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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Bhattacharyya, Malay
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Full Name
Bhattacharyya, Malay
Vernacular Name
Malay Bhattacharyya
Variants
Malay Bhattacharyya
Main Affiliation
Personal Site
Email
malayb@iimb.ac.in
Scopus Author ID
Researcher ID
Biography
His academic career spans more than three decades, and he has published in academic journals and conference proceedings. His research interests include Quantitative Finance, Time Series and Extreme Value Theory.
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Fulltext
Results 1-3 of 3 (Search time: 0.002 seconds).
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
|---|---|---|---|---|---|---|---|---|
| 1 | 2021 | Does volume really matter? A risk management perspective using cross-country evidence | - | Bhattacharyya, Malay ; Patra, Saswat | International Journal of Finance and Economics | Vol.26 | Iss.1 | 118-135p. |
| 2 | 2020 | How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure | - | Bhattacharyya, Malay ; Patra, Saswat | Risks | Vol.8 | Iss.3 | 1-17p. |
| 3 | 2022 | Oil price shocks and emerging stock markets revisited | - | Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay | International Journal of Emerging Markets | Vol.17 | 32p.; 1583-1614p. |