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Prof Vipul

vidwan id: 33150
Male

Professor, Finance and Accounting
Indian Institute of Management Lucknow

Expertise

  • Business, Finance

Publications

Total Articles 32
Books 0
Proceedings 0

Publications

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Scopus

Citations 298
h-index 10

CrossRef

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Citations 148
h-index 7
Google Scholar

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Professional Recognition

2012

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

Indian Commerce Association

Community & Membership

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Bio

Finance and Accounting, Asset Pricing Theories, Stock markets, Financial Derivatives, Corporate Finance.

Personal Details

  • Male
  • Professor , Indian Institute of Management Lucknow
  • Indian Institute of Management, Lucknow, Prabandh Nagar
Ph.D
University of Lucknow 1996
Professor Aug 1991 – Present
Indian Institute of Management Lucknow | Finance and Accounting

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Co-Authors (5)

Abhinava

Dr Abhinava Tripathi

Indian Institute of Technology Roorkee

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Dr Alok Dixit

Indian Institute of Management Lucknow

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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

Volatility Estimation and Forecasting: A study on Indian Financial Markets

University Indian Institute of Management, Lucknow
Year 2013

Essays on risk-based investing

University Indian Institute of Management, Lucknow
Year 2015

Investors’ behaviour around price limit hits -A study in Indian capital market

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

Box-spread arbitrage efficiency of Nifty index options: The Indian evidence

Open Access
Article

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

Open Access
Article

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

Open Access
Article

Estimation and forecasting of stock volatility with range-based estimators

Open Access
Article

Forecasting performance of extreme-value volatility estimators

Open Access
Article

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

Open Access
Article

Temporal variation in futures mispricing

Open Access
Article

Futures and options expiration-day effects: The Indian evidence

Open Access
Article