ANIRBAN BANERJEE

ANIRBAN BANERJEE

Finance, Accounting & Control

anirban@iimk.ac.in

  • Ph. D. (Finance & Control Group) - IIM Calcutta [2019]
  • B.E. (Electrical Engineering) - Jadavpur University [2009]

Conferences, Seminars & Talks

  • Banerjee A. and Banerjee A. “An Inspection into Information Flow between Spot and Futures Market Through Order Imbalance”, accepted for presentation at Southwestern Finance Association Annual Conference, Houston, USA, 2019
  • Banerjee A. and Banerjee A. “An Inspection into Information Flow between Spot and Futures Market Through Order Imbalance”, presented at India Finance Conference, IIM Calcutta, 2018
  • Banerjee A. and Banerjee A. “An Inspection into Information Flow between Spot and Futures Market Through Order Imbalance”, accepted for presentation at 7th International Conference on Futures and Other Derivatives, Shanghai, 2018
  • Banerjee A. and Banerjee A. “Does Trade Size Restriction Affect Trading Behavior?- Evidence from Indian Single Stock Futures Market”, presented at India Finance Conference, IIM Bangalore, 2017
  • Banerjee A. and Banerjee A. “Algorithmic Trading and Minimum Trading Unit Restrictions”, presented at IIM Calcutta-NYU Stern India Research Conference, NYU Stern, 2017
  • Banerjee A. and Banerjee A. “Does Trade Size Restriction Affect Trading Behavior?- Evidence from Indian Single Stock Futures Market”, presented at Derivatives Market Conference, Auckland, New Zealand, 2017

Other Professional Appointments

  • CESC Ltd. [2010-13]
  • Pricewaterhouse Coopers Pvt. Ltd. [2009-10]

Research Areas

  • Market Microstructure
  • Algorithmic Trading
  • Derivative Markets

Significant Publications

Sarkar S. and Banerjee A. "Measuring batting consistency and comparing batting greats in test cricket: innovative applications of statistical tools." DECISION 43.4 (2016): 365-400.

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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