Browsing by Author "Gupta, Nilesh"

Now showing items 1-3 of 3

    • The Interplay between sentiment and MAX: evidence from an emerging market 

      Gupta, Nilesh; Jacob, Joshy (SAGE Publications, 2021-01-21)
      Investors with lottery preferences are known to concentrate on stocks with rare but extreme past returns. We investigate the extent to which lottery preference, measured by the MAX variable, varies with the market-wide ...

    • Prospect theory preferences and global mutual fund flows 

      Jacob, Joshy; Gupta, Nilesh; Mishra, Anil V. (Elsevier, 2022-04-01)
      We examine the influence of Cumulative Prospect Theory (CPT) characteristics of fund returns on investment flows with a cross-country data of equity mutual funds. We find that a larger CPT value of the style-adjusted past ...

    • A Study of Investor Sentiment in the Indian Market. 

      Gupta, Nilesh (Indian Institute of Management Ahmedabad, 2015)
      Market sentiment has always been given importance by investors in their decisions. Classical finance theories based on investor rationality, however, largely ignored the possible role of market sentiment in asset pricing. ...