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Dr Kousik Guhathakurta
Dr Kousik Guhathakurta
Professor, Finance & Accounting, Indian Institute of Management Indore
Verified email at iimidr.ac.in - Homepage
Title
Cited by
Cited by
Year
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
K Guhathakurta, SR Dash, D Maitra
Energy Economics 85, 104566, 2020
1022020
Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes
K Guhathakurta, B Bhattacharya, AR Chowdhury
Physica A: Statistical Mechanics and its Applications 389 (9), 1874-1882, 2010
792010
Empirical mode decomposition analysis of two different financial time series and their comparison
K Guhathakurta, I Mukherjee, AR Chowdhury
Chaos, Solitons & Fractals 37 (4), 1214-1227, 2008
702008
The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications
D Maitra, K Guhathakurta, SH Kang
Energy Economics 94, 105061, 2021
392021
Change‐point analysis in financial networks
S Banerjee, K Guhathakurta
Stat 9 (1), e269, 2020
222020
The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions
A Pandey, A Tripathi, K Guhathakurta
Finance Research Letters 44, 102068, 2022
182022
Effects of IPO offer price ranges on initial subscription, initial turnover and ownership structure—Evidence from Indian IPO market
H Sandhu, K Guhathakurta
Journal of Risk and Financial Management 13 (11), 279, 2020
162020
A network analysis of the Asia-Pacific and other developed stock markets: pre and post global financial crisis
K Guhathakurta, SN Bhattacharya, M Bhattacharya
Applied Finance Letters, 112-131, 2020
72020
Understanding the interrelationship between commodity and stock indices daily movement using ACE and recurrence analysis
K Guhathakurta, N Marwan, B Bhattacharya, AR Chowdhury
Translational Recurrences: From Mathematical Theory to Real-World …, 2014
72014
Modelling for land acquisition for SEZ
PK Dan, K Guhathakurta, G Shatadru
Νερατζής, Ηλίας, 2015
62015
The Comparative dynamics of developed and emerging stock markets: A long memory perspective
SN Bhattacharya, M Bhattacharya, K Guhathakurta
Theoretical Economics Letters 8 (08), 1493, 2018
52018
An examination of critical periods of stock price movements using recurrence plot
K Guhathakurta, B Bhattacharya, A Roychowdhury
Essays in finance, 98-113, 2010
52010
Investigating the nonlinear dynamics of emerging and developed stock markets
K Guhathakurtha
Indian Institute of Management Kozhikode, 2013
42013
Examining stock markets: A non linear dynamics perspective: Examining the Geometric Brownian Motion model with respect to stock price movement in an emerging market
K Guhathakurta, B Bhattacharya, A Roychowdhury
LAP LAMBERT Academic Publishing, 2012
42012
Value relevance of loan loss provision components and the choice of model specification
A Pandey, K Guhathakurta
Advances in accounting 58, 100600, 2022
32022
Nonlinear correlation of stock and commodity indices in emerging and developed market
K Guhathakurta, SN Bhattacharya, S Banerjee, B Bhattacharya
Chaos and complexity theory for management: Nonlinear dynamics, 63-87, 2013
32013
Nonlinear dynamics of voltage fluctuation in power plants for strategic decisions
K Guhathakurta, S Banerjee, PK Dan
Chaos and complexity theory for management: Nonlinear Dynamics, 352-367, 2013
32013
Nonlinearity in Indian Stock & Commodity Markets: a pre-diagnostic investigation
K Guhathakurta, B Bhattacharya, AR Chowdhury
Nonlinearity in Indian Stock & Commodity Markets: A Pre-Diagnostic …, 2011
32011
Nonperforming loan auction: Prudent policy response or earnings management?
A Pandey, K Guhathakurta
Journal of Public Affairs 19 (4), e1936, 2019
22019
Comparative analysis of asset pricing models based on log-normal distribution and tsallis distribution using recurrence plot in an emerging market
K Guhathakurta, B Bhattacharya, AR Chowdhury
The Spread of Financial Sophistication through Emerging Markets Worldwide 32 …, 2016
22016
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