Madhu Kalimipalli
Finance · 2004–2014
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 31 citations into it
- Accounting — 13 citations into it
Whom Madhu Kalimipalli trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Madhu Kalimipalli's perspective
Ordered by how strongly the researchers Madhu Kalimipalli trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Pricing of Options and Corporate Liabilities
- Post-'87 crash fears in the S&P 500 futures option market
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Specification Analysis of Affine Term Structure Models
- Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
- Generalized autoregressive conditional heteroskedasticity
- Information and the Cost of Capital
Their papers
- Did CDS Trading Improve the Market for Corporate Bonds (2014) — 143 citations
- Regime Switching Stochastic Volatility and Short-term Interest Rates (2004) — 94 citations