Dr. Rakesh Gupta

1. Overview:

Dr Rakesh Gupta is a Senior lecturer in Finance at the Griffith Business School in Brisbane Australia. He joined Griffith in 2011 from Central Queensland University in Australia. He has been a visiting scholar at number of Universities in China, Vietnam, India and the USA. He teaches derivatives, risk management, special topics in finance, contemporary issues in financial planning and quantitative methods classes at both graduate and undergraduate levels. His research covers a variety of topics related to financial markets and institutions, investments, empirical finance and impact of climate change on economy.

Rakesh has published more than 60 research articles in leading journals including Economic Modelling, Energy Economics, International Review of Financial Analysis, Applied Economics, Pacific-Basin Finance Journal. His research has been widely cited with an h-index of 16 and 3000 citations on Google Scholar.

2. Qualifications:

Ph.D in Finance (Australia)

3. Employment:

– Senior Lecturer in Finance, Griffith University, 2011 – present

– Senior Lecturer and Lecturer in Finance, Central Queensland University, Australia 2005-2011

4. Selected Publications:

Mo, D. Gupta, R. Li, B. and Singh, T. 2018, The macroeconomic determinants of commodity futures volatility: the evidence from Chinese and Indian markets, Economic Modelling, vol 70, pp 543-560, [ABDC ranking A, impact factor 1.481, Scimago rank Q2]

Paramati, S. Mo, D. Gupta, R.2017, The effects of stock market growth and renewable energy use on CO2 emissions: Evidence from G20 countries, Energy Economics, vol 66, pp 360-371, [ABDC ranking A*, Impact factor 3.199, Scimago rank Q1]

Wang, L. Li, B. Gupta, R. Su, J.J. and Liu, B. 2017, Return predictability in Australian managed funds, International Journal of Business and Economics, vol 16, pp 1-19 [ABDC ranking B, Impact factor not available, Scimago rank Q4]

Hui, A. Yu, L. Gupta, R. (2017) Capital inflows and house prices: Aggregate and regional evidence from China, Australian Economic Papers, vol. 55(4), 451-475 [ABDC ranking B, Impact factor .294, Scimago rank Q2]

Gupta, R. Yang, J. and Jithendranathan, T. (2017) Diversification into Emerging Markets – An Australian and the US perspective using a time-varying approach, Australian Economic Papers, vol 56(2) [ABDC ranking B, Impact factor .294, Scimago rank Q2]

Gupta, R. Yuan, T. and Roca, E. (2016) Linkages between the ADR Market and Home Country Macroeconomic Fundamentals:  Evidence in the Context of the BRICs, International Review of Financial Analysis, vol 45, 230-239 [ABDC ranking A, Impact factor 1.457, Scimago rank Q1]

Paramati, S. R. Roca, E. and Gupta, R. (2016) Economic integration and stock market linkages: Evidence in the context of Australia and Asia, Applied Economics, vol. 48(44), 4210-4226 [ABDC ranking A, Impact factor .518, Scimago rank Q2]

Paramati, S. R. Gupta, R. and Hui (2016) Trade and investment linkages and stock market long-run relationship, Australian Economic Papers, vol. 55(2) pp. 149-168 [ABDC ranking B, Impact factor .294 Scimago rank Q2]

Yuan, T. Gupta, R. and Roca, E. (2016). Why not diversify into emerging equity markets via ADRs? Journal of Investing, vol. 25 (2), pp 18-27 [ABDC ranking B, Impact factor not available, Scimago rank – nota ranked] [A highly respected professional journal]

Mo, D. Todorova, N. and Gupta, R. (2015) Implied volatility smirk and future stock returns: evidence from the German market, Managerial Finance, vol. 41 (12), pp 1357-1379 [ABDC ranking B, Impact factor .11, Scimago rank Q3]

Paramati, S. R. Gupta, R. and Roca, E. (2015), Stock Market Interdependence between Australia and its Trading Partners: Does trade intensity matter?, Applied Economics, vol. 47 (49) pp 5303-5319. [ABDC ranking A, Impact factor .518, Scimago rank Q2]

Kabir, M. N. Worthington, A. and Gupta, R. (2015), Comparative Credit Risk in Islamic and Conventional Banking, Pacific-Basin Finance Journal, vol 34, pp 327-353 [ABDC ranking A, Impact factor 1.754, Scimago rank Q1]

Gupta, R and Jithendranathan, T. (2015), The Impact of Superannuation Fund Choice Legislation and the Global Financial Crisis on Australian Retail Fund Flows, Financial Services Review, vol 24(3) pp 217-248. [ABDC ranking B, Impact factor not available, Scimago rank – not ranked. Highly respected journal in financial planning discipline]

Yuan, T, Gupta, R. & Bianchi, R. (2015), The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk? Review of Pacific Basin Financial Markets and Policies, vol 18(3), pp [ABDC ranking B, Impact factor not available, Scimago rank Q3]

Gupta, R. Sukumaran, A and Jithendranathan, T. (2015) Looking at new markets for international diversification: Frontier Markets, International Journal of Managerial Finance, vol. 11(1), pp. 97-116 [ABDC ranking B, Impact factor not available, Scimago rank Q3]

Yuan, T. & Gupta, R. (2014) Chinese Lunar New Year effect in Asian stock markets, 1999-2012, The Quarterly Review of Economics and Finance, vol. 54(4), pp. 529-537 [ABDC ranking B, Impact factor .613, Scimago rank Q2]

Gupta, R and West, J. (2014) Efficient Generation Portfolio Construction using Time-varying Correlations, Natural Resources Research, vol. 23, no. 2, pp. 267-283 [ABDC ranking A, Impact factor not available, Scimago rank Q2]

Guidi, F. and Gupta, R. (2013) Market efficiency in ASEAN region: Evidence from Multivariate and Cointegration Tests, Applied Financial Economics, Vol 23(4), pp 265-274 [ABDC ranking B, Impact factor .518, Scimago rank – not assigned]

Gupta, R. and Jithendranathan, T. (2012). Past Performance and Funds Flows in Australian Managed Funds, Accounting Research Journal, Vol. 25(20) pp. 131-157, [ABDC ranking B, Impact factor 2.449, Scimago rank Q3]

(This paper has been awarded highly commended for the year 2012)

Gupta, R. and Guidi, F. (2012). Cointegration relationship and time-varying co-movements among Indian and Asian developed stock markets, International Review of Financial Analysis, vol. 21, pp 10-22, [ABDC ranking A, Impact factor 1.457, Scimago rank Q1]

Gupta, R. and Basu, P. K. (2011) Sector diversification benefits – Comparative analysis of Australian and Indian markets, Asia Pacific Journal of Economics and Business, vol 15(1) [ABDC ranking B, Impact factor not available, Scimago rank not ranked]

Guidi, F. Gupta, R. and Maheshwari, S. (2011) Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets, Journal of Emerging Markets Finance, vol. 10(3), pp 337-389 [ABDC ranking B, Impact factor not available, Scimago rank not ranked]