3.1k total citations 112 papers, 2.0k citations indexed
About
Madhu Veeraraghavan is a scholar working on Accounting, Finance and Economics and Econometrics.
According to data from OpenAlex, Madhu Veeraraghavan has authored 112 papers receiving a total of 2.0k indexed citations (citations by other indexed papers that have themselves been cited), including 90 papers in Accounting, 76 papers in Finance and 35 papers in Economics and Econometrics. Recurrent topics in Madhu Veeraraghavan's work include Corporate Finance and Governance (71 papers), Financial Markets and Investment Strategies (70 papers) and Auditing, Earnings Management, Governance (33 papers). Madhu Veeraraghavan is often cited by papers focused on Corporate Finance and Governance (71 papers), Financial Markets and Investment Strategies (70 papers) and Auditing, Earnings Management, Governance (33 papers). Madhu Veeraraghavan collaborates with scholars based in Australia, India and United States. Madhu Veeraraghavan's co-authors include Yangyang Chen, Edward Podolski, Cameron Truong, S. Ghon Rhee, Michael E. Drew, Leon Zolotoy, Philip Gharghori, Abhinav Goyal, Tony Naughton and Ferdinand A. Gul and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Financial Economics and Management Science.
In The Last Decade
Madhu Veeraraghavan
103 papers
receiving
1.9k citations
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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Countries citing papers authored by Madhu Veeraraghavan
Since
Specialization
Citations
This map shows the geographic impact of Madhu Veeraraghavan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Madhu Veeraraghavan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Madhu Veeraraghavan more than expected).
Fields of papers citing papers by Madhu Veeraraghavan
This network shows the impact of papers produced by Madhu Veeraraghavan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Madhu Veeraraghavan. The network helps show where Madhu Veeraraghavan may publish in the future.
Co-authorship network of co-authors of Madhu Veeraraghavan
This figure shows the co-authorship network connecting the top 25 collaborators of Madhu Veeraraghavan.
A scholar is included among the top collaborators of Madhu Veeraraghavan based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Madhu Veeraraghavan. Madhu Veeraraghavan is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Clements, Adam, et al.. (2009). The death of the overreaction anomaly? A multifactor explanation of contrarian returns. Investment Management and Financial Innovations. 6(1). 76–85.20 indexed citations
11.
Marsden, Alastair, et al.. (2008). Heuristics of representativeness, anchoring and adjustment, and leniency: Impact on earnings' forecasts by Australian analysts. ResearchSpace (University of Auckland). 47(2). 83–102.7 indexed citations
12.
Dempsey, Michael, et al.. (2008). Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence. SHILAP Revista de lepidopterología.2 indexed citations
Veeraraghavan, Madhu, et al.. (2006). Firm size, beta and stock returns: Evidence from Germany and the United Kingdom. 1(1). 107–123.1 indexed citations
16.
Drew, Michael E., et al.. (2005). Market Timing, Selectivity And Alpha Generation: Evidence From Australian Equity Superannuation Funds. SHILAP Revista de lepidopterología.6 indexed citations
17.
Veeraraghavan, Madhu, et al.. (2005). A multifactor model explanation of the cross-section of expected stock returns: Evidence from Indonesia, Singapore and Taiwan. RMIT Research Repository (RMIT University Library).
18.
Veeraraghavan, Madhu, et al.. (2004). On the robustness of the Fama and French multifactor model: Evidence from France, Germany and United Kingdom. RePEc: Research Papers in Economics. 3(2). 155–176.29 indexed citations
19.
Ye, Min, Madhu Veeraraghavan, & Michael E. Drew. (2004). Do Momentum Strategies Work?: - Australian Evidence, Discussion Paper No 169. QUT Business School.1 indexed citations
20.
Drew, Michael E. & Madhu Veeraraghavan. (2003). Beta, Firm Size, Book-to-Market Equity and Stock Returns: Further Evidence from Emerging Markets. QUT Business School.1 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
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Rankless may not fully capture the entirety of a scholar's output or impact.