Dr. Parthajit Kayal

Dr. Parthajit Kayal

Assistant Professor

Tel :

  • Profile
  • Publications
  • Teaching
  • Current Research
  • Ph.D. in Finance, Institute for Financial Management & Research (IFMR)
  • M. Sc. in Economics, Madras School of Economics
  • B.Sc. (Hons) in Economics, Ramakrishna Mission Vidyamandira, University of Calcutta
Journals
  1. Kayal, P., Dutta, S., Khandelwal, V., and Nigam, R., 2020. Information Theoretic Ranking of Extreme Value Returns, Journal of Quantitative Economics. Forthcoming
  2. Kayal, P., and Mondal, S., 2020. Speed of Price Adjustment in Indian Stock Market: A Paradox, Asia-Pacific Financial Markets. pp. 1-24
  3. Kayal, P., and Maheswaran, S., 2019. A Study of Excess Volatility of Gold and Silver, IIMB Management Review. Forthcoming
  4. Sharma, G., Kayal, P., and Pandey, P., 2019. Information Linkages amongst BRICS countries: Empirical Evidence from Implied Volatility Indices, Journal of Emerging Market Finance. 18(3): 263-289.
  5. Kayal, P., and Maheswaran, S., 2018. Speed of Price Adjustment towards Market Efficiency: Evidence from Emerging Countries. Journal of Emerging Market Finance, 17(1_suppl): S112-S135.
  6. Kayal, P., and Maheswaran, S., 2017. Is USD-INR Really an Excessively Volatile Currency Pair. Journal of Quantitative Economics, 15(2): 329-342.
  7. Maiti, M., and Kayal, P., 2017. Digitization: It’s Impact on Economic Development & Trade. Asian Economic and Financial Review, 7(6): 541-549.
Book Chapter:
  1. Kayal, P., and Maheswaran, S., 2018. Leverage Effect and Volatility Asymmetry. In Current Issues in Economics and Finance. Springer, Singapore.
Working Papers:
  1. Chebolu-Subramanian, V., Kayal, P., Mathur, P., and Khan, T., 2019. Product Recalls in India and the Impact on Stock PricesIFMR GSB Working Paper WP19-03.
  2. Kayal, P., and Rohilla, P., 2019. Bitcoin in the Literature of Economics and Finance: A Survey. Available at SSRN 3441652.
Popular Media:
  1. Kayal, P., 2020. Gold investing is not for everyone – here’s why, Financial Express, 10 July.
  2. Kayal, P., 2020. Reviving the economy requires a balanced policy approach, Trade Promotion Council of India, 18 June.
  3. Kayal, P., 2020. India must start mass testing for Covid-19 with greater speed, Trade Promotion Council of India, 27 March.
  4. Chebolu-Subramanian, V., and Kayal, P., 2019. Consumers deserve better product-recall norms, The Hindu Business Line, 5 August.
 
  • Financial Mathematics
  • Programming & Data Structures
  • Financial Regulations & Banking Supervision
  • Risk Management Theories & Practice
  • Microeconomics II
  • Indian Stock Market and Investing
  • Extreme Value Volatility Estimation