Alok Kumar

Professor

  • 2944 Citations
1993 …2020

Research output per year

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Research Output

  • 2944 Citations
  • 50 Article
  • 5 Conference contribution
  • 1 Chapter

The idiosyncratic volatility puzzle: Time trend or speculative episodes

Brandt, M. W., Brav, A., Graham, J. R. & Kumar, A., Feb 1 2010, In : Review of Financial Studies. 23, 2, p. 863-899 37 p.

Research output: Contribution to journalArticle

147 Scopus citations

Towards understanding the predictability of stock markets from the perspective of computational complexity

Aspnes, J., Fischer, D. F., Fischer, M. J., Kao, M. Y. & Kumar, A., Dec 1 2001, Proceedings of the 12th Annual ACM-SIAM Symposium on Discrete Algorithms. p. 745-754 10 p. (Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Underreaction to Political Information and Price Momentum

Addoum, J. M., Delikouras, S., Ke, D. & Kumar, A., Jan 1 2019, In : Financial Management. 48, 3, p. 773-804 32 p.

Research output: Contribution to journalArticle

1 Scopus citations

Weather-induced mood, institutional investors, and stock returns

Goetzmann, W. N., Kim, D., Kumar, A. & Wang, Q., Jan 1 2015, In : Review of Financial Studies. 28, 1, p. 73-111 39 p.

Research output: Contribution to journalArticle

51 Scopus citations

What's in a Name? Mutual Fund Flows When Managers Have Foreign-Sounding Names

Kumar, A., Niessen-Ruenzi, A. & Spalt, O. G., Aug 1 2015, In : Review of Financial Studies. 28, 8, p. 2281-2321 41 p.

Research output: Contribution to journalArticle

13 Scopus citations

Who gambles in the stock market?

Kumar, A., Aug 1 2009, In : Journal of Finance. 64, 4, p. 1889-1933 45 p.

Research output: Contribution to journalArticle

383 Scopus citations