All Stories

  1. The Integration of Digital Assets (DA), into traditional Multi-Asset Class (MAC) portfolios,

    Article • SSRN Electronic Journal, January 2025, Elsevier

    Professor Pankaj Agrrawal

  2. A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency

    Article • Journal of Behavioral Finance, July 2023, Taylor & Francis

    Professor Pankaj Agrrawal

  3. The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties

    Article • Mathematics, May 2023, MDPI AG

    Professor Pankaj Agrrawal

  4. Daily, weekly or monthly Betas. The interval and frequency effect of varying return arrays.

    Article • Journal of Risk and Financial Management, November 2022, MDPI AG

    Professor Pankaj Agrrawal

  5. Is the “sell in May and go away” adage the result of an election-year effect?

    Article • Managerial Finance, September 2018, Emerald

    Professor Pankaj Agrrawal

  6. Going beyond Stocks and Bonds for stable and doable asset allocation

    Article • November 2017, Edward Elgar Publishing

    Professor Pankaj Agrrawal

  7. Suicides as a response to adverse market sentiment

    Article • PLOS One, November 2017, PLOS

    Professor Pankaj Agrrawal

  8. Seasonality in Stock and Bond ETFs (2001—2014):The Months Are Getting Mixed Up but Santa Delivers on Time

    Article • The Journal of Investing, August 2015, Institutional Investor Journals

    Professor Pankaj Agrrawal

  9. Investor Sentiment and Short-Term Returns for Size-Adjusted Value and Growth Portfolios

    Article • Journal of Behavioral Finance, January 2015, Taylor & Francis

    Professor Pankaj Agrrawal

  10. Referees January 2011–December 2013

    Article • European Journal of Finance, October 2014, Taylor & Francis

    Professor Pankaj Agrrawal

  11. An Intertemporal Study of ETF Liquidity and Underlying Factor Transition, 2009–2014

    Article • The Journal of Trading, June 2014, Institutional Investor Journals

    Professor Pankaj Agrrawal

  12. An Intertemporal Study of ETF Liquidity and Underlying Factor Transition, 2009-2014

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Pankaj Agrrawal

  13. This paper is about multi asset investing. It extends Markowitz diversification to 6 asset classes.

    Article • The Journal of Index Investing, August 2013, Institutional Investor Journals

    Professor Pankaj Agrrawal

  14. Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Professor Pankaj Agrrawal

  15. A Problem with Comparative Return Plots on Finance Websites

    Article • Journal of Behavioral Finance, December 2010, Taylor & Francis

    Professor Pankaj Agrrawal

  16. Dispersion of ETF Betas on Financial Websites

    Article • The Journal of Investing, February 2010, Institutional Investor Journals

    Professor Pankaj Agrrawal

  17. Algorithm to harvest information on finance portals and compile it into machine‐readable datasets

    Article • Managerial Finance, April 2009, Emerald

    Professor Pankaj Agrrawal

  18. The Stock-REIT Relationship and Optimal Asset Allocations

    Article • Journal of Real Estate Portfolio Management, January 2006, Taylor & Francis

    Professor Pankaj Agrrawal

  19. Interaction Between Value Line's Timeliness and Safety Ranks

    Article • The Journal of Investing, January 2001, Institutional Investor Journals

    Professor Pankaj Agrrawal

  20. The Effects of Blending Primary and Diluted EPS Data

    Article • Financial Analysts Journal, March 1999, Taylor & Francis

    Professor Pankaj Agrrawal

  21. Excess Capacity in Banking: Fact or Fiction?

    Article • SSRN Electronic Journal, January 1994, Elsevier

    Professor Pankaj Agrrawal