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Madhusudan Karmakar
Madhusudan Karmakar
Professor of Finance & Accounting, IIM Lucknow
Verified email at iiml.ac.in - Homepage
Title
Cited by
Cited by
Year
Modeling conditional volatility of the Indian stock markets
M Karmakar
Vikalpa 30 (3), 21-38, 2005
1962005
Asymmetric volatility and risk-return relationship in the Indian stock market
M Karmakar
South Asia Economic Journal 8 (1), 99-116, 2007
1162007
Stock market volatility in the long run, 1961-2005
M Karmakar
Economic and Political Weekly, 1796-1802, 2006
792006
Price discoveries and volatility spillovers in S&P CNX Nifty future and its underlying index CNX Nifty
M Karmakar
Vikalpa 34 (2), 41-56, 2009
782009
Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study
M Karmakar
The Quarterly Review of Economics and Finance 50 (1), 110-120, 2010
562010
Intraday portfolio risk management using VaR and CVaR: A CGARCH-EVT-Copula approach
M Karmakar, S Paul
International Journal of Forecasting 35 (2), 699-709, 2019
522019
Stock market volatility: Roots and results
MK Roy, M Karmakar
Vikalpa 20 (1), 37-50, 1995
501995
Managing extreme risk in some major stock markets: An extreme value approach
M Karmakar, GK Shukla
International Review of Economics & Finance 35, 1-25, 2015
472015
Dependence structure and portfolio risk in Indian foreign exchange market: A GARCH-EVT-Copula approach
M Karmakar
The Quarterly Review of Economics and Finance 64, 275-291, 2017
372017
Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
M Karmakar
Review of Financial Economics 22 (3), 79-85, 2013
372013
Intraday risk management in International stock markets: A conditional EVT approach
M Karmakar, S Paul
International Review of Financial Analysis 44, 34-55, 2016
312016
A trading strategy for the Indian stock market: Analysis and implications
M Karmakar, M Chakraborty
Vikalpa 25 (4), 27-38, 2000
182000
A trading strategy for the Indian stock market: Analysis and implications
M Karmakar, M Chakraborty
Vikalpa 25 (4), 27-38, 2000
182000
Stock market anomalies: Evidence from India
M Karmakar, M Chakraborty
Prajnan 32 (1), 37-53, 2003
172003
Investment behavior of household sectors: A study of a rural block in West Bengal
M Karmakar
The Indian Journal of Commerce 54 (1&2), 59-6, 2001
152001
Heteroskedastic behavior of the Indian stock market: evidence and explanation
M Karmakar
Journal of Academy of Business and Economics 1 (1), 27-36, 2003
142003
Initial public offerings: Underpriced or fads? A penny in whose pocket
M Karmakar
The ICFAI Journal of Applied Finance 8 (6), 5-18, 2002
102002
A curious finding of day of the week effect in the Indian stock market
M Karmakar, M Chakraborty
Indian capital market: Trends and dimensions, 359-371, 2000
102000
Information share and its predictability in the Indian stock market
M Karmakar, S Inani
Journal of Futures Markets 39 (10), 1322-1343, 2019
92019
Irrational movement of share prices: Evidences and implications
MK Roy, M Karnakar
Journal of Indian School of Political Economy, 673-683, 1994
61994
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