"Indecisive Algos: Do limit order revisions increase market load?", by Stephen N.Jurich, Ajay Kumar Mishra, and Bhavik Parikh in "Journal of Behavioral and Experimental Finance", 2020. DOI: https://doi.org/10.1016/j.jbef.2020.100408.
"Stock market liquidity, funding liquidity, financial crises and quantitative easing", by Ajay Kumar Mishra, Bhavik Parikh, and Ronald W. Spahr International Review of Economics & Finance 70, 456-478, 2020. Doi: https://doi.org/10.1016/j.iref.2020.08.013
“Stock pledging and firm risk: Evidence from India”, by Yogesh Chauhan, Ajay Kumar Mishra, and Ronald W. Spahr in Financial Management (2020).(Wiley)
“Contemporaneous linkages: Funding liquidity and stock market spirals”, by Ajay Kumar Mishra, Bhavik Parikh, and Ronald W. Spahr in International Journal of Finance & Economics (2020).
“Institutional Ownership, Investor Recognition and Stock Performance around Index Rebalancing: Evidence from Indian Market”, by Eshan Ahluwalia, Ajay Kumar Mishra, and Trilochan Tripathy in Journal of Multinational Financial Management (2020).
"Price and trade size clustering: Evidence from the national stock exchange of India" by Ajay Kumar Mishra, Trilochan Tripathy in Quarterly Review of Economics and Finance(2018).
" Competition, intellectual capital efficiency and firms' performance outcome in India: a structural equation modelling" by Trilochan Tripathy , Debadutta Sahoo , Ankit Kesharwani, Ajay Kumar Mishra in International Journal of Learning and Intellectual Capital(2016).
"Macroeconomic Stress, Equity Market Liquidity Spirals and Markov Regime Switching" by Ajay Kumar Mishra, Trilochan Tripathy in International Journal of Economics and Finance(2015).
"Time-varying momentum return in Indian stock market" by Trilochan Tripathy, Ranajee, Ajay Kumar Mishra in International Journal of Behavioural Accounting and Finance(2015).
"Price movement and trade size on the National Stock Exchange of India. " by Ajay Kumar Mishra, Thomas H. McInish, Trilochan Tripathy in Applied Economics(2015).
"Chapter 29: Identification and Valuation Implications Of Financial Market Spirals" by Pankaj Jain, Ajay Kumar Mishra, Thomas H. McInish in Book: Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges(2013).