Courses Taught (MBA-BM)

• Corporate Finance
• Security Analysis & Portfolio Management
• Options, Futures, Swaps & Risk Management

#Teaching Feedback (3-years Average) : 6.5 in 7-point scale

Research Interests

• Derivatives & Risk Management
• Time-Series Econometrics
• Market Microstructure
• Empirical Asset Pricing 

# Publication  (** indicates First & Corresponding Author)  

• P.C. Pati** (2022). Informativeness of CME Micro Bitcoin futures in pricing of Bitcoin: Intraday evidence. Finance Research Letters, 49, 103084, Elsevier, (Scopus-Q1, ABDC-A, Web of Science).

• P.C. Pati**, P. Rajib, & P. Barai (2019). The role of the volatility index in asset pricing: the case of the Indian stock market. Quarterly Review of Economics and Finance, 74, 336-346, Elsevier, (Scopus-Q1, ABDC-B, Web of Science).

• P.C. Pati**, P. Barai, & P. Rajib (2018). Forecasting stock market volatility and information content of implied volatility index. Applied Economics, 50 (23), 2552-2568, Taylor & Francis, (Scopus-Q2, ABDC-A, Web of Science).

• P.C. Pati** (2018). Volatility, maturity and volume in the Indian metals futures. Applied Economics Letters, 25 (10), 674-680, Taylor & Francis, (Scopus-Q3, ABDC-B, Web of Science).

• P.C. Pati**, P. Rajib, & P. Barai (2017). A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index. Review of Financial Economics, 35, 66-81, Wiley-Blackwell, (Scopus-Q2, ABDC-B, Web of Science).

• P.C. Pati** & P. Rajib (2011). Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures. Applied Economics Letters, 18, 567-574. Taylor & Francis, (Scopus-Q3, ABDC-B, Web of Science).

• P.C. Pati**  & P. Rajib (2010). Volatility persistence and trading volume in an emerging futures market: evidence from NSE Nifty stock index futures. Journal of Risk Finance, 11, 296-309, Emerald, (Scopus-Q2, ABDC-B, Web of Science).

• P.C. Pati** (2008). The relationship between price volatility, trading volume and market depth: evidence from an emerging Indian stock index futures market. South Asian Journal of Management, 15, 25- 46, AMDISA (ABDC-C).

• P.C. Pati** (2007). Maturity and volume effects on the volatility: Evidence from NSE Nifty futures. 10th Capital Markets Conference Paper, Securities and Exchange Board of India Bulletin (SEBI), 5(2), pp.116-136. 

 

# Conference

• 2022, (Chaired-Conducted): 8th Management Doctoral Colloquium and VGSOM Research Scholar Day, 2022, IIT-Kharagpur. 

• 2021, (Presenter): 10th India Finance Conference (IFC) 2021, IIM-Bangalore

• 2021, (Chaired-Conducted): 7th Management Doctoral Colloquium and VGSOM Research Scholar Day, 2021, IIT Kharagpur

• 2019, (Presenter): 7th PAN IIM World Management Conference, IIM-Rohtak

• 2017, (Presenter): 5th PAN IIM World Management Conference, IIM-Lucknow

• 2017, (Presenter): 8th Financial Markets and Corporate Governance conference, Victoria University of Wellington, New Zealand

• 2016, (Presenter): 2nd Statistical Methods in Finance 2016, Chennai Mathematical Institute (CMI) Chennai & ISI Chennai 

• 2016, (Presenter): 4th PAN IIM World Management Conference, IIM- Ahmadabad

• 2016, (Presenter): 4th PAN IIM World Management Conference, IIM- Ahmadabad

• 2015, (Presenter): 2nd Management Doctoral Colloquium and Research Scholars Day 2015, VGSOM, IIT Kharagpur

• 2009, (Presenter): International Finance Conference 2009, IIM Calcutta

• 2008, (Presenter): International Conference on Business and Finance, IBS-Hyderabad & Bentley College, Boston (USA)

• 2008, (Presenter): 2nd National Conference on Indian Capital Market, IBS-Gurgaon

• 2007, (Presenter): 1st National Conference on Indian Capital Market, IBS Gurgaon 

• 2006, (Presenter): International Conference on Business and Finance, IBS Hyderabad and and Philadelphia University (USA). 

• 2006, (Presenter): 10th UTI Capital Markets Conference, Indian Institute of Capital Markets (now merged with NISM, Mumbai).