Concepedia

Madhu Kalimipalli

MK

17

Publications

527

Citations

13

H-Index

2002

Active since

Affiliations

Wilfrid Laurier University(Current)

Santa Clara University

University of Waterloo

University of Houston

Madhu Kalimipalli is an author at Wilfrid Laurier University specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsEmpirical FinanceFinancial EconomicsAsset PricingVolatility ModelingCorporate FinanceOption PricingEconomic Analysis

Publications per year

2002–2022

17

Publications

17

Did CDS trading improve the market for corporate bonds?

Sanjiv Ranjan Das, Madhu Kalimipalli, Subhankar Nayak · Journal of Financial Economics · 2013 · 136 citations

Empirical Finance, Financial Economics, Business +5

Regime-switching stochastic volatility and short-term interest rates

Madhu Kalimipalli, Raúl Susmel · Journal of Empirical Finance · 2004 · 71 citations

Volatility Modeling, Multivariate Stochastic Volatility, Term Structure Model +5

Convertible Bond Prices and Inherent Biases

Peter Carayannopoulos, Madhu Kalimipalli · The Journal of Fixed Income · 2003 · 45 citations

Empirical Finance, Pricing Performance, Economics +11

Analyst Forecast Dispersion and Future Stock Return Volatility

George Athanassakos, Madhu Kalimipalli · Quarterly journal of business and economics · 2003 · 33 citations

Volatility Modeling, Asset Pricing, Business +5

Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market

Madhu Kalimipalli, Subhankar Nayak · Journal of Financial Intermediation · 2011 · 33 citations

Empirical Finance, Market Microstructure, Economics +6

Rows per page

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