User profiles for S. Villupuram
Sriram VillupuramAssociate Professor, University of Texas at Arlington Verified email at uta.edu Cited by 568 |
Currency jumps, cojumps and the role of macro news
This study investigates the impact of macro news on currency jumps and cojumps. The analysis
uses intra-day data, sampled at 5-min frequency, for four currencies for the period 2005–…
uses intra-day data, sampled at 5-min frequency, for four currencies for the period 2005–…
Investor behavior in the mutual fund industry: evidence from gross flows
…, F Nardari, DN Deli, SV Villupuram - Journal of Economics and …, 2014 - Springer
… Footnote 13 For each expected return methodology we estimate each fund’s factor loadings
… Lastly, we collect each fund’s Standard and Poor’s classification. We classify funds based …
… Lastly, we collect each fund’s Standard and Poor’s classification. We classify funds based …
ESG, operational efficiency and operational performance: evidence from Real Estate Investment Trusts
… However, examining each dimension of the ESG score (E, S and G) separately could
provide additional insights. For example, Packin and Nippani (2022) advocate a new Social …
provide additional insights. For example, Packin and Nippani (2022) advocate a new Social …
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
…, DN Deli, F Nardari, S Villupuram - Financial …, 2012 - Wiley Online Library
We examine the relation between mutual fund performance and gross flows for a large sample
of actively managed US mutual funds. Unlike previous studies that have only examined …
of actively managed US mutual funds. Unlike previous studies that have only examined …
Valuing curb appeal
EB Johnson, A Tidwell, SV Villupuram - The Journal of Real Estate …, 2020 - Springer
… a probability that a house’s curb appeal belongs to each of the … : We estimate a house’s curb
appeal score as the weighted (… We estimate the house’s curb appeal score as score with the …
appeal score as the weighted (… We estimate the house’s curb appeal score as score with the …
Urban economic base as a catalyst for movements in real estate prices
We examine the relation between housing prices in an MSA and its urban economic base.
We create and employ new forward-looking employment growth indices that measure the …
We create and employ new forward-looking employment growth indices that measure the …
Preferred stock: Some insights into capital structure
This study analyzes the reactions of equity holders and bondholders to the announcement
of 427 preferred stock issues. We document an average equity announcement effect of −0.65…
of 427 preferred stock issues. We document an average equity announcement effect of −0.65…
Corporate real estate and corporate sustainability reporting: an examination and critique of current standards
S Laposa, S Villupuram - Journal of Sustainable Real Estate, 2010 - Taylor & Francis
… Laposa and Sriram Villupuram … This article examines Global Reporting Initiative’s (GRI)
corporate sustainability reporting standards and identifies existing and missing linkages with …
corporate sustainability reporting standards and identifies existing and missing linkages with …
The value of credit rating changes across economic cycles
PA Ryan, SV Villupuram, JG Zygo - Journal of Economics and Business, 2017 - Elsevier
… future prospects of a firm’s ability to pay creditors and equity … due to a change in Moody’s
rating. The study covers multiple … The final sample used represents a refined list of Moody’s …
rating. The study covers multiple … The final sample used represents a refined list of Moody’s …
Persistence in the return and volatility of home price indices
J Elder, S Villupuram - Applied Financial Economics, 2012 - Taylor & Francis
We examine the return and volatility of the Standard & Poor's/Case–Shiller (S&P/CS) real
estate indices for evidence of long memory in the form of fractional differencing. Examining the …
estate indices for evidence of long memory in the form of fractional differencing. Examining the …