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Dr. Saumitra Bhaduri
Professor |
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Contact : |
Tel
- (91) 044 - 22300304 Email
: saumitra@mse.ac.in |
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Profile
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Publications
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Teaching
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Corporate Research
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M.Sc in Economics from University of Calcutta, West
Bengal, 1993. |
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Post Graduate Diploma in Development Economics from
IGIDR, Mumbai, 1996. |
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Ph. D. in Economics from IGIDR, Mumbai, 1998. |
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Research Interests
Economic Policy Analysis, Quantitative Research, Corporate
Finance, Market Micro-Structure, Risk Management |
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Profile |
Publications
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Teaching
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Corporate Research
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Corporate Finance |
| Macroeconomic Uncertainity
and Corporate Liquidity: The Indian Case with ( Mrinal Kanti
) forthcoming in Macroeconomics and Finance in Emerging
Market Economies
The Predictive Power of the Yield Spread in Timing the Stock
Market, (with Ravi Saraogi) forthcoming in Emerging Market
Review
Optimal hedge ratio and
hedging effectiveness of stock index futures: evidence from
India, Saumitra N. Bhaduri and S. Raja Sethu Durai*
Macroeconomics and Finance in Emerging Market Economies Vol.
1, No. 1, March 2008, 121–134
Empirical relationship between the dividend and investment
decision: do emerging market firms behave differently? (with
S. Raja Sethu Durai) Applied Financial Economics Letters,
1744-6554, Volume 2, Issue 3, 2006, Pages 155 – 158.
Corporate Debt Ownership Structure in an Emerging Economy:
India, (with Sudipa Majumdar) Asia Pacific Journal of
Economics and Business, 9(2), 37-49, 2005
Asymmetric Beta in Bull and Bear Market Conditions:
Evidences from India, forthcoming in Applied Financial
Economics Letters, 2005
Determinants of Capital Structure: A Study of the Indian
Corporate Sector, Journal of Applied Financial Economics
Volume12, 2002, pp 655-665.
Determinants of Corporate Borrowings: Some Evidence from the
Indian Corporate Sector, Journal of Economics and Finance,
Volume 26 No 2, Summer 2002.
Determinants of Capital Structure in India: A Dynamic Panel
Data Approach (Co-authored with Basudeb Guha Khasnobish)
Journal of Economic Integration 17(4), December 2002,
777-810.
Do Indian firms following the Pecking Order Hypothesis
International Journal of Development Banking, Vol. 17, No 2,
January 1999.
A Hallmark of India's New Economic Policy: Deregulation and
Liberalization of the Financial Sector, Journal of Asian
Economics (JAE 11 (3), FALL, 2000)
(Co-authored with Dr. Basudeb Guha-Khasnobish) |
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Financial Policy |
| Correlation Dynamics
Inequity Markets: Evidence from India SaumitraN.Bhaduri
(with S. RajaSethuDurai) forth coming in Research in
International Business and Finance
International Equity Market
Integration - The Indian Conundrum, Saumitra Bhaduri and
Ashwin Samuel in Journal of Emerging Market Finance, 2009 8:
45-66.
Buble in the Indian Stock Market: Myth or Reality, Saumitra
Bhaduri and Mahima Ravi in Macroeconomics and Finance in
Emerging Market Economies, Vol 2 issue 1, Pages 79 – 92.
Are emerging Stock Markets sideshows? Some Stylized Facts
from an emerging Economy India, Saumitra N Bhaduri and
Bhargavi Shankar Journal of emerging market finance, 6:3
(2007): 229–248
Financial Liberalization and Managerial Discretion in the
Security Issue Decision: Evidence from an Emerging Economy,
Review of Pacific Basin and Policies (Vol. 4, No. 2 June
2001).
A Hallmark of India’s New Economic Policy: Deregulation and
Liberalization of the Financial Sector, Journal of Asian
Economics (JAE 11 (3), FALL, 2000)
(Co-authored with Dr. Basudeb Guha-Khasnobish).
Liberalization and Firm’s Choice of Financial Structure in
an Emerging Economy: The Indian Corporate Sector, in
Development Policy Review, December 2000,
(Vol. 18 and Issue 4).
The Effect of Financial Liberalization on the Efficiency of
Capital Allocation: Some Evidence from a Developing Economy,
India, International Journal of Development Banking (Vol.18,
No 2, July 2000).
Decomposition of Aggregate Debt Intensity: Some Insights
into the Financial Liberalisation Process in India,
International Journal of Applied Economics Econometrics
(Vol.8, July –2000). |
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Investment and Financial Constraints |
“Investment and Capital
Market Imperfections: Some Evidence from a Developing
Economy, India” (PAC 06-12), Forthcoming Review of Pacific
Basin Financial Markets and Policies (RPBFMP)
Investment, Financial Constraints and Financial
Liberalization: Some Stylized Facts from a Developing
Economy, India,forthcoming in Journal of Asian
Economics,July-August, 2005.
