- Ph.D. in Finance from 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)
Awards
Erasmus Mundus Scholarship for Doctoral Student (2014-15)
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).
Research Areas
- Market Microstructure
- Financial Markets
- Financial Economics
- Asset Pricing
Significant Publications
- What drives the off-shore futures market? Evidence from India and China, Finance Research Letters, Volume 30, 2019. (with SSS Kumar)
- "Contemporaneous and Causal Relationship between Returns and Volume: Evidence from NIFTY Futures". International Review of Finance. Volume 19, Issue 3, 2019(with Parth Garg)
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- "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies", Finance Research Letters, Vol 25, 2018 (with Shubhasis Dey)
- "Intraday Seasonality: Evidence from Indian Market", The Empirical Economics Letters, 14(1), 2015, (with Arun Kumar Gopalaswamy).
- "Holistic Education - A Sustainable Model for The Future", Corvinus Journal of Sociology and Social Policy, 6(2), 2015.