samit
Name Card
Name:
Samit Paul
Position:
Assistant Professor
Academic Group:
Finance and Control
Phone No.:
033-24678300 (Extn: 2079)
Contact Details:
M-408, New Academic Building
IIM Calcutta
Email (@iimcal.ac.in):
samit
Academics
Academic Background:
Fellow of IIM Lucknow, AICWA, MBA (Finance)
Courses Taught:
- Cost and Managerial Accounting
- Selected Aspects of Time Series and Panel Data Econometrics
- Financial Risk Management
- Seminar Course on Research Methods in Finance and Accounting
Awards:
• Outstanding Paper in the 2019 Emerald Literati Awards (August 2019)
• Best Student Researcher Award at the 4th International Conference on Global Business, Economics, Finance and Social Sciences (December 2015)
• Highly Commendable Student Research Paper Award at the 2nd PAN IIM World Management Conference organized by IIM Kozhikode (November 2014)
• Qualified UGC-NET in Management (October, 2010)
• Ranked 2nd in MBA within the university (Silver Medallist)
• Ranked 6th in All India Mathematics Talent (AIMT) search
• Scored highest in English in Higher Secondary examination (Gold Medallist)
Experience
Work Experience:
December 2017 to Present : Assistant Professor, Finance and Control, Indian Institute of Management, Calcutta
February 2017 to November 2017: Assistant Professor, Accounting and Finance,Indian Institute of Management, Ranchi
June 2016 to February 2017: Assistant Professor, Finance and Accounting, International Management Institute, Kolkata
June 2007 to June 2012: Assistant Manager, Statutory Reporting, HSBC
July 2003 to July 2005: Executive, Projects, PRADAN
Current Projects:
Modelling multivariate tail dependence: Estimation of intraday portfolio risk in the Indian Market
Research
Journal Publications:
- Role of Bank Credit and External Commercial Borrowings in Working Capital Financing: Evidence from Indian Manufacturing Firms, with D. Tiwary, Journal of Risk and Financial Management, 16(11),468, 2023
- A Study on Equity Home Bias using Vine Copula Approach with J. Garg, and M. Karmakar, North American Journal of Economics and Finance, 64, 101860, 2023
- Does earnings management affect linguistic features of MD&A disclosures? with P. Sharma, Finance Research Letters, 51, 103352, 2023
- Downside risk and portfolio optimization of energy stocks: A study on the extreme value theory and the vine copula approach, with M. Karmakar, The Energy Journal, 44(2), 2023
- Finance Education in Business Schools During COVID-19 Pandemic: A Viewpoint, Management and Labour Studies, 48(2), 231-233, 2023. DOI: 10.1177/0258042X221074753
- White Knight in Dark Days? Supply Chain Finance Firms, Blockchain, and the COVID-19 Pandemic, with A. Adhikari, and I. Bose, Information & Management, 59(6), 103661, 2022
- Challenges in Teaching Finance in COVID era and the Remedies: Viewpoint from India, with N. Sivasankaran, International Journal of Electronic Finance, 11(4), 306-316, 2022
- What's hidden behind bulk deals? A study on Indian stock market, with V. Rajvanshi, Managerial Finance, 48 (4), 557-576, 2022. DOI 10.1108/MF-08-2021-0374
- Financing Models for an Online Seller with Performance Risk in an E-commerce Marketplace, with S. B. Rath, P. Basu, and P. Mandal, Transportation Research Part E, 155, 102468, 2021
- Game of Names: Blockchain Premium in Corporate Names, with P. Sharma, Managerial and Decision Economics, 42 (5), 1059-1078, 2021
- Forecasting gains by using extreme value theory with realized GARCH filter, with P. Sharma, IIMB Management Review, 33 (1), 64-70, 2021
- Idiosyncrasies of Intraday Risk in Emerging and Developed Markets: Efficacy of the MCS-GARCH Model and Extreme Value Theory, with A. Banerjee, Global Business Review, 0972150920927357, 2020
- What's in a name? A lot if it has "blockchain", with P. Sharma and S. Sharma, Economics Letters, 186, 108818, 2020
