra, Debasish, Dash, Saumya Ranjan, Brooks, Robert

“…•This study examines dynamic spillovers and connectedness between stocks, commodities, bonds, and VIX markets.•Results suggest that emerging equity markets are…”
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Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors by Rao, Amar, Kumar, Satish, Gupta, Prashant, Dash, Saumya Ranjan

“…This study examines the impact of government bond yield volatility on companies in the fossil and renewable energy sectors in five Asian countries from 2015 to…”
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Corporate governance and firm performance relationship: Implications for risk‐adjusted return behavior by Dash, Saumya Ranjan, Raithatha, Mehul

“…We examine the impact of corporate governance on firm performance and stock return behavior using panel data for Indian listed firms for 2006 to 2015. Our…”
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Investor sentiment and government policy interventions: evidence from COVID-19 spread by Goel, Garima, Dash, Saumya Ranjan

“…Purpose This paper aims to investigate the moderating role of government policy interventions amid the early spread of novel coronavirus (COVID-19)…”
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Investigating dynamic connectedness of global equity markets: the role of investor attention by Dash, Saumya Ranjan, Gabauer, David, Goel, Garima, Subramaniam, Sowmya

“…This study examines investor attention connectedness measures before and after the COVID-19 outbreak. We find that investor attention spillovers persist among…”
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The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis by Dash, Saumya Ranjan, Maitra, Debasish

“…This paper examines the causal relationship between developed and emerging market sentiment. Our analysis also extends to test whether the causality effect…”
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