Significant Publications
Informed trading and cryptocurrencies. New evidence using tick-by-tick data (with Karthik Natashekara), Finance Research Letters
Volume - 61
Do debt payments beget debt? Evidence from an emerging market (with Vishnu K Ramesh), IIMB Management Review
Volume - 35 Issue - 2
Portfolio risk and stress across the business cycle. Journal of International Financial Markets Institutions and Money (with Sandip Chakraborty and Ram Kumar Kakani)
Volume - 80
Is ESG the key to unlock debt financing during the COVID-19 pandemic? International evidence, Finance Research Letters. (With Jagriti Srivastava and Balagopal Gopalakrishnan)
Volume - 49
'Returns, volatility and spillover - A paradigm shift in India?', The North American Journal of Economics and Finance. (with Shubhasis Dey)
Volume - 52
'Intraday Variability and Trading Volume: Evidence from National Stock Exchange', Journal of Emerging Market Finance. (with Arun Kumar Gopalaswamy)
Volume - 19 Issue - 3
'Contemporaneous and Causal Relationship between Returns and Volume: Evidence from NIFTY Futures'. International Review of Finance. (with Parth Garg)
Volume - 19 Issue - 3
What drives the off-shore futures market? Evidence from India and China, Finance Research Letters. (with SSS Kumar)
Volume - 30
'Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies', Finance Research Letters. (with Shubhasis Dey)
Volume - 25
Is Over Regulation Good? A case of SEBI and Mutual Fund Regulation in India , Case Studies, 2022
Do Firms Round Up Cash Flow Figures? New Evidence from India
, Conference Papers, 2023
Research Areas
Market Microstructure
Financial Markets
Financial Economics
Asset Pricing
Conferences, Seminars & Talks
Return and Volatility Spillovers: An Evaluation of India
What drives the off-shore futures market? Evidence from India and China', 3rd ICFMCF 2018 at IIT Kanpur. (with SSS Kumar)
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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