Pratap Chandra Pati

Employment

• Xavier Institute of Management (XIMB), XIM University Assistant Professor
• Indian School of Business (ISB) Pre-PhD Work Exp.: Academic Associate (Teaching & Research) in Finance Area
  ? - 2012

Education

• Indian Institute of Technology (IIT)-Kharagpur Ph.D. in Finance, [Vinod Gupta School of Management (VGSOM)]
• University of Hyderabad (UoH), Central University M.Phil. in Financial Derivatives, [Department of Economics]
• University of Hyderabad (UoH), Central University M.A. in Quantitative Economics, [Department of Economics]

Projects & Funding

Projects & funding information is unavailable.

Publications (8)

• Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence
  Finance Research Letters 2022 DOI: 10.1016/j.frl.2022.103084
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• The role of the volatility index in asset pricing: The case of the Indian stock market
  Quarterly Review of Economics and Finance 2019 DOI: 10.1016/j.qref.2019.04.010
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• Forecasting stock market volatility and information content of implied volatility index
  Applied Economics 2018 DOI: 10.1080/00036846.2017.1403557
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• Volatility, maturity and volume in the Indian metals futures
  Applied Economics Letters 2018 DOI: 10.1080/13504851.2017.1355536
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• A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index
  Review of Financial Economics 2017 DOI: 10.1016/j.rfe.2017.07.004
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• Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
  Applied Economics Letters 2011 DOI: 10.1080/13504851003742442
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• Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures
  Journal of Risk Finance 2010 DOI: 10.1108/15265941011043666
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• The relationship between price volatility, trading volume and market depth: evidence from an emerging Indian stock index futures market.
  South Asian Journal of Management 2008
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