- Time varying efficiency in Indian Sectors: An event study on Demonetization, Journal of Quantitative Economics, 18, 103–127, 2020
- Review of Literature on Working Capital Management and Future Research Agenda, with P. Prasad, N. Sivasankaran, S. Chattopadhyay and P. Saravanan, Journal of Economic Surveys, 33(3), 827-861, 2019
- Intraday portfolio risk management using VaR and CVaR: A CGARCH-EVT-Copula approach, with M. Karmakar, International Journal of Forecasting, 35(2), 699-709, 2019
- Relative efficiency of Component GARCH-EVT approach in managing intraday market risk, with M. Karmakar, Multinational Finance Journal, 21(4), 247-283, 2017
- Quantile forecasts using the Realized GARCH-EVT approach, with P. Sharma, Studies in Economics and Finance, 35(4), 481-504, 2018
- Measuring impact of working capital efficiency on Financial Performance of a firm: An alternative approach, with P. Prasad, N. Sivasankaran and M. Kannadhasan, Journal of Indian Business Research, 11(1), 75-94, 2019
- An analytical modelling approach for assessing the impact of competition on a homogeneous product firms's investment decision in innovation, with A. Adhikari, Global Business Review (Special issue: Operations Management and Innovation), 19(3S), 39S-53S, 2018
- Improved VaR forecasts using extreme value theory with the Realized GARCH model. with P. Sharma. Studies in Economics and Finance, 34(2), 238-259, 2017
- Intraday risk management in International stock markets: A conditional EVT approach, with M. Karmakar, International Review of Financial Analysis. 44(2), 34-55, 2016
- Testing the skill of mutual fund managers: Evidence from India. with P. Sharma, Managerial Finance, 41(8), 806-824, 2015
- Does Value Premium Exist in India? with M. Karmakar, IUP Journal of Applied Economics, 14(2), 54-64, 2015
- Does Liquidity Determine Capital Structure? Evidence from India. with P. Sharma, Global Business Review, 16(1), 84–95, 2015
- Credit rating agencies: Regulatory Reforms. with P. Sharma, Finance Manager, the Annual Journal of the Finance Association at XLRI, 2012
Conferences:
(2023) Financial and Operational Consequences of Blockchain Technology Adoption in Supply Chains: Do Intent, Motivation and Industry Context Matter, 1st Symposium on Blockchain Research, University of Liverpool Management School, UK [PRESENTED]
(2023) Reducing Greenhouse Gas emissions in Steel Manufacturing: An Intervention-based Study, 33rd Annual POMS Conference, Orlando, USA [PRESENTED]
(2016) Intraday portfolio risk management using conditional extreme value copulas with EVT margins. 23rd Annual Global Finance Conference. Fresno, CA, USA [PRESENTED]
(2016) Quantile Forecasts for the European Stock Markets: The Realized GARCH-EVT Approach.
- 52nd Annual Conference Of The Indian Econometric Society, IIM Kozhikode, India [PRESENTED]
- Annual Switzerland Business Research Conference, Geneva, Switzerland [ACCEPTED]
(2015) Improved VaR forecasts using extreme value theory with the Realized GARCH model. 3rd PAN-IIM World Management Conference, IIM Indore, India [PRESENTED]
(2015) Intraday VaR using Component GARCH-EVT Approach: An Empirical Study in Select Stock Markets. 4th International Conference on Global Business, Economics, Finance & Social Sciences. Global Business Research Journals, Kolkata, India [PRESENTED]
(2014) Do mutual fund managers outperform random portfolios.
- 4th India Finance Conference, IIM Bangalore, India [PRESENTED]
- 2nd Pan-IIM World Management Conference, IIM Kozhikode, India [PRESENTED]
(2012) Credit rating agencies: Regulatory reforms. International Conference on Banking and Finance, IMI, New Delhi, India [PRESENTED]
Books/Book Chapters:
- The Effect of Changes in the Policy Rates on Borrowing and Lending of Banks in India, with A. Banerjee, in Revisiting the Indian Financial Sector: Recent Issues and Perspectives, Ed. P. Mukherjee, 2022
Research Interests:
Volatility and VaR modeling, Portfolio management, Risk management