ARAVIND SAMPATH

ARAVIND SAMPATH

Finance, Accounting & Control

aravinds@iimk.ac.in

  • 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)
  •  
  • "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.
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