ALOK DIXIT

Employment

• Indian Institute of Management Lucknow Professor
  2024 - Present

Education

• Indian Institute of Technology Delhi Ph.D.
  2005 - 2009

Projects & Funding

Projects & funding information is unavailable.

Publications (14)

• Energy‐Related Discussion in Fed Speeches and Options‐Implied Equity Risk Premium
  Journal of Futures Markets 2026 DOI: 10.1002/fut.70078
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• Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence
  Finance Research Letters 2024 DOI: 10.1016/j.frl.2024.106209
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• Liquidity commonality in the cryptocurrency market
  Applied Economics 2022 DOI: 10.1080/00036846.2021.1982128
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• Information content of order imbalance in an order-driven market: Indian Evidence
  Finance Research Letters 2021 DOI: 10.1016/j.frl.2020.101863
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• Liquidity commonality in extreme quantiles: Indian evidence
  Finance Research Letters 2021 DOI: 10.1016/j.frl.2020.101448
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• Adaptive market hypothesis and investor sentiments: global evidence
  Managerial Finance 2020 DOI: 10.1108/MF-08-2019-0396
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• Limit order books: a systematic review of literature
  Qualitative Research in Financial Markets 2020 DOI: 10.1108/QRFM-07-2019-0080
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• Liquidity commonality beyond best prices: Indian evidence
  Journal of Asset Management 2020 DOI: 10.1057/s41260-020-00164-3
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• Liquidity of financial markets: a review
  Studies in Economics and Finance 2020 DOI: 10.1108/SEF-10-2018-0319
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• Options pricing and short‐selling in the underlying: Evidence from India
  Journal of Futures Markets 2019 DOI: 10.1002/fut.22040
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