KASHYAP Ravi

Research Output

  1. 2020
  2. Published

    David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs

    Kashyap, R., 1 May 2020, In : Physica A: Statistical Mechanics and its Applications. 545, 122848.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  3. Published

    The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance

    Kashyap, R., Apr 2020, In : B.E. Journal of Economic Analysis and Policy. 20, 2, 20190044.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  4. 2019
  5. Published

    The perfect marriage and much more: Combining dimension reduction, distance measures and covariance

    Kashyap, R., 15 Dec 2019, In : Physica A: Statistical Mechanics and its Applications. 536, 120938.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 2
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  6. Published

    Concepts, Components, and Collections of Trading Strategies and Market Color

    Kashyap, R., 2019, In : Journal of Wealth Management. 22, 3, p. 115-128

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  7. Published

    For Whom the Bell (Curve) Tolls: A to F, Trade Your Grade Based on the Net Present Value of Friendships with Financial Incentives

    Kashyap, R., 2019, In : Journal of Private Equity. 22, 3, p. 64-81

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Check@CityULib
  8. Published

    Michael Milken: The Junk Dealer

    Kashyap, R., 2019, In : The Journal of Private Equity. 23, 1, p. 39-54

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  9. 2018
  10. Published

    Auction theory adaptations for real life applications

    Kashyap, R., Dec 2018, In : Research in Economics. 72, 4, p. 452-481

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  11. Published

    Solving the equity risk premium puzzle and inching toward a theory of everything

    Kashyap, R., 1 Mar 2018, In : Journal of Private Equity. 21, 2, p. 45-63

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 2
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  12. 2017
  13. Published

    Microstructure under the Microscope: Tools to Survive and Thrive in the Age of (Too Much) Information

    Kashyap, R., Mar 2017, In : JOURNAL OF TRADING. 12, 2, p. 5-27

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  14. Published

    Solving Society’s Big Ills, A Small Step

    Kashyap, R., 2017, In : Asian Social Science. 13, 4, p. 175-191

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  15. 2016
  16. Published

    Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect? Scaling the Great Wall of Chinese Securities Trading Costs

    KASHYAP, R., 28 Jun 2016, In : The Journal of Trading. 11, 3, p. 81-134

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  17. 2015
  18. Published

    A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes

    KASHYAP, R., 1 Sep 2015, In : The Journal of Trading. 10, 4, p. 51-95

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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  19. Published

    Financial Services, Economic Growth, and Well-Being: A Four-Pronged Study

    Kashyap, R., Jan 2015, In : Indian Journal of Finance. 9, 1, p. 9-22

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Check@CityULib
  20. 2014
  21. Published
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