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Corporate focus and value creation Evidence from spinoffs

Daley, Lane; Mehrotra, Vikas; Sivakumar, Ranjini - In: Journal of Financial Economics 45 (1997) 2, pp. 257-281

Persistent link: https://www.econbiz.de/10005376562

Gamma stochastic volatility models

Abraham, Bovas; Balakrishna, N.; Sivakumar, Ranjini - In: Journal of forecasting 25 (2006) 3, pp. 153-172

Persistent link: https://www.econbiz.de/10006870952

Corporate focus and value creation: Evidence from spinoffs

Daley, Lane; Mehrotra, Vikas; Sivakumar, Ranjini - In: Journal of financial economics 45 (1997) 2, pp. 257

Persistent link: https://www.econbiz.de/10006525574

Variance Spillover and Skewness in Financial Asset Returns

Korkie, Bob; Sivakumar, Ranjini; Turtle, Harry J. - In: The financial review : the official publication of the … 41 (2006) 1, pp. 139

Persistent link: https://www.econbiz.de/10005918641

Gamma stochastic volatility models

Balakrishna, N.; Abraham, Bovas; Sivakumar, Ranjini - In: Journal of Forecasting 25 (2006) 3, pp. 153-171

This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators...

Persistent link: https://www.econbiz.de/10005635518

Variance Spillover and Skewness in Financial Asset Returns

Korkie, Bob; Sivakumar, Ranjini; Turtle, Harry J. - In: The Financial Review 41 (2006) 1, pp. 139-156

Bond and stock returns have been observed in the literature to exhibit unconditional skewness and temporal persistence in conditional skewness. We demonstrate that observed persistence in conditional third central moments can be due to the spillover of conditional variance dynamics. The...

Persistent link: https://www.econbiz.de/10005234009

The dual contributions of information instruments in return models: magnitude and direction predictability

Korkie, Bob; Sivakumar, Ranjini; Turtle, Harry - In: Journal of Empirical Finance 9 (2002) 5, pp. 511-523

Persistent link: https://www.econbiz.de/10005186009

The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories

Kennedy, Duane B.; Sivakumar, Ranjini; Vetzal, Kenneth R. - In: Journal of Empirical Finance 13 (2006) 1, pp. 49-78

Persistent link: https://www.econbiz.de/10005199028

Layoffs, shareholders' wealth, and corporate performance

Chen, Peter; Mehrotra, Vikas; Sivakumar, Ranjini; Yu, … - In: Journal of Empirical Finance 8 (2001) 2, pp. 171-199

Persistent link: https://www.econbiz.de/10005199040

The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories

Kennedy, Duane B.; Sivakumar, Ranjini; Vetzal, Kenneth R. - In: Journal of empirical finance 13 (2006) 1, pp. 49-78

Persistent link: https://www.econbiz.de/10007225761