Aravind Sampath

Education

• Ph.D. in Finance from Department of Management Studies, Indian Institute of Technology Madras (2016)
• Visiting Doctoral Researcher at Corvinus University of Budapest (2014-15)
• MBA from BITS Pilani (2010)
• B.Tech in Electronics and Communication from VIT Vellore (2008)

Conferences, Seminars & Talks

Return and Volatility Spillovers: An Evaluation of India

What drives the off-shore futures market? Evidence from India and China', 3rd ICFMCF 2018 at IIT Kanpur. (with SSS Kumar)

Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies', 30th Australasian Finance and Banking Conference, Sydney, December 2017, (with Shubhasis Dey).

The Relationship between Half-hourly Returns and Trading Volumes - Evidence from Nifty Futures', 24th Annual Global Finance Conference, New York, May 2017.

An Exploratory Analysis of Transactions Data in the Indian Market', India Finance Conference, Ahmedabad, December 2013 (with Arun Kumar Gopalaswamy).

Some Evidence on Intraday Volatility Patterns of Indian Market', 4th World Finance Conference, Cyprus, July 2013, (with Arun Kumar Gopalaswamy).

Do Intraday volatility pattern follow a U curve', 11th UTI Capital Market Conference, Mumbai, December 2012 (with Arun Kumar Gopalaswamy).

Research Areas

• Market Microstructure
• Financial Markets
• Financial Economics
• Asset Pricing

Awards

Erasmus Mundus Scholarship for Doctoral Student (2014-15)

Significant Publications

Is ESG the key to unlock debt financing during the COVID-19 pandemic? International evidence (With Jagriti Srivastava and Balagopal Gopalakrishnan) Volume - 49

'Returns, volatility and spillover - A paradigm shift in India?', The North American Journal of Economics and Finance, 2019, Accepted and in print (with Shubhasis Dey)

'Intraday Variability and Trading Volume: Evidence from National Stock Exchange', Journal of Emerging Market Finance, Forthcoming, (with Arun Kumar Gopalaswamy)

Volume - 19 Issue - 3 What drives the off-shore futures market? Evidence from India and China, Finance Research Letters, Volume 30, 2019. (with SSS Kumar)

'Contemporaneous and Causal Relationship between Returns and Volume: Evidence from NIFTY Futures'. International Review of Finance. Volume 19, Issue 3, 2019(with Parth Garg)

'Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies', Finance Research Letters, Vol 25, 2018 (with Shubhasis Dey)

Holistic Education - A Sustainable Model for The Future', Corvinus Journal of Sociology and Social Policy, 6(2), 2015.

Is Over Regulation Good? A case of SEBI and Mutual Fund Regulation in India , Case Studies, 2022