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Home :: Faculty & Research :: Faculty Profiles :: Faculty Profile [ Aravind Sampath ]
ARAVIND SAMPATH  




Assistant Professor

Finance, Accounting and Control

+91-495-2809232
  aravinds@iimk.ac.in


Ph.D. in Finance from Department of Management Studies, Indian Institute of Technology Madras (2016)

Visiting Doctoral Researcher at Corvinus University of Budapest (2014-15)

MBA from BITS Pilani (2010)

B.Tech in Electronics and Communication from VIT Vellore (2008)

Research Areas
Market Microstructure

Financial Markets

Financial Economics

Asset Pricing

 

Awards
Erasmus Mundus Scholarship for Doctoral Student (2014-15)
 

Significant Publications
"Contemporaneous and Causal Relationship between Returns and Volume: Evidence from NIFTY Futures". International Review of Finance (Accepted and forthcoming in 2018) with Parth Garg.

"Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies", Finance Research Letters (Accepted and forthcoming in 2018), with Shubhasis Dey

"Intraday Seasonality: Evidence from Indian Market", The Empirical Economics Letters, 14(1), 2015, with Arun Kumar Gopalaswamy.

"Holistic Education - A Sustainable Model for The Future", Corvinus Journal of Sociology and Social Policy, 6(2), 2015.

 

Conferences, Seminars & Talks
"Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies", 30th Australasian Finance and Banking Conference, Sydney, December 2017, (with Shubhasis Dey).

"The Relationship between Half-hourly Returns and Trading Volumes - Evidence from Nifty Futures", 24th Annual Global Finance Conference, New York, May 2017.

"An Exploratory Analysis of Transactions Data in the Indian Market", India Finance Conference, Ahmedabad, December 2013 (with Arun Kumar Gopalaswamy).

"Some Evidence on Intraday Volatility Patterns of Indian Market", 4th World Finance Conference, Cyprus, July 2013, (with Arun Kumar Gopalaswamy).

"Do Intraday volatility pattern follow a U curve", 11th UTI Capital Market Conference, Mumbai, December 2012 (with Arun Kumar Gopalaswamy).

 
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