Gagari Chakrabarti

Presidency College

Calcutta

India

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Indian Stock Market Volatility in Recent Years: Transmission from Global and Regional Contagion and Traditional Domestic Sectors

Number of pages: 21 Posted: 04 Feb 2008
Amitava Sarkar, Gagari Chakrabarti and Chitrakalpa Sen
affiliation not provided to SSRN, Presidency College and affiliation not provided to SSRN
Downloads 1,036 (28,129)

Abstract:

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stock prices, volatility, contagion

2.

November Effect: An Example of Calender Anomaly in Indian Stock Market

Number of pages: 24 Posted: 17 Apr 2008
Gagari Chakrabarti and Chitrakalpa Sen
Presidency College and affiliation not provided to SSRN
Downloads 603 (58,624)
Citation 1

Abstract:

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Indian Stock Market, Calender Anomaly, November effect, Generalized Autoregressive Conditional Heteroskedasticity Models