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Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners

Elyasiani, Elyas; Perera, Priyal; Puri, Tribhuvan N. - In: Journal of multinational financial management 8 (1998) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10001256161

Mean aversion and return predictability in currency futures

Puri, Tribhuvan N.; Elyasiani, Elyas; Westbrook, Jilleen R. - In: Applied financial economics 12 (2002) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10001646082

Capital flows and net international investment

Puri, Tribhuvan N. - In: International review of financial analysis 5 (1996) 2, pp. 113-130

Persistent link: https://www.econbiz.de/10001227041

On the pricing of foreign exchange contracts

Puri, Tribhuvan N. - In: Rivista internazionale di scienze economiche e … 36 (1989) 4, pp. 389-406

Persistent link: https://www.econbiz.de/10001065312

Equilibrium pricing functions of foreign exchange forward, futures, and option contracts

Puri, Tribhuvan N. - In: Advances in futures and options research : a research annual 6 (1993), pp. 217-235

Persistent link: https://www.econbiz.de/10001145842

An analysis of currency crisis in South Korea

Puri, Tribhuvan N.; Kuan, Chikuang; Maskooki, Kooros - In: Global finance journal 13 (2002) 2, pp. 121-146

Persistent link: https://www.econbiz.de/10001745903

An empirical study on expiration day effects in stock index futures in Indian stock market

Debasish, Sathya Swaroop; Puri, Tribhuvan N. - In: The international journal of finance 22 (2010) 3, pp. 6544-6560

Persistent link: https://www.econbiz.de/10009378845

Pricing securities with multiple risks : a case of exchangeable debt

Mateti, Ravi S.; Hedge, Shantaram; Puri, Tribhuvan N. - In: Journal of banking & finance 37 (2013) 3, pp. 1018-1028

Persistent link: https://www.econbiz.de/10009708720

Information asymmetry and accounting restatement : NYSE-AMEX and NASDAQ evidence

Nguyen, Duong; Puri, Tribhuvan N. - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 211-244

Persistent link: https://www.econbiz.de/10010490413

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868

In this article we examine whether the traditional characteristic liquidity premium can be explained by market liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional liquidity remains priced. Also, consistent with previous studies...

Persistent link: https://www.econbiz.de/10003856654