Home

Academics

Academic Background:

M.Sc.(Statistics), Ph.D.(Fellow of IIMC)

Courses Taught:

Corporate Finance, Fixed Income Markets, Investment Analysis and Portfolio Management, Derivatives

Current Projects:

HFT, Opportunities for Market Makers
Earnings Management and Underpricing in IPOs
Market Sentiments and Trading Dynamics of Institutional Investors
Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market.
Impact of Crude Oil Price on Firm Returns.
Does Commodity Futures Predict Spot Price? Evidence from Indian Commodity Market.

Experience

Work Experience:

December 2017 to March 2023, Associate Professor (Finance & Control) at IIM Calcutta (India)
April 2015 to November 2017, Assistant Professor (Finance & Control) at IIM Calcutta (India)
April 2012 to March 2015, Assistant Professor (Finance & Accounting) at IIM Lucknow (India)
May 1999 to March 2008, Economic and Statistical Officer at Directorate of Economics and Statistics, Planning Department, Government of Uttar Pradesh (India)

Research

Journal Publications:

• Rajvanshi, V., & Paul, S. (2022). What’s hidden behind bulk deals? A study on Indian stock market. Managerial Finance, 48(4), 557-576.
•  "Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market" (2017), with Chakrabarti, B. B, Journal of Emerging Market Finance, 16(1), pp. 1-28 . 
• “Performance of Range and Return Based Volatility Estimators: Evidence from Indian Crude Oil Futures Market,” (2015). Global Economy and Finance Journal, 8(1), pp. 46-66.
•  “Intraday Trading Activity and Volatility: Evidence from Energy and Metal Futures,” (2014), IUP Journal of Applied Finance, 20(2), pp. 57-74. 
• “Determinants of Return Volatility: Evidence from Indian Commodity Futures Market,” (2013), with Chakrabarti, B. B., Journal of International Finance & Economics, 13(1), pp. 91-108.

Conferences:

• Distributional Properties and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market, Presented at 9th Asia-Pacific Business Research Conference, held at Singapore from 5 to 6th November 2015.
•  Determinants of Volatility: Evidence from intraday Trading in Indian Metal and Energy Futures (with Chakrabarti, B. B. and Dey, M.K.) Presented at 20th Global Finance Conference held at Monterey Bay, CA, USA from 20-23rd May 2013. 
•  Volatility Dynamics in Indian Futures Trading (with Chakrabarti, B. B. and Dey, M.K.) Presented at 50th annual meeting of the South Western Finance Association 2011, held at Houston, Texas from 9th March 2011 to 12th March 2011.

Research Interests:

• Commodity Futures Markets, Volatility Modeling, Portfolio Management, Fixed Income Markets and Market Microstructure.