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: 
- Game of Names: Blockchain Premium in Corporate Names, with P. Sharma, Managerial and Decision Economics (accepted) - 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 (accepted) - 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 - Forecasting gains by using extreme value theory with realized GARCH filter, with P. Sharma, IIMB Management Review (accepted) - 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: 
(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]
Research Interests: 
Volatility and VaR modeling, Portfolio management, Risk management