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
2962003
A new information share measure
D Lien, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
1462009
Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration
A Tourani‐Rad, MH Liu, KM Shrestha
Managerial Finance, 2008
1382008
Cross-country IPOs: what explains differences in underpricing?
S Banerjee, L Dai, K Shrestha
Journal of Corporate Finance 17 (5), 1289-1305, 2011
1242011
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
1052001
Insider trading and earnings management
J Sawicki, K Shrestha
Journal of Business Finance & Accounting 35 (3‐4), 331-346, 2008
1022008
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
932007
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
902004
Monetary transmission via the administered interest rates channel
BS Chong, MH Liu, K Shrestha
Journal of Banking & Finance 30 (5), 1467-1484, 2006
852006
Price discovery in interrelated markets
D Lien, K Shrestha
Journal of Futures Markets 34 (3), 203-219, 2014
502014
The differential effects of classified boards on firm value
S Ahn, K Shrestha
Journal of Banking and Finance 37 (11), 3993-4013, 2013
492013
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
462004
Price discovery in energy markets
K Shrestha
Energy Economics 45, 229-233, 2014
402014
Hedging effectiveness comparisons: A note
D Lien, K Shrestha
International Review of Economics & Finance 17 (3), 391-396, 2008
302008
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
212008
Real interest rate parity: long-run and short-run analysis using wavelets
K Shrestha, KH Tan
Review of Quantitative Finance and Accounting 25 (2), 139-157, 2005
202005
Maximum likelihood estimation of ARMA model with error processes for replicated observation
WK Wong, RB Miller, K Shrestha
Journal of Applied Statistical Science,(forthcoming), 1999
171999
Dumping with correlated demand
M Anam, SH Chiang, K Shrestha
Southern Economic Journal, 1072-1078, 1996
171996
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis
K Shrestha, SS Chen, C Lee
Journal of Financial Research 25 (3), 305-320, 2002
162002
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