Cinque Terre

Assistant Professor I of Finance
Area Coordinator (Accounting & Finance)

Email: [email protected]
Phone: (0674) 6647730

Teaching & Research Publications Achievement Conf/Training/Seminars Advisory Positions Admin Responsibilities Education

Journal Publications

Pati, P.C. (2022). Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. Finance Research Letters, 49, 103084,Elsevier, (Scopus-Q1, Web of Science, ABDC-A).

• P.C. Pati**, P. Rajib, & P. Barai (2019). The role of the volatility index in asset pricing: The case of the Indian stock market. Quarterly Review of Economics and Finance, 74, 336-346, Elsevier, (Scopus-Q1, Web of Science,ABDC-B).

• P.C. Pati** (2018). Volatility, maturity and volume in the Indian metals futures. Applied Economics Letters, 25 (10), 674-680, Taylor & Francis, (Scopus-Q3, Web of Science, ABDC-B).

• P.C. Pati**, P. Barai, & P. Rajib (2018). Forecasting stock market volatility and information content of implied volatility index. Applied Economics, 50 (23), 2552-2568, Taylor & Francis, (Scopus- Q2, Web of Science, ABDC-A).

• P.C. Pati**, P. Rajib, & P. Barai (2017). A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index. Review of Financial Economics, 35, 66-81, Wiley-Blackwell, (Scopus-Q2, Web of Science, ABDC-B, ).

• P.C. Pati** & P. Rajib (2011). Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures. Applied Economics Letters, 18, 567-574. Taylor & Francis, (Scopus-Q3, Web of Science,ABDC-B)

• P.C. Pati** & P. Rajib (2010). Volatility persistence and trading volume in an emerging futures market: evidence from NSE Nifty stock index futures. Journal of Risk Finance, 11, 296-309, Emerald, (Scopus -Q2, Web of Science, ABDC-B).

• P.C. Pati** (2008). The relationship between price volatility, trading volume and market depth: evidence from an emerging Indian stock index futures market. South Asian Journal of Management, 15, 25- 46, AMDISA (ABDC-C).

Conference Publications

• P.C. Pati** (2007). Maturity and volume effects on the volatility: Evidence from NSE Nifty futures. 10th Capital Markets Conference Paper, Securities and Exchange Board of India Bulletin (SEBI), 5(2), pp.116-136.