| 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 |
| 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. |
| 2004 |
2004-06 FIN: Industry-relative Performance of European Listings in the U.S. (Working Paper Abstract) |
External |
Kalimipalli, M., Bancel, F., & Mitoo, U.R. |
| 2004 |
Regime-switching stochastic volatility and short-term interest rates (ABSTRACT) |
External |
Kalimipalli, M., & Susmel, R. |
| 2004 |
2004-01 FIN: Industry-relative Performance of European Listings in the U.S. (Working Paper) |
PDF (201k) |
Bancel, F., Kalimipalli, M., & Mittoo, U.R. |
| 2003 |
Liquidity and Bond Markets |
External |
Das, S.R., Ericsson, J., & Kalimipalli, M. |
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