Dr Alok Dixit

vidwan id: 96949

Male

Associate Professor, Finance and Accounting
Indian Institute of Management Lucknow

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Expertise

Business, Finance

Publications

Total Articles 14

Books 0

Proceedings 0

Publications

Scopus

Citations 72

h-index 5

CrossRef

Citations 18

h-index 3

Google Scholar

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Bio

Derivatives pricing and market efficiency, Risk Management, Quantitative, Trading Strategies, Liquidity, Asset Pricing

Personal Details

Male
Associate Professor , Indian Institute of Management Lucknow
Indian Institute of Management, Lucknow, Prabandh Nagar

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Associate Professor Nov 2009 – Present

Indian Institute of Management Lucknow | Finance and Accounting

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Mr G V Vigneshwara Swamy

Assistant Professor

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Assistant Professor

Organisations (79+)

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Dr Ashish Aggarwal

Associate Professor

Dr Ashish Dubey

Associate Professor

Dr Ashutosh Kumar Sinha

Associate Professor

Professor

Professor

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Professor

Professor

Mr Anirban Chakraborty

Assistant Professor

Dr Alok Dixit

Associate Professor

Co-Authors (7)

Dr Abhinava Tripathi

Indian Institute of Technology Roorkee

Prof Pramod Kumar Jain

N/A

Prof P K Jain

Indian Institute of Technology Delhi

Dr SHWETA BAJPAI

Amity Law School

Prof Surendra Singh Yadav

N/A

Prof Surendra Singh Yadav

Indian Institute of Technology Delhi

Prof Vipul

Indian Institute of Management Lucknow

Scholarly Work

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Scholarly Publications

Limit order books: a systematic review of literature

Open Access

Review

Qualitative Research in Financial Markets. Year: 2020. Volume: 12 , Issue: 4 , Pages: 505-541 .

Authors: Tripathi A.;Vipul V.;Dixit A.

10.1108/QRFM-07-2019-0080

Options pricing and short-selling in the underlying: Evidence from India

Open Access

Article

Year: 2019. Volume: 39 , Issue: 10 , Pages: 1250-1268 .

Authors: Dixit A.;Vipul ;Singh S.

10.1002/fut.22040

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

Open Access

Article

Journal of Quantitative Economics. Year: 2018. Volume: 16 , Issue: 1 , Pages: 57-88 .

Authors: Dixit A.;Singh S.

10.1007/s40953-017-0078-3

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

Open Access

Article

Year: 2011. Volume: 36 , Issue: 1 , Pages: 15-31 .

Authors: Dixit A.;Yadav S.;Jain P.

10.1177/0256090920110102

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

Open Access

Article

Journal of Advances in Management Research. Year: 2010. Volume: 7 , Issue: 1 , Pages: 32-57 .

Authors: Dixit A.;Jain S.S.P.K.

10.1108/09727981011042847

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

Open Access

Article

Year: 2009. Volume: 15 , Issue: 1 , Pages: 3-14 .

Authors: Dixit A.;Yadav S.;Jain P.

10.1057/jdhf.2008.30

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