Alok Dixit
VIDWAN ID: 96949

Dr Alok Dixit

Male Doctor of Philosophy
Associate Professor | Finance and Accounting
Indian Institute of Management Lucknow
Uttar Pradesh
Expertise: Business, Finance
7 Publications
0 Projects
23 Scopus Citations
30 CrossRef
16 Years 10 Months Total Experience
Publications
7 Total
Articles
7
Activity

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Scopus Scopus
23 Citations
3 h-index
CrossRef CrossRef
30 Citations
4 h-index
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Personal Details

Doctor of Philosophy
Indian Institute of Technology, Indore
Associate Professor
Nov 2009 – Present
Indian Institute of Management Lucknow | Finance and Accounting
Social Sciences
Business, Finance

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Scholarly Publications

Testing lower boundary conditions for index options using futures prices: Evidences from the Indian options market

Open Access
Journal Article
Vikalpa: The Journal for Decision Makers. Year: 2011. Volume: 36 , Issue: 1 , Pages: 15-31 .
Authors: Alok Dixit; Surendra S Yadav; P K Jain

Violation of lower boundary condition and market efficiency: An investigation into the Indian options market

Open Access
Journal Article
Year: 2009. Volume: 15 , Issue: 1 , Pages: 3-14 .
Authors: Alok Dixit; Surendra S Yadav; P K Jain

Energy-Related Discussion in Fed Speeches and Options-Implied Equity Risk Premium

Open Access
Journal Article
THE JOURNAL OF FUTURES MARKETS. Year: 2026. Volume: 46 , Issue: 4 , Pages: 719-737 .
Authors: Alok Dixit; Sanchit Jain; Brian Lucey; Jalaj Pathak

Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence

Journal Article
Finance Research Letters. Year: 2024. Volume: 69 .
Authors: Alok Dixit; Shweta Bajpai

Global Component of Sentiment in Futures Markets: Evidence from Covid-19 Pandemic

Open Access
Journal Article
American Business Review. Year: 2023. Volume: 26 , Issue: 2 , Pages: 355-384 .
Authors: Abhinava Tripathi; Alok Dixit

Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market

Journal Article
Journal of Quantitative Economics. Year: 2018. Volume: 16 , Issue: 1 , Pages: 57-88 .
Authors: Alok Dixit; Shivam Singh

Informational efficiency of implied volatilities of S&P CNX Nifty index options: A study in Indian securities market

Journal Article
Journal of Advances in Management Research. Year: 2010. Volume: 7 , Issue: 1 , Pages: 32-57 .
Authors: Alok Dixit; Surendra S. Yadav