Ministry of Education
Vipul
VIDWAN ID: 33150

Prof Vipul

Male Doctor of Philosophy
Professor | Finance and Accounting
Indian Institute of Management Lucknow
Uttar Pradesh
Expertise: Business, Finance
Scopus 22236090300
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25 Publications
0 Projects
375 Scopus Citations
421 CrossRef
35 Years 1 Month Total Experience
Publications
25 Total
Articles
25
Activity

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Scopus Scopus
375 Citations
12 h-index
CrossRef CrossRef
421 Citations
13 h-index
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Professional Recognition

Prof. Manubhai M. Shah Memorial Award for Excellence in Commerce & Business Management
2012
Indian Commerce Association

Community & Membership

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Personal Details

Doctor of Philosophy
1996
STQC Directorate & R&D Coordination Division
Professor
Aug 1991 – Present
Indian Institute of Management Lucknow | Finance and Accounting
Social Sciences
Business, Finance

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Scholarly Work

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Volatility estimation, forecasting and portfolio application with price-range based estimators

University Indian Institute of Management, Lucknow
Year 2008
Downloads 0

Volatility Estimation and Forecasting: A study on Indian Financial Markets

University Indian Institute of Management, Lucknow
Year 2013
Downloads 0

Essays on risk-based investing

University Indian Institute of Management, Lucknow
Year 2015
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Investors’ behaviour around price limit hits -A study in Indian capital market

University Indian Institute of Management, Lucknow [2016 (submitted)]
Year 2016
Downloads 0
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Scholarly Publications

Temporal variation in futures mispricing

Open Access
Journal Article
Vikalpa: The Journal for Decision Makers. Year: 2005. Volume: 30 , Issue: 4 , Pages: 35-38 .
Authors: Vipul
DOI 10.1177/0256090920050403 Crossref Crossref: 16 Scopus Scopus: 15

Futures and options expiration-day effects: The Indian evidence

Journal Article
THE JOURNAL OF FUTURES MARKETS. Year: 2005. Volume: 25 , Issue: 11 , Pages: 1045-1065 .
DOI 10.1002/fut.20178 Crossref Crossref: 46 Scopus Scopus: 38

Impact of the introduction of derivatives on underlying volatility: Evidence from India

Journal Article
Applied Financial Economics. Year: 2006. Volume: 16 , Issue: 9 , Pages: 687-697 .
Authors: Vipul
DOI 10.1080/09603100600693816 Crossref Crossref: 21 Scopus Scopus: 18

Forecasting performance of extreme-value volatility estimators

Journal Article
THE JOURNAL OF FUTURES MARKETS. Year: 2007. Volume: 27 , Issue: 11 , Pages: 1085-1105 .
Authors: Vipul; Joshy Jacob
DOI 10.1002/fut.20283 Crossref Crossref: 35 Scopus Scopus: 30

Mispricing, Volume, Volatility and Open Interest: Evidence from Indian Futures Market

Journal Article
Journal of Emerging Market Finance. Year: 2008. Volume: 7 , Issue: 3 , Pages: 263-292 .
Authors: Vipul
DOI 10.1177/097265270800700303 Crossref Crossref: 9 Scopus Scopus: 8

Estimation and forecasting of stock volatility with range-based estimators

Journal Article
THE JOURNAL OF FUTURES MARKETS. Year: 2008. Volume: 28 , Issue: 6 , Pages: 561-581 .
Authors: Joshy Jacob; Vipul
DOI 10.1002/fut.20321 Crossref Crossref: 31 Scopus Scopus: 24

Cross-market efficiency in the Indian derivatives market: A test of put-call parity

Journal Article
THE JOURNAL OF FUTURES MARKETS. Year: 2008. Volume: 28 , Issue: 9 , Pages: 889-910 .
Authors: Vipul
DOI 10.1002/fut.20325 Crossref Crossref: 15 Scopus Scopus: 16

Forecasting stock index volatility with GARCH models: international evidence

Journal Article
Studies in Economics and Finance. Year: 2015. Volume: 32 , Issue: 4 , Pages: 445-463 .
Authors: Prateek Sharma; Vipul _
DOI 10.1108/SEF-11-2014-0212 Crossref Crossref: 21 Scopus Scopus: 26
Showing 1 to 8 of 25 publications