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Keshab Shrestha
Keshab Shrestha
Verified email at monash.edu
Title
Cited by
Cited by
Year
Futures hedge ratios: a review
SS Chen, C Lee, K Shrestha
The quarterly review of economics and finance 43 (3), 433-465, 2003
3442003
Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration
MH Liu, KM Shrestha
Managerial Finance, 2008
1902008
A new information share measure
D Lien, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
1842009
Cross-country IPOs: what explains differences in underpricing?
S Banerjee, L Dai, K Shrestha
Journal of Corporate Finance 17 (5), 1289-1305, 2011
1592011
Insider trading and earnings management
J Sawicki, K Shrestha
Journal of Business Finance & Accounting 35 (3‐4), 331-346, 2008
1152008
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio
SS Chen, CF Lee, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001
1132001
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
D Lien, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
1052007
An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐and long‐run hedge ratios
SS Chen, CF Lee, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
1042004
Monetary transmission via the administered interest rates channel
BS Chong, MH Liu, K Shrestha
Journal of Banking & Finance 30 (5), 1467-1484, 2006
992006
Price discovery in interrelated markets
D Lien, K Shrestha
Journal of Futures Markets 34 (3), 203-219, 2014
672014
The differential effects of classified boards on firm value
S Ahn, K Shrestha
Journal of Banking and Finance 37 (11), 3993-4013, 2013
562013
Price discovery in energy markets
K Shrestha
Energy Economics 45, 229-233, 2014
532014
Nonlinear models in corporate finance research: review, critique, and extensions
SS Chen, KW Ho, CF Lee, K Shrestha
Review of Quantitative Finance and Accounting 22 (2), 141-169, 2004
482004
Pricing vulnerable options with jump clustering
Y Ma, K Shrestha, W Xu
Journal of Futures Markets 37 (12), 1155-1178, 2017
362017
Hedging effectiveness comparisons: A note
D Lien, K Shrestha
International Review of Economics & Finance 17 (3), 391-396, 2008
332008
Misvaluation and insider trading incentives for accrual‐based and real earnings management
J Sawicki, K Shrestha
Journal of Business Finance & Accounting 41 (7-8), 926-949, 2014
302014
Estimating the optimal hedge ratio with focus information criterion
D Lien, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005
282005
Do the pure martingale and joint normality hypotheses hold for futures contracts?: Implications for the optimal hedge ratios
SS Chen, C Lee, K Shrestha
The Quarterly Review of Economics and Finance 48 (1), 153-174, 2008
232008
Quantile estimation of optimal hedge ratio
D Lien, K Shrestha, J Wu
Journal of Futures Markets 36 (2), 194-214, 2016
222016
Corporate Governance and the Information Content of Earnings Announcements: A Cross‐Country Analysis
ST Lau, K Shrestha, J Yu
Contemporary Accounting Research 33 (3), 1238-1266, 2016
212016
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