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
3242003
A new information share measure
D Lien, K Shrestha
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
1642009
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
1582008
Cross-country IPOs: what explains differences in underpricing?
S Banerjee, L Dai, K Shrestha
Journal of Corporate Finance 17 (5), 1289-1305, 2011
1432011
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
1092001
Insider trading and earnings management
J Sawicki, K Shrestha
Journal of Business Finance & Accounting 35 (3‐4), 331-346, 2008
1052008
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
982007
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
952004
Monetary transmission via the administered interest rates channel
BS Chong, MH Liu, K Shrestha
Journal of Banking & Finance 30 (5), 1467-1484, 2006
882006
Price discovery in interrelated markets
D Lien, K Shrestha
Journal of Futures Markets 34 (3), 203-219, 2014
562014
The differential effects of classified boards on firm value
S Ahn, K Shrestha
Journal of Banking and Finance 37 (11), 3993-4013, 2013
542013
Price discovery in energy markets
K Shrestha
Energy Economics 45, 229-233, 2014
452014
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
442004
Hedging effectiveness comparisons: A note
D Lien, K Shrestha
International Review of Economics & Finance 17 (3), 391-396, 2008
312008
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
Pricing vulnerable options with jump clustering
Y Ma, K Shrestha, W Xu
Journal of Futures Markets 37 (12), 1155-1178, 2017
242017
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
222008
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
202014
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
Quantile estimation of optimal hedge ratio
D Lien, K Shrestha, J Wu
Journal of Futures Markets 36 (2), 194-214, 2016
192016
The system can't perform the operation now. Try again later.
Articles 1–20