1 citations · 1 across the 1 of their papers we have counts for
3 papers
q-fin.ST2020★ 1 cited
Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds
Kartikay Gupta, Niladri Chatterjee
The lead-lag relationship plays a vital role in financial markets. It is the phenomenon where a certain price-series lags behind and partially replicates the movement of leading ti…
q-fin.ST2019
Selecting stock pairs for pairs trading while incorporating lead-lag relationship
Kartikay Gupta, Niladri Chatterjee
Pairs Trading is carried out in the financial market to earn huge profits from known equilibrium relation between pairs of stock. In financial markets, seldom it is seen that stock…
q-fin.GN2019
Top performing stocks recommendation strategy for portfolio
Kartikay Gupta, Niladri Chatterjee
Stock return forecasting is of utmost importance in the business world. This has been the favourite topic of research for many academicians since decades. Recently, regularization…