All Stories

  1. The saving, human wealth and asset pricing nexus: Evidence from around the world

    Article • Economic Systems, June 2022, Elsevier

    Associate Professor Shijin Santhakumar

  2. Timeliness and persistence of conservative earnings in an emerging market

    Article • Journal of Financial Reporting and Accounting, June 2020, Emerald

    Associate Professor Shijin Santhakumar

  3. Investigating liquidity constraints as a channel of contagion: a regime switching approach

    Article • Financial Innovation, May 2020, Springer Science + Business Media

    Associate Professor Shijin Santhakumar

  4. The nexus of asset pricing, volatility and the business cycle

    Article • International Journal of Operations & Production Management, May 2020, Emerald

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  5. Economic development, financial development, and income inequality nexus

    Article • Borsa Istanbul Review, March 2020, Elsevier

    Associate Professor Shijin Santhakumar

  6. The tripartite inquiry into financial liberalization-volatility-information asymmetry nexus: Global panel approach

    Article • IIMB Management Review, July 2019, Elsevier

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  7. Is Human Capital the Sixth Factor? Evidence from US Data

    Article • ACRN Journal of Finance and Risk Perspectives, January 2019, ACRN Oxford Ltd

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  8. The nexus of anomalies-stock returns-asset pricing models: the international evidence

    Article • Borsa Istanbul Review, July 2018, Elsevier

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  9. Diffusion of crisis signals across the world: evidence from subprime crisis of 2008-2009

    Article • International Journal of Emerging Markets, April 2018, Emerald

    Associate Professor Shijin Santhakumar

  10. Information asymmetry and insider trade profitability in India

    Article • Journal of Indian Business Research, March 2018, Emerald

    Mohammed Iqbal, Associate Professor Shijin Santhakumar

  11. Dissecting anomalies and dynamic human capital: The global evidence

    Article • Borsa Istanbul Review, March 2018, Elsevier

    Associate Professor Shijin Santhakumar, Dr. Rahul Roy

  12. A six-factor asset pricing model

    Article • Borsa Istanbul Review, March 2018, Elsevier

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  13. Concentration of Ownership among Indian Companies

    Article • Vision The Journal of Business Perspective, November 2017, SAGE Publications

    shijin santhakumar, Associate Professor Shijin Santhakumar

  14. Cascading effect of contagion in Indian stock market: Evidence from reachable stocks

    Article • IIMB Management Review, October 2017, Elsevier

    Associate Professor Shijin Santhakumar

  15. The term structure of interest rates and macroeconomic factors; evidence from Indian financial market

    Article • Borsa Istanbul Review, June 2017, Elsevier

    Associate Professor Shijin Santhakumar

  16. Managerial discretion and agency cost in Indian market

    Article • Advances in Accounting, December 2016, Elsevier

    Associate Professor Shijin Santhakumar

  17. Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market

    Article • Asia-Pacific Financial Markets, March 2016, Springer Science + Business Media

    Associate Professor Shijin Santhakumar

  18. Time-varying global financial market inefficiency: an instance of pre-, during, and post-subprime crisis

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

    Associate Professor Shijin Santhakumar, Dr. Rahul Roy

  19. Dynamic risk‐return relation with human capital: a study on Indian markets

    Article • International Journal of Emerging Markets, April 2012, Emerald

    shijin santhakumar, Associate Professor Shijin Santhakumar