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Home Faculty PROF. ARAVIND SAMPATH

ARAVIND SAMPATH

ARAVIND SAMPATH

Associate Professor
Finance, Accounting & Control

+91-495 2809232

aravinds[at]iimk[dot]ac[dot]in

  • PhD in Finance from the 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)
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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).

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

Awards

Erasmus Mundus Scholarship for Doctoral Student (2014-15)

Research Areas

Market Microstructure

Financial Markets

Financial Economics

Asset Pricing

Indian Institute of Management Kozhikode

IIMK Campus P. O, Kozhikode, Kerala, India,
PIN - 673 570

Phone
+91-495-2809100
Fax
+91-495-2803010-11
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