User profiles for Pankaj Agrrawal

Pankaj Agrrawal

Professor of Finance, University of Maine
Verified email at maine.edu
Cited by 322

The product life cycle: A paradigm for understanding financial management

BE Gup, P Agrrawal - Financial Practice and Education, fall/winter, 1996 - papers.ssrn.com
The product life cycle has been overlooked by academicians who examine the financial
aspects of corporate behavior and teach finance. This article demonstrates how the life cycle …

[HTML][HTML] Suicides as a response to adverse market sentiment (1980-2016)

P Agrrawal, D Waggle, DH Sandweiss - PLoS One, 2017 - journals.plos.org
Financial crises inflict significant human as well as economic hardship. This paper focuses
on the human fallout of capital market stress. Financial stress-induced behavioral changes …

[HTML][HTML] Time dependence of CAPM betas on the choice of interval frequency and return timeframes: Is there an optimum?

P Agrrawal, FW Gilbert, J Harkins - Journal of Risk and Financial …, 2022 - mdpi.com
Abstracts The traditional CAPM beta is almost exclusively calculated over a return period that
spans a window length of 60-months, at one-month return frequencies. It is one of the most …

Using the price-to-earnings harmonic mean to improve firm valuation estimates

P Agrrawal, R Borgman, JM Clark, R Strong - Journal of Financial Education, 2010 - JSTOR
This paper reviews some well-known options to estimate the portfolio average of the price-earnings
(P/E) multiple, emphasizing the logic and calculation of the harmonic mean. The …

Investor sentiment and short-term returns for size-adjusted value and growth portfolios

D Waggle, P Agrrawal - Journal of Behavioral Finance, 2015 - Taylor & Francis
We examine the sentiment levels of individual investors relative to subsequent short-term
market returns for 1992–2010. We find that sentiment, proxied by percentage of investors who …

[HTML][HTML] The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties

P Agrrawal - Mathematics, 2023 - mdpi.com
This study is intended as a note and provides an extension to a much-used and established
test for portfolio efficiency, the Gibbons, Ross, and Shanken GRS-Wald test. Tests devised to …

Internships as Clinical Rotations in Business: Enhancing Access and Options.

FW Gilbert, J Harkins, P Agrrawal, T Ashley - International Journal for …, 2021 - ERIC
Internships are high impact practices that offer work experiences and provide advantages
for participating undergraduate students and for the talent acquisition efforts of firms. While …

[PDF][PDF] Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up

P Agrrawal - The Journal of Beta Investment Strategies, 2013 - correctcharts.com
This article seeks to extend classic investing, which is often limited to only domestic equities
or to a mix of equities and bonds, to a wider array of lower-correlation non-equity assets. …

[PDF][PDF] The dispersion of ETF betas on financial websites

P Agrrawal, D Waggle - The Journal of Investing, 2010 - correctcharts.com
With so many ETFs to choose from, there are many options that can suit almost any investor’s
needs. There are domestic, international, and global ETFs. Investors can choose from …

Determinants of ETF liquidity in the secondary market: A five-factor ranking algorithm

P Agrrawal, JM Clark - ETFs and Indexing, 2009 - guides.pm-research.com
There are about 900 ETFs trading in the market, of which a large number appear to be duplicative
in design and coverage. Some of them possibly serve as a tool for issuing firms to gain …