Sanjay Srivastava

Georgia State University-Robinson College of Business

Associate Dean

35 Broad Street

Atlanta, GA 30303-3083

United States

SCHOLARLY PAPERS

8

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SSRN RANKINGS

Top 40,918

in Total Papers Downloads

1,346

SSRN CITATIONS
Rank 10,814

SSRN RANKINGS

Top 10,814

in Total Papers Citations

7

CROSSREF CITATIONS

105

Scholarly Papers (8)

1.

Portfolio Tax Trading with Carry-Over Losses

EFA 2008 Athens Meetings Paper, McCombs Research Paper Series No. IROM-02-08
Number of pages: 78 Posted: 04 Mar 2008 Last Revised: 25 Jun 2015
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Georgia State University-Robinson College of Business, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Downloads 543 (61,328)
Citation 24

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portfolio choice, capital gain taxation, limited use of capital losses, carry-over losses

2.

Arbitrage and the Tax Code

Number of pages: 44 Posted: 23 Jul 2003 Last Revised: 25 Jul 2010
Michael F. Gallmeyer and Sanjay Srivastava
University of Virginia (UVA) - McIntire School of Commerce and Georgia State University-Robinson College of Business
Downloads 276 (133,302)
Citation 5

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capital gain taxation, no arbitrage, tax arbitrage

3.

Portfolio Delegation with Limited Liability

GSIA Working Paper No. 2000-E16
Number of pages: 29 Posted: 08 Nov 2000
Sanjay Srivastava and Uday Rajan
Georgia State University-Robinson College of Business and Stephen M. Ross School of Business, University of Michigan
Downloads 223 (164,599)

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4.

Dynamics of Online Review Text: What Changes and What Matters Over Time

Number of pages: 45 Posted: 25 Jul 2018 Last Revised: 06 Jan 2021
Wael Jabr, Yichen Cheng, Kai Zhao and Sanjay Srivastava
Pennsylvania State University, Georgia State University, Georgia State University and Georgia State University-Robinson College of Business
Downloads 135 (254,382)

Abstract:

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online reviews, stakeholders, content mining

5.

An Investigation of Risk and Return in Forward Foreign Exchange

NBER Working Paper No. w1180
Number of pages: 55 Posted: 15 Mar 2004 Last Revised: 25 Mar 2021
Robert J. Hodrick and Sanjay Srivastava
Columbia Business School - Finance and Economics and Georgia State University-Robinson College of Business
Downloads 54 (443,766)
Citation 2

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6.

The Covariation of Risk Premiums and Expected Future Spot Exchange Rates

NBER Working Paper No. w1749
Number of pages: 37 Posted: 06 Jul 2004 Last Revised: 14 Apr 2021
Robert J. Hodrick and Sanjay Srivastava
Columbia Business School - Finance and Economics and Georgia State University-Robinson College of Business
Downloads 52 (451,293)
Citation 1

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7.

Foreign Currency Futures

NBER Working Paper No. w1743
Number of pages: 51 Posted: 03 May 2004
Robert J. Hodrick and Sanjay Srivastava
Columbia Business School - Finance and Economics and Georgia State University-Robinson College of Business
Downloads 50 (459,025)
Citation 1

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8.

Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series

Journal of Time Series Analysis, Vol. 28, No. 5, pp. 763-782, September 2007
Number of pages: 20 Posted: 09 Aug 2007
Carnegie Mellon University, Carnegie Mellon University, Carnegie Mellon University and Georgia State University-Robinson College of Business
Downloads 13 (664,187)
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