A Critical Appraisal of the Effects of Financial
Liberalization on Corporate Investment:India 1990-1995;
International Journal of Development Banking, (Co-authored
with Dr. Basudeb Guha-khasnobish). (Vol. 17, No 1, January
1999). |
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Development Economics |
Stock prices, inflation and
output: Evidence from wavelet analysis, (with S. Raja Sethu
Durai,) Economic Modelling. Volume 26, Issue 5, September
2009, Pages
1089-1092
Ownership and Performance of the Indian Banking Industry:
Revisited, Saumitra Bhaduri and K R Shanmugam, Journal of
South Asian Development 3:2 (2008):
237–252.
Size, Age and Firm Growth in the Indian Manufacturing Firms
(Co-authored with K.R.Shanmugam) Journal of Applied
Economics Letter, Volume 9, Number 9/July15, 2002, pp. 607 –
613.
Decomposition of India’s Industrial Energy Use: A case Study
Using Energy IntensityApproach, International Journal of
Global Energy Issue (Co-authored with Rajeev. KChaturvedi)
(Vol. 17. No. 2).
Composite Indices of Basic Human Needs and Income in India,
under revision for Artha Vijnana (Co-authored with Dr. K. R
Shanmugam) (Vol. XLII No 2). |
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Books |
| Fundamentals of Financial
Management, Pearson Education Limited James Van Horne and
John Wachowicz and Saumitra N Bhaduri |
| Capital Structure Choice:
Some Evidence from an Emerging Economy, India by Saumitra N
Bhaduri (Paperback - Aug 9, 2009) |
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Popular Articles |
The Hindu Business Line: Is the stock market boom a
sideshow? 29/9/2005
The Hindu Business Line: Making sense of the Sensex
6/10/2005
Chartered Financial Analyst : CRM Deliverance is the Key.
October 2005
The Hindu Business Line: CRM in Bank Serve Thy Customer
4/11/2005
The Hindu Business Line: Indian Banking Sector: Is it on the
right track? 10/12/2005
The Hindu Business Line : BPO industry due for mid-course
correction 27/12/2005
The Hindu Business Line: No-frills account - Instrument to
combat credit rationing 24/01/2006
The Hindu Business Line: Bad money drives good money out
10/02/2006 |
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Profile
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Publications |
Teaching
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Corporate Research
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| Standard Chartered Bank –
Head of Analytics (brief period) |
GE Capital Global Consumer
Finance
- Senior Manager and CRM Leader for UK and India Operation
Leader ( Feb 2003 –April 2004 ).
- Manager and the Direct Report to the Business Leader ( Apr
2002 – Jan 2003).
- Team Lead (Aug 2001 - March 2002) and Quality Black Belt.
- Assistant Manager ( July 2000- Sep 2001).
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| Responsible
for delivering analytic solutions for GE Capital Global
Consumer Finance business in India, UK, Japan, European and
US Markets with a primary focus on: Customer valuation,
Pro-active retention and X-sell/Up-sell. Specific tools used
in numerous projects involved, Business modeling, Risk
analytic and scorecard development, Forecasting, Cluster
analysis, segmentation and profiling. Computing Skills
involved statistical modeling using software such as SAS,
SAS-Enterprise Miner, SPSS, SHAZAM, LIMDEP and OX. |
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Working Papers |
Customer Relationship Management (CRM) to Avoid
Cannibalization: Analysis Through Spend Intensity Model -
Saumitra N Bhaduri,
Avanti George and David J Fogarty (September 2008)
Enabling Incremental Gains through Customized Price
Optimization. - Saumitra N Bhaduri, Anuradha V, Avanti
George and David J Fogarty (June 2008)
Mitigating Sample Selection Bias Through Customer
Relationship Management. - Saumitra N Bhaduri, Anuradha V
and David J Fogarty (March 2008)
Strategic Retail Marketing Through DGP Based Models. -
Saumitra N Bhaduri, Anuradha V, S Raja Sethu Durai and David
J Fogarty (March 2008)
Double Hurdle Model: Not if, but when will Customer Attrite?
- Saumitra N Bhaduri, S Raja Sethu Durai and David J Fogarty
(September 2007)
Severity of Dormancy Model (SDM): Reckoning the Customers
before they Quiescent - Saumitra N Bhaduri, S Raja Sethu
Durai and David J Fogarty (August 2007)
Optimal Media Mix - Evaluating the Impact of Advertisement
Expenditures of Different Media. - Saumitra N Bhaduri, S
Raja Sethu Durai and David J Fogarty (June 2007) |
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