Arnav Kumar

University of Delhi - Delhi School of Economics - Department of Commerce

Researcher Scholar

New Delhi, New Delhi 110007

India

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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CROSSREF CITATIONS

21

Scholarly Papers (13)

1.

Do Macroeconomic Variables Affect Stock Returns in BRICS Markets? An ARDL Approach

Journal of Commerce & Accounting Research, Volume 4, Issue 2, April 2015
Number of pages: 15 Posted: 23 Aug 2015
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 386 (94,650)

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Macroeconomic Variables, Stock Returns, BRICS, Auto Regressive Distributed Lag (ARDL), Panel Analysis

2.

Relationship between Inflation and Stock Returns – Evidence from BRICS Markets Using Panel Co Integration Test

International Journal of Accounting and Financial Reporting, Vol 4, No. 2, Dec 2014, pp 647-658
Number of pages: 12 Posted: 12 May 2015
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 350 (105,784)

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BRICS, Stock Index, Inflation, Unit root test, Pedroni Panel Co integration Test, Johansen Co integration Test

3.

Stock Market Performance and Macroeconomic Variables - Theory and Critical Review of Literature

International Business Journals, Issue 18, June 2015.
Number of pages: 43 Posted: 27 Nov 2015
Arnav Kumar, CA Deepak and Pardeep Singh
University of Delhi - Delhi School of Economics - Department of Commerce, University of Delhi - Delhi School of Economics and Aryabhatta College
Downloads 263 (143,454)

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Stock Market Performance, Macroeconomic Variables, Financial Econometric Techniques, Critical Literature Review, Scope for Further Research

4.

Financial Literacy Among Investors: Theory and Critical Review of Literature

International Journal of Research in Commerce, Economics & Management, Volume No. 5, Issue No. 4, 2015
Number of pages: 13 Posted: 02 Dec 2015
CA Deepak, Pardeep Singh and Arnav Kumar
University of Delhi - Delhi School of Economics, Aryabhatta College and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 189 (196,334)

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Financial Literacy, Financial Education, Investors, Cognitive Ability

5.

Linkages between Real & Financial Sector: Empirical Evidence from India Using ARDL Approach

Financial Markets and Economic Development, First Edition 2015, Bloomsbury Publishing India Pvt. Ltd. ISBN: 978 - 93 - 84898 - 94 - 6
Number of pages: 11 Posted: 26 Aug 2015
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 174 (210,981)

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Linkage between Financial & Real Sector, Granger Causality, Johansen Cointegration, Auto Regressive Distributed Lag (ARDL), Supply Leading Hypothesis.

6.

Relationship between Macroeconomic Factors and Aggregate Stock Returns in BRICS Stock Markets – A Panel Data Analysis

New Age Business Strategies in Emerging Global Markets, First Impression: 2015, Excel India Publishers, Page: 104-123.
Number of pages: 20 Posted: 01 Apr 2016
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 162 (224,206)

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Aggregate Stock Returns, BRICS Stock Markets, Macroeconomic Factors, Panel Auto Regressive Distributed Lag (ARDL) Model, Panel Causality, Panel Cointegration

7.

Long Run Relationship between Aggregate Stock Prices and Macroeconomic Factors in BRICS Stock Markets

Emerging Trends in Management and Public Policy, 2016, Regal Publications, 1-28.
Number of pages: 29 Posted: 01 Apr 2016
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 153 (235,204)

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BRICS Aggregate Stock Prices, Macroeconomic Factors, Long Run Granger Causality, Johansen’s Cointegration, Vector Error Correction Mechanism (VECM)

8.

Volatility Spillover Across Major Equity Markets: A Critical Review of Literature

International Journal of Research in Commerce & Management, Volume 6, Issue 4, April 2015
Number of pages: 13 Posted: 01 Dec 2015
Pardeep Singh, Arnav Kumar and CA Deepak
Aryabhatta College, University of Delhi - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics
Downloads 140 (252,830)

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Volatility, Spillover, Equity Markets, Global Financial Crisis

9.

Short Run Causal Relationship between Inflation and Stock Returns - An Empirical Study of BRICS Markets

Asian Journal of Management Applications and Research, Vol.05, No.01
Number of pages: 13 Posted: 23 Aug 2015
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 138 (255,736)

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BRICS, Stock Returns, Inflation, Unit root test, Regression, Granger Causality

10.

Sectoral Efficiency of the Indian Stock Market and the Impact of Global Financial Crisis

Journal of Commerce & Accounting Research Vol. 4 Issue 1 Jan 2015, pp 46-62
Number of pages: 13 Posted: 21 May 2015 Last Revised: 27 Aug 2015
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 110 (301,947)

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Market efficiency, Sectoral efficiency, Weak form market efficiency, Indian stock market, Variance ratio test

11.

Revisiting Weak Form Efficiency of Major Equity Markets in Light of Global Financial Crisis: A Panel Data Approach

Asia-Pacific Finance and Accounting Review, Volume 3, Number 1, January-June (2015): 17-44
Number of pages: 18 Posted: 22 Dec 2015
Pardeep Singh, CA Deepak and Arnav Kumar
Aryabhatta College, University of Delhi - Delhi School of Economics and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 91 (342,022)

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Weak form EMH, Samuelson’s dictum, Global Financial Crisis, Panel Unit root test, Panel Variance ratio test

12.

Efficiency, Determinants and Performance of Service Sector Stocks – Evidence from India

Conference Proceedings of 3rd International Conference on “Booming Service Sector: From Achievements to Growth Prospects”, Pages: 23-36, ISBN: 978-93-5254-977-1
Number of pages: 18 Posted: 01 Apr 2016
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 63 (421,262)

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Indian Service Sector Stocks, Weak Form Efficiency, Service Stock Return Determinants, Stock Performance Evaluation, Multiple Regression Analysis, Unit Root & Variance Ratio Tests

13.

Sources of Systematic Risks in Indian Banking Stock Returns - Some Empirical Evidences

Business Analyst, Vol. 36 No. 2, October 2015 - March 2016
Number of pages: 16 Posted: 01 Apr 2016
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Downloads 40 (512,304)

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Systematic Risks, Banking Stock Returns, Short and Long Run Causality, Cointegration