1. IIMB-

Basu, Sankarshan

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Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
 
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Sankarshan Basu
 
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Email
sankarshan.basu@iimb.ac.in
 
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Biography
Professor Basu’s areas of interest in terms of research are in Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management, Biostatistics and Corporate Finance. He has presented his work at international conferences in Thailand, USA, UK, France, Spain, Norway, Iran, Tunisia, Morocco, The Netherlands and India. He has, to his credit, a number of papers in international journals of repute like Insurance: Mathematics and Economics and the Journal of Statistical Planning and Inference. He is currently President of the Asia-Pacific Risk and Insurance Association (APRIA).
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Publications

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Date Issued:  [2000 TO 2022]
Date Issued:  [2020 TO 2022]
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Results 1-14 of 14 (Search time: 0.002 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12021Bank’s battle against insider frauds ignitors and mitigators: An emerging nation experience-Roy, Neha Chhabra ; Basu, Sankarshan Journal of Facilities ManagementVol.19Iss.4437-457p.
22021Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies-Bhatia, Vaneet ; Basu, Sankarshan Finance Research LettersVol.40101736
32022Climate-related discussions in firms? 10-K: Who does it and what is its impact?-Basu, Sankarshan ; Bhattacharya, Sharad ; Bhattacharya, Mousumi ; Pathak, Jalaj Economics LettersVol.220AN:110855
42022Do precious metals hedge crude oil volatility jumps?-Das, Debojyoti ; Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan International Review of Financial AnalysisVol.83AN:102257
52021Evidence-based Stock Price Behaviour Around Cash Dividend Announcements in an Emerging Market Set-up-Chatterjee, Chanchal ; Dutta, Paromita ; Basu, Sankarshan Global Business Review
62021Examining the impact of ETF Investments on different characteristics of the underlying stocks in the US-Prabhu, Dinakar ; Soni, Rishabh ; Mishra, Mridul ; Basu, Sankarshan Journal of International Finance and EconomicsVol.21Iss.149-69p.
72022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework-Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam ; Basu, Sankarshan Energy EconomicsVol.115AN:106388
82020Market responses to increased transparency: An Indian narrative-Mukherji, Arnab ; Basu, Sankarshan ; Krishnan, Kaveri International Review of Economics and FinanceVol.69663-677p.
92022Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach-Nag, Suryadeepto ; Basu, Sankarshan ; Chakrabarty, Siddhartha P. Journal of Quantitative EconomicsVol.20Iss.1159-171p.
102020Seasonal effect and electricity trading market: An emerging nation experience-Basu, Sankarshan ; Roy, Neha Chhabra The Electricity JournalVol.33Iss.7
112022The determinants of credit rating and the effect of regulatory disclosure requirements: Evidence from an emerging market-Krishnan, Kaveri ; Basu, Sankarshan Asia-Pacific Journal of Risk and InsuranceVol.17Iss.187-112p.
122022The impact of embedded location options on price discovery of agricultural futures contracts – the evidence from the Chana contract-Mansabdar, Sanjay ; Yaganti, Hussain C. ; Basu, Sankarshan Journal of Indian Business ResearchVol.14Iss.3301-318p.
132021The impact of sentiment on emerging stock markets-Anand, Abhinav ; Basu, Sankarshan ; Pathak, Jalaj ; Thampy, Ashok International Review of Economics and FinanceVol.75161-177p.
142022Whose speeches impact European markets: ECB's or the national central banks'?-Anand, Abhinav ; Basu, Sankarshan ; Pathak, Jalaj ; Thampy, Ashok European Financial Management1413-1476p.