Gourishankar S. Hiremath

Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences

Kharagpur, West Bengal 721302

India

SCHOLARLY PAPERS

11

DOWNLOADS

734

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Some Further Evidence on Behaviour of Stock Returns in India

International Journal of Economics and Finance, Vol. 2, No. 2, May 2010
Number of pages: 11 Posted: 07 Mar 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 112 (314,183)

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Random walk, Serial dependence, Variance ratios, Bi-correlation, Episodic dependencies, NSE, BSE, Nifty, Sensex, Indian Stock Market

2.

Non-Linear Dependence in Stock Returns: Evidences from India

Journal of Quantitative Economics, Vol. 8, No. 1, January 2010
Number of pages: 17 Posted: 07 Mar 2011 Last Revised: 05 Aug 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 105 (328,366)

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Nonlinearity, preditiability, market efficiency, random walk, episodic dependence, Indian stock market, NSE, BSE Nifty, Sensex

3.

Long Memory in Stock Market Volatility: Indian Evidences

Artha Vijnana, Vol. 52, No. 4, pp. 332-345, December, 2010
Number of pages: 14 Posted: 22 Jun 2011
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 86 (372,936)

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Long memory, fractional integration, Volatility, Variance, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE, Long memory, fractional integration, Volatility, hyperbolic decay, ARCH-GARCH, FIGARCH, Indian Stock Market, BSE, NSE

4.

Do Stock Returns in India Exhibit a Mean-Reverting Tendency? Evidence from Multiple Structural Breaks Test

Banking and Finance Letters, Vol. 2, Issue 4, pp. 371-390, 2010
Number of pages: 20 Posted: 24 Jun 2011 Last Revised: 28 Dec 2014
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 83 (381,024)

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Multiple Structural Breaks, Mean Reversion, Market Efficiency, Random Walk, Global Economic Crisis; External Shocks; NSE; BSE, Indian stock market

5.

Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review

GITAM Review of International Business, Vol. 1, No. 2, pp. 100-121, January 2009
Number of pages: 21 Posted: 09 Mar 2011
Gourishankar S. Hiremath
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 75 (403,955)

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Derivatives, Options, Price impact, volatility, destabalization, market efficiency, effects of derivatives

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied 56 Economics, Vol. XI, No. 2, 2012
Number of pages: 11 Posted: 16 May 2012 Last Revised: 28 Dec 2014
Anver Sadat, Anver Sadat, Gourishankar S. Hiremath and Bandi Kamaiah
University of HyderabadCentral University of Kerala, Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 74 (411,628)

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Random walk hypothesis, Market Efficiency, Indian Stock Market, BSE, NSE, Variance ratio, autocorrelation

Do Stock Returns in India Follow a Random Walk?

The IUP Journal of Applied Economics, Vol. XI, No. 2, pp. 48-58, April 2012
Posted: 08 Oct 2012
Gourishankar S. Hiremath, Anver Sadat, Anver Sadat and B. Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and Independent

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7.

Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence

Economics, Management, and Financial Markets, Vol. 6, No. 3, pp. 136–147, 2011
Number of pages: 12 Posted: 02 May 2012
Gourishankar S. Hiremath and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and University of Hyderabad
Downloads 69 (422,746)

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long memory, volatility persistence, mean-reversion, semi-parametric test, hyperbolic decay, market efficiency, emerging markets, BSE, NSE, Indian stock market

8.

Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India

Hiremath, Gourishankar S. and Kumari, Jyoti, Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India (2014)
Number of pages: 14 Posted: 31 Dec 2014
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 46 (510,237)
Citation 1

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Adaptive market hypothesis; Market efficiency; Random walk; Autocorrelation; Nonlinearity; Predictability; Financial crisis; Evolving efficiency; Emerging markets

9.

On the Random Walk Characteristics of Stock Retuns in India

Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
Number of pages: 12 Posted: 08 Mar 2011 Last Revised: 10 Mar 2011
Gourishankar S. Hiremath, Anver Sadat, Anver Sadat and Bandi Kamaiah
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences, University of HyderabadCentral University of Kerala and University of Hyderabad
Downloads 46 (510,237)

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Random walk, auto correlation, mean reversion, BSE, NSE, non-parametric, Nifty, Sensex,

10.

External Commercial Borrowings and Balance Sheet Effects of Exchange Rate in India: A Firm Level Analysis

Number of pages: 27 Posted: 31 Aug 2020
Gourishankar S. Hiremath
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 38 (548,343)
Citation 2

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External commercial borrowings, foreign currency debt,exchange rate, investment; exports sales; competitiveness; balance sheet

11.

Is There Long Memory in Indian Stock Market Returns? An Empirical Search

Journal of Asia-Pacific Business, Vol. 16(2), p. 128-145, 2015 DOI: 10.1080/10599231.2015.1028306
Posted: 27 Jun 2017
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences

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Long Memory, Fractional Integration, Random Walk, Market Efficiency, Indian Stock Market, NSE, BSE