Bala Arshanapalli
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Market Dynamics and Volatility, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Legal case studies and regulations
Most-Cited Works
- → International stock market linkages: Evidence from the pre- and post-October 1987 period(1993)576 cited
- → The Basics of Financial Econometrics(2014)184 cited
- → Pre and post-October 1987 stock market linkages between U.S. and Asian markets(1995)164 cited
- → Multifactor Asset Pricing Analysis of International Value Investment Strategies(1998)123 cited
- → Common volatility in the industrial structure of global capital markets(1997)54 cited
- → Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes(2007)40 cited
- → New Evidence on the Market Impact of Convertible Bond Issues in the U.S.(2004)40 cited
- A COINTEGRATION TEST TO VERIFY THE HOUSING BUBBLE(2008)
- → Is Fixed-Weight Asset Allocation Really Better?(2001)30 cited