Concepedia

Alok Dixit

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Publications

5

Citations

76

H-Index

5

Active since

2016

Affiliations

Indian Institute of Management Lucknow(Current)

Indian Institute of Technology Roorkee

Alok Dixit is an author at Indian Institute of Management Lucknow specializing in business, asset pricing, and financial economics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsEngineeringGlobal FinanceOption PricingEmpirical FinanceMarket Efficiency

Publications per year

2016–2021

5

Publications

5

Adaptive market hypothesis and investor sentiments: global evidence

Abhinava Tripathi, Vipul Vipul, Alok Dixit · Managerial Finance · 2020 · 22 citations

Empirical Finance, Economics, Financial Economics +14

Liquidity commonality in the cryptocurrency market

Abhinava Tripathi, Alok Dixit, Vipul Vipul · Applied Economics · 2021 · 18 citations

Liquidity commonality in extreme quantiles: Indian evidence

Abhinava Tripathi, Alok Dixit, Vipul Vipul · Finance research letters · 2020 · 13 citations

Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market

Shivam Singh, Alok Dixit · Theoretical Economics Letters · 2016 · 12 citations · Full text

Liquidity-weighted Performance Metrics, Volatility Modeling, Multivariate Stochastic Volatility +13

Information content of order imbalance in an order-driven market: Indian Evidence

Abhinava Tripathi, Alok Dixit, Vipul Vipul · Finance research letters · 2020 · 11 citations

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