All Stories

  1. The U.S. Presidential Election 2012/2016 and Investors’ Sentiment: The Case of CBOE Market Volatility Index

    Article • SAGE Open, July 2019, SAGE Publications

    Dr imlak shaikh

  2. The impact of terrorism on Indian securities market

    Article • Economic Research-Ekonomska Istraživanja, January 2019, Taylor & Francis

    Dr imlak shaikh

  3. On the relationship between implied volatility index and equity index returns

    Article • Journal of Economic Studies, January 2016, Emerald

    Dr imlak shaikh

  4. The Behavior of Option’s Implied Volatility Index: a Case of India VIX

    Article • Verslas teorija ir praktika, June 2015, Vilnius Gediminas Technical University

    Dr imlak shaikh

  5. The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?

    Article • Borsa Istanbul Review, March 2015, Elsevier

    Dr imlak shaikh

  6. On the relationship of implied, realized and historical volatility: evidence from NSE equity index options

    Article • Journal of Business Economics and Management, October 2014, Vilnius Gediminas Technical University

    Dr imlak shaikh

  7. Stylized patterns of implied volatility in India: a case study of NSE Nifty options

    Article • Journal of Indian Business Research, August 2014, Emerald

    Dr puja Padhi, Dr imlak shaikh

  8. Inter-temporal relationship between India VIX and Nifty equity index

    Article • DECISION, May 2014, Springer Science + Business Media

    Dr imlak shaikh

  9. The forecasting performance of implied volatility index: evidence from India VIX

    Article • Economic Change and Restructuring, May 2014, Springer Science + Business Media

    Dr imlak shaikh

  10. The Behavior of Investor's-fear-gauge-index on Scheduled Macroeconomic Communications

    Article • Procedia - Social and Behavioral Sciences, May 2014, Elsevier

    Dr imlak shaikh

  11. The information content of implied volatility index (India VIX)

    Article • Global Business Perspectives, October 2013, Springer Science + Business Media

    Dr imlak shaikh

  12. RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX

    Article • Transition Studies Review, February 2013, Springer Science + Business Media

    Dr imlak shaikh

  13. The Information Content of Macroeconomic News

    Article • Procedia Economics and Finance, January 2013, Elsevier

    Dr imlak shaikh