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Bala Arshanapalli
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Bala Arshanapalli
Publications
Publications
Selected Publications
Articles In Academic Journals
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Year
Title
1998
Multifactor Asset Pricing Analysis of International Value Investment Strategies
.
JOURNAL OF PORTFOLIO MANAGEMENT
.
1998
The Dimensions of International Equity Style
.
Journal of Investing
. 15-30.
1997
Common Volatility in the Industrial Structure of Global Capital Markets
.
Journal of International Money and Finance
. 189-209.
1997
The Linkages of S&P Stock Index and S&P 500 Stock Index Futures Prices During October 1987
.
Journal of Economics and Business
. 253-266.
1996
Explaining Premiums and Discounts on Closed-End Equity Country Funds
.
JOURNAL OF APPLIED CORPORATE FINANCE
.
1995
Pre and Post-October 1987 Stock Market Linkages Between U.S. and Asian Markets
.
Pacific-Basin Finance Journal
. 57-73.
1995
The Intertemporal Volatility Structure of Euro CD Rates
.
European Financial Management
. 317-329.
1994
Common Stochastic Trends in a System of Eurocurrency Rates
.
Journal of Banking & Finance
. 1047-1061.
1994
Common Volatility in S&P 500 Stock Index and S&P 500 Index Futures Prices During October 1987
.
Journal of Futures Markets
. 915-925.
1993
Asian Equity Markets and the Role of Japan
.
JOURNAL OF INTERNATIONAL SECURITIES MARKETS
. 165-172.
1993
Integration of Euro-Money Markets
.
Journal of Multinational Financial Management
. 107-126.
1993
International Stock Market Linkages: Evidence from the Pre and Post-October 1987 Period
.
Journal of Banking & Finance
. 193-208.
1992
Interest Rate Risk Management With Futures for Financial Intermediaries
.
APPLIED FINANCIAL ECONOMICS
. 179-185.
1991
Decision Rules for Corporate Management of Foreign Exchange Risk
.
Journal of Multinational Financial Management
. 39-48.
Conference Papers
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Year
Title
1993
Asian Equity Markets and the Role of Japan: A Study of Regional Capital Market Integration
1992
International Stock Market Linkages: Evidence from the Pre and Post-October 1987 Period