Dr. Pratap Chandra Pati

  Assistant Professor I, Finance
  PhD (Finance, VGSOM, IIT Kharagpur); MPhil (Financial Econ., University of Hyderabad); MA (Quantitative Econ., University of Hyderabad); UGC-NET; Univ. Ranker in Bachelor (2nd) & Master (4th)
  School: Xavier Institute of Management (XIMB)
  Phone:(0674) 6647 730
  Email:pratap@ximb.edu.in
  Home Page:

Teaching Interests

• Corporate Finance / Financial Management
• Security Analysis & Portfolio Management
• Financial Derivatives
• Financial Risk Management


#Academic Honors, Awards & Scholarships :

• 'National Stock Exchange (NSE) Award' with cash prize of Rs 50,000 for Best Ph.D. Thesis in Financial Economics.

• 'Best Presentation Award' at 19th International Conference on Economics and Finance Research held in Paris, France, October, 19-20, 2017.

• ‘Honorable Mention’ for poster presentation in “Statistical Methods in Finance 2016” conference jointly hosted by Chennai Mathematical Institute (CMI), and Indian Statistical Institute -Chennai, and held at CMI Chennai, India, during December 18-22, 2016.

• Research scholarship received from MHRD, Govt. of India to pursue full-time Ph.D. at Vinod Gupta School of Management, IIT Kharagpur.

• UGC-NET in Economics.

• 'Cash Award' for outstanding contribution in research and teaching at Indian School of Business (ISB), Hyderabad, March 2009.

• 'Best Research Paper Award', (with a cash prize of Rs 5,000), Third National Conference on Indian Capital Market: Emerging Issues organized by IBS Gurgaon with AIMS, March 6-7, 2009.

• 'Best Research Paper Award,' (with a cash prize of Rs 5,000), Second National Conference on Indian Capital Market: Emerging Issues organized by IBS Gurgaon with AIMS, Feb 27-28, 2008.

• 'Outstanding Paper Award' (with a cash prize of Rs 10, 000) at 10th UTI Capital Markets Conference organized by Indian Institute of Capital Markets, Navi Mumbai, December 18-19, 2006.

• University Merit Scholarship during MA & M.Phil program awarded by University of Hyderabad.

• 4th Rank holder in M.A. Economics from University of Hyderabad.

• Rank 1 in the all India admission entrance test for M.A. and M.Phil Economics conducted by University of Hyderabad.

• University Rank (2nd) Holder with Distinction in B.A (Hons.) in Economics among all the colleges affiliated to Sambalpur University, Odisha.

Research Interests

• Empirical Asset Pricing
• Financial Econometrics
• Market Micro-structure
• Derivatives Markets

#Conference Presentations :

• 7th PAN IIM World Management Conference at IIM-Rohtak, December 12-14, 2019.

• 5th PAN IIM World Management Conference at IIM-Lucknow, December 14-16, 2017.

• 19th International Conference on Economics and Finance Research held in Paris, France on October, 19-20, 2017. (Best Presentation Award)

• 8th Financial Markets and Corporate Governance conference held at Victoria University of Wellington (New Zealand), April 20-21, 2017, in conjunction with the Monash University (Australia) and La Trobe University (Australia).

• Second conference and workshop on Statistical Methods in Finance jointly hosted by Chennai Mathematical Institute (CMI) and Indian Statistical Institute (ISI) Chennai, Dec 18-22, 2016.

• 4th PAN IIM World Management Conference at IIM-Ahmadabad, December 13-15, 2016.

• Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, February 10-11, 2016.

• Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, February 10-11, February 11-12, 2015.

• International Finance Conference 2009 at IIM Calcutta, India, December 3-5, 2009.

• Third National Conference on Indian Capital Market: Emerging Issues organized by IBS Gurgaon collaboration with Association of Indian Management Schools (AIMS), March 6-7, 2009. (Best Paper Award with cash prize of Rs 5,000)

• Second National Conference on Indian Capital Market: Emerging Issues organized by IBS Gurgaon collaboration with Association of Indian Management Schools, February 27-28, 2008. (Best Paper Award with cash prize of Rs 5,000)

• International Conference on Business and Finance organized by IBS, Hyderabad and Bentley College, Boston (USA), January 11-12, 2008.

• International Conference on Business and Finance organized by ICFAI (Hyderabad) and Philadelphia University (USA) December 22-23, 2006.

• 10th Annual UTI Capital Markets Conference organized by Indian Institute of Capital Markets (UTI Institute of Capital Markets) Navi Mumbai, December 18-19, 2006. (Outstanding Paper Award with cash prize of Rs 10,000)

Administrative Responsibilities

• Area Co-ordinator, Finance Area at XIMB ( June 2019-Current)
• Member of Proact (Quality Assurance Committee), XIMB (June 2019-Current)
• Member of Teaching and Research Work Load (TRW) Committee recommendation
• Supervision of Bloomberg Lab at XIMB

Research & Publications

# Journal

2019, JOURNAL: (P. C. Pati, P. Rajib & P. Barai) : 'The role of the volatility index in asset pricing: The case of the Indian stock market', Quarterly Review of Economics and Finance, Vol. 74, PP. 336-346, (ABS-2 & ABDC-B), Elsevier ,Link

2018, JOURNAL: (P. C. Pati, P. Barai & P. Rajib) 'Forecasting stock market volatility and information content of implied volatility index', Applied Economics, Vol. 50 , PP. 2552-2568, (ABDC-A & ABS-2), Taylor & Francis

2018, JOURNAL: (P.C. Pati): Volatility, maturity and volume in the Indian metals futures, Applied Economics Letters, 25 (10), 674-680, (ABDC-B & ABS-1), Taylor & Francis,Link

2017, JOURNAL: (P. C. Pati, P. Rajib & P. Barai) 'A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index', Review of Financial Economics, Vol. 35, PP. 66-81,(ABDC-B & ABS-2), Wiley-Blackwell

2011, JOURNAL: (P. C. Pati & P. Rajib) 'Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures', Applied Economics Letters, Vol.18, PP. 567-574, (ABDC-B & ABS-1), Taylor & Francis

2010, JOURNAL: (P. C. Pati & P. Rajib) 'Volatility persistence and trading volume in an emerging futures market: evidence from NSE Nifty stock index futures'. Journal of Risk Finance, Vol. 11, PP. 296-309, (ABDC-B & ABS-1), Emerald

2008, JOURNAL: (P. C. Pati) 'The relationship between price volatility, trading volume and market depth: evidence from an emerging Indian stock index futures market'. South Asian Journal of Management, Vol.15, PP.25- 46, (ABDC-C) , Association of Management Development Institutions in South Asia (AMDISA)

# Conference Paper

2019: Information Arrival, Volume and Return Volatility in Stock Index Futures: International Evidence,Delhi, , Link

2006: Maturity and volume effects on the volatility: Evidence from NSE Nifty futures,Navi Mumbai, 10th Capital Markets Conference, Indian Institute of Capital Markets Paper,

Conference/Seminar

2019, Conference-Attended (Presenter): Information Arrival, Volume and Return Volatility in Stock Index Futures: International Evidence, Venue: Delhi, 7th PAN-IIM World Management Conference (WMC) hosted by Indian Institute of Management Rohtak

# Awards & Honors

2018: National Stock Exchange (NSE) Award with a cash prize of Rs 50,000 for Best Ph.D. Thesis in Financial Economics.,, Link

Work Experience

• Research Economist @ IGIDR, Finance Research Group, Mumbai

• Pre-PhD experience : Academic Associate (Teaching and Research) in Finance area @ Indian School of Business (ISB), Hyderabad

Hobbies

Listening to Old Classical Music.