2 citations · 2 across the 3 of their papers we have counts for
4 papers
Causality between Sentiment and Cryptocurrency Prices
Lubdhak Mondal, Udeshya Raj, Abinandhan S +3
This study investigates the relationship between narratives conveyed through microblogging platforms, namely Twitter, and the value of crypto assets. Our study provides a unique te…
On the Pricing of Currency Options under Variance Gamma Process
Azwar Abdulsalam, Gowri Jayprakash, Abhijeet Chandra
The pricing of currency options is largely dependent on the dynamic relationship between a pair of currencies. Typically, the pricing of options with payoffs dependent on multi-ass…
Stochastic Spread Pairs Trading in the Indian Commodity Market
Dhruv Mahajan, Abhijeet Chandra
In this study, we applied a stochastic spread pairs trading strategy on the Indian commodity market. The complete set of commodities were taken whose spot price was available for t…
The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits Not-so Sweet?
Ananjan Bhattacharyya, Abhijeet Chandra
In this paper, we study the determinants of expected returns on the listed penny stocks from two perspectives. Traditionally financial economics literature has been devoted to stud…