| 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 | 102 | 2020 |
| Investor sentiment and emerging stock market liquidity B Debata, SR Dash, J Mahakud Finance Research Letters 26, 15-31, 2018 | 101 | 2018 |
| Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets SH Kang, D Maitra, SR Dash, R Brooks Pacific-Basin Finance Journal 58, 101221, 2019 | 81 | 2019 |
| Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach SR Dash, D Maitra Finance Research Letters 26, 32-39, 2018 | 70 | 2018 |
| Economic policy uncertainty and stock market liquidity: Evidence from G7 countries SR Dash, D Maitra, B Debata, J Mahakud International Review of Finance 21 (2), 611-626, 2021 | 63 | 2021 |
| Investor sentiment, risk factors and stock return: evidence from Indian non-financial companies SR Dash, J Mahakud Journal of Indian Business Research 4 (3), 2012 | 44 | 2012 |
| Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic D Maitra, MU Rehman, SR Dash, SH Kang The North American Journal of Economics and Finance 62, 101776, 2022 | 38 | 2022 |
| The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements SR Dash, D Maitra The North American Journal of Economics and Finance 62, 101712, 2022 | 38 | 2022 |
| Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification D Maitra, S Chandra, SR Dash Transportation Research Part E: Logistics and Transportation Review 138, 101962, 2020 | 35 | 2020 |
| Asset quality determinants of Indian banks: Empirical evidence and policy issues R Arrawatia, V Dawar, D Maitra, SR Dash Journal of Public affairs 19 (4), e1937, 2019 | 34 | 2019 |
| Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications D Maitra, MU Rehman, SR Dash, SH Kang Energy Economics 102, 105499, 2021 | 33 | 2021 |
| Sentiment and stock market volatility revisited: A time–frequency domain approach D Maitra, SR Dash Journal of Behavioral and Experimental Finance 15, 74-91, 2017 | 32 | 2017 |
| The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis SR Dash, D Maitra Journal of Behavioral and Experimental Finance 22, 135-150, 2019 | 31 | 2019 |
| Impact of Investor Sentiment on Stock Return: Evidence from India SR Dash, J Mahakud Journal of Management Research 13 (3), 2013 | 29 | 2013 |
| Investor sentiment and stock return: Do industries matter? SR Dash, J Mahakud Margin: The Journal of Applied Economic Research 7 (3), 315-349, 2013 | 29 | 2013 |
| Market anomalies, asset pricing models, and stock returns: evidence from the Indian stock market SR Dash, J Mahakud Journal of Asia Business Studies 9 (3), 306-328, 2015 | 27 | 2015 |
| Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach SR Dash, D Maitra The Quarterly Review of Economics and Finance 81, 397-420, 2021 | 26 | 2021 |
| Corporate governance and firm performance relationship: Implications for risk‐adjusted return behavior SR Dash, M Raithatha Managerial and Decision Economics 40 (8), 923-940, 2019 | 25 | 2019 |
| Investor sentiment and government policy interventions: evidence from COVID-19 spread G Goel, SR Dash Journal of Financial Economic Policy 14 (2), 242-267, 2022 | 24 | 2022 |
| Conditional Multifactor Asset Pricing Model and Market Anomalies SR Dash, J Mahakud Journal of Indian Business Research 5 (4), 2013 | 18 | 2013 |
DEBASISH MAITRAProfessorVerified email at iimidr.ac.in
