Concepedia

Abhay Abhyankar

AA

18

Publications

1.1K

Citations

16

H-Index

1994

Active since

Affiliations

University of Edinburgh(Current)

University of Stirling

University of Warwick

London School of Business and Finance

University of Exeter

Abhay Abhyankar is an author at University of Edinburgh specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsEmpirical FinanceEconomic AnalysisVolatility ModelingStock PricesGlobal Finance

Publications per year

1994–2013

18

Publications

18

Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100

Abhay Abhyankar, Laurence Copeland, Wing‐Keung Wong · Journal of Business and Economic Statistics · 1997 · 187 citations

Real-time Returns, Time Series Econometrics, Real-time Stock-market Indexes +16

Oil Price Shocks and the Stock Market: Evidence from Japan

Abhay Abhyankar, Bing Xu, Jiayue Wang · The Energy Journal · 2013 · 157 citations

Volatility Modeling, Japanese Stock Market, Economic Fluctuation +16

Return and volatility dynamics in the FT‐SE 100 stock index and stock index futures markets

Abhay Abhyankar · Journal of Futures Markets · 1995 · 146 citations

Economics, Volatility Modeling, Financial Economics +9

Exchange rates and fundamentals: evidence on the economic value of predictability

Abhay Abhyankar, Lucio Sarno, Giorgio Valente · Journal of International Economics · 2004 · 145 citations · Full text

Economics, Exchange Rate Regimes, International Finance +9

Bid‐ask Spreads, Trading Volume and Volatility: Intra‐day Evidence from the London Stock Exchange

Abhay Abhyankar, Dipak Ghosh, Eric J. Levin et al. · Journal of Business Finance &amp Accounting · 1997 · 110 citations

Market Microstructure, London Stock Exchange, Economics +13

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