Debasish Maitra

Debasish Maitra is a faculty in the area of Accounting and Finance. He is a fellow from the Institute of Rural Management Anand (IRMA), India. The topic of his doctoral dissertation is Volatility and Spillover Effects in Indian Commodity Markets: An Empirical Study with A Few Select Commodities.

Debasish Maitra holds B.Sc. and M.Sc. degree from Bidhan Chandra Krishi Viswa Vidyalaya, West Bengal. Prior to joining IIM Indore, he was with IMT-Ghaziabad as an Assistant Professor for than four years, and Union Bank of India as an Assistant Manager.

His research interests include the interplay between risk and bank performance during post financial crisis, commodity markets (development, co-movements with other markets and regulatory issues), volatility dynamics of markets, influence of macroeconomics on different asset markets, derivatives listing/delisting and its effects on stock returns, and non-linear relationships among factors affecting stock returns and volatility over different investment horizons

His teaching interests are Banking, Understanding Business of Financial Institutions, Corporate Finance, Portfolio Management, Derivatives

JOURNAL PUBLICATIONS

• Maitra, D. (2018), Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time-frequency domain approach”, Journal of Behavioral and Experimental Finance (Forthcoming), (ABDC-B) (with Saumya Ranjan Dash)
• Maitra, D. (2017), “Is gold a weak or strong hedge and safe haven against stocks? Robust evidences from three major gold-consuming countries”, Applied Economics, 49(53), 5491-5503 (ABDC Category A) (with Arif Billah Dar).
• Maitra, D. (2017), “Agriculture insurance in India: promise, pitfalls and the way forward”, Economic and Political Weekly, LII (52), 88-96 (ABDC-B) (with Kushankur Dey).
• Maitra, D. (2017), “Does sentiment matter for stock returns: evidence from Indian stock market using wavelet approach”, Finance Research Letters (ABDC-B, forthcoming) (with Saumya Ranjan Dash).
• Maitra, D. (2017), “Options and the commodity market”, Economic and Political Weekly, LII (41), 29-32 (ABDC Category B) (with Kushankur Dey).
• Maitra, D. (2017), “Sentiment and stock market volatility revisited: a time-frequency domain approach”, Journal of Behavioral and Experimental Finance, 15, 74-91 (ABDC-B) (with Saumya Ranjan Dash).
• Maitra, D. (2017), “The effects of options listing and delisting in a short-sale constrained market: evidence from the Indian equities markets”, Global Finance Journal, 35, 157-169, (ABDC-B) (with P. Banerjee, R. David, and A. Chatrath).
• Maitra, D. (2017), “Do seasonality, breaks and spillover effects explain commodity price volatility: Evidence from Indian commodity markets”, Journal of Agribusiness in Developing and Emerging Economies, 8(1), 144-170 (ABDC-C).
• Maitra, D. (2017), “Fostering rural financial services through technology: a Case of FINO, Asian Case Research Journal, 21 (1), 81-117, (ABDC-C) (with P. Upadhyay)
• Maitra, D. (2017), “Return and volatility spillover among commodity futures, stock market, exchange rate, Evidence from India, Global Business Review, (Accepted ABDC Category C) (along with V. Dawar).
• Maitra, D. (2016), “Can futures markets accommodate Indian farmers?” Journal of Agribusiness in Developing and Emerging Economies, 6(2), 150-172, (ABDC Category- C) (with Kushankur Dey).
• Maitra D. (2014), “Market co-movements, regulation, and the financial Crisis: evidence from Indian Markets, Review of Futures Markets, 22(1), 21-47 (ABDC-B) (with B. Adrangi, A. Chatrath, and R. David)
• Maitra, D. (2014), “Do Volume and Open Interest Explicate volatility? an Inquiry into the Indian Commodity Markets”, Journal of Financial Economic Policy, 6(3), 226-243 (ABDC-B).
• Maitra, D. (2014), “Copulas and dependence structures: evidences from India’s and Asian rubber futures markets”, International Journal of Financial Markets and Derivatives, 3(4), 322-355 (ABDC-C) (with and K. Dey

CASE STUDY

• Maitra, D. (2017), “Federal bank: dividend discount valuation”, Ivