Anandadeep Mandal
Cranfield University
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Publication
Featured researches published by Anandadeep Mandal.
Journal of Emerging Market Finance | 2014
Sunil S. Poshakwale; Anandadeep Mandal
The article examines the presence of herd behaviour in the emerging Indian stock market. Using daily data of S&P CNX Nifty 50 index of the National Stock Exchange over 1997–2012 and by employing Kalman filter, we investigate for the presence of herding. The article finds that the investors in the Indian market show significant herding behaviour. The presence of herding is robust after accounting for time-varying state variables that capture market volatility and market direction. Herding shows significant movements and persistence in both bull and bear markets and it seems to increase in bear market conditions. JEL Classification: C02, C21, G11, G14
A Quarterly Journal of Operations Research | 2007
Biresh K. Sahoo; Jati K. Sengupta; Anandadeep Mandal
The IUP Journal of Bank Management | 2011
Biresh K. Sahoo; Anandadeep Mandal
International Review of Financial Analysis | 2016
Sunil S. Poshakwale; Anandadeep Mandal
International Journal of Financial Management | 2011
Anandadeep Mandal
Review of Quantitative Finance and Accounting | 2017
Sunil S. Poshakwale; Anandadeep Mandal
International Review of Financial Analysis | 2016
Sunil S. Poshakwale; Anandadeep Mandal
Economic Affairs | 2014
Anandadeep Mandal
International Journal of Financial Management | 2012
Anandadeep Mandal
Archive | 2010
Anandadeep Mandal
