Similar Search Results

Does the five-factor asset pricing model have sufficient power?

Dutta, Anupam - In: Global business review 20 (2019) 3, pp. 684-691

Persistent link: https://www.econbiz.de/10012036080

Measuring long-run security price performance : a review

Dutta, Anupam; Dutta, Probal - In: Investment management and financial innovations 12 (2015) 2, pp. 26-32

Persistent link: https://www.econbiz.de/10011500139

Main issues around colonialism and globalisation

Fernandes, Walter; Dutta, Anupam - 1999

Persistent link: https://www.econbiz.de/10001537241

Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments

Yahya, Muhammad; Kanjilal, Kakali; Dutta, Anupam; … - In: Energy economics 95 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012816596

Outliers and time-varying jumps in the cryptocurrency markets

Dutta, Anupam; Bouri, Elie - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-7

We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that only Bitcoin returns are contaminated with outliers. Time-varying jumps...

Persistent link: https://www.econbiz.de/10013163949