| 2012 |
CV September 2012 |
PDF (239k) |
M. Kalimipalli |
| 2011 |
Overview of all courses taught |
PDF (66k) |
Kalimipalli |
| 2011 |
Regime-switching stochastic volatility and short-term interest rates |
PDF (692k) |
Madhu Kalimipallia, and Raul Susmelb |
| 2011 |
Does the method of entry matter? Evidence from Indian ADRs and GDRs |
PDF (231k) |
Madhu Kalimipalli, and Latha Ramchand |
| 2011 |
DYNAMIC EFFECTS OF IDIOSYNCRATIC VOLATILITY AND LIQUIDITY ON CORPORATE BOND SPREADS |
PDF (1002k) |
Madhu Kalimipalli, Subhankar Nayak, and Marcos F. Perez |
| 2011 |
Appendix: Regime-Switching Stochastic Volatility and Short-term Interest Rates |
PDF (33k) |
Mdhu Kalimipalli and Raul Susmel |
| 2011 |
Analyst Forecast Dispersion and Future Stock Return Volatility |
PDF (339k) |
George Athanassakos, and Madhu Kalimipalli |
| 2011 |
Concentrated control and corporate value: a comparative analysis of single and dual class structures in Canada |
PDF (173k) |
Brian Frederick Smith, Ben Amoako-Adu, and Madhu Kalimipalli |
| 2011 |
Did CDS Trading Improve the Market for Corporate Bonds? |
PDF (237k) |
Sanjiv Das, Madhu Kalimipalli, and Subhankar Nayak |
| 2011 |
Cross-listing and the long-term performance of ADRs: Revisiting European evidence |
PDF (513k) |
Franck Bancela, Madhu Kalimipallib, and Usha R. Mittooc |
| 2011 |
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY |
PDF (200k) |
Wing Hong Chan, Ranjini Jha, and Madhu Kalimipalli |
| 2011 |
THE ECONOMIC SIGNIFICANCE OF CONDITIONAL SKEWNESS IN INDEX OPTION MARKETS |
PDF (288k) |
RANJINI JHA and MADHU KALIMIPALLI |
| 2011 |
LIQUIDITY AND BOND MARKETS |
PDF (84k) |
Sanjiv R. Dasa, Jan Ericssonb, and Madhu Kalimipallic |
| 2009 |
Illiquidity as a Priced Factor: Evidence from Intradaily Data |
PDF (474k) |
Sahn-Wook Huh |
| 2005 |
BU393 Spring 2005 Course Outline |
PDF (138k) |
Dr. Madhu Kalimipalli |
| 2005 |
BU393 Course Outline |
PDF (138k) |
Dr. Madhu Kalimiaplli |
| 2004 |
2004-02 FIN: Changes in liquidity following exposure to foreign shareholders (Working Paper Abstract) |
External |
Kalimipalli, M., & Ramchand, L. |
| 2004 |
2004-03 FIN: Analyst Forecast Dispersion and Future Stock Return Volatility (Working Paper Abstract) |
External |
Kalimipally, M., & Athanassakos, G. |
| 2004 |
2004-04 FIN: Does Skewness matter? Evidence from Index Options Market (Working Paper Abstract) |
External |
Kalimipalli, M., & Sivakumar, R. |
| 2004 |
2004-05 FIN: Effects of Regime Switching and Stochastic Volatility on T-Bill Option Prices (Working Paper Abstract) |
External |
Kalimipalli, M., & Susmel, R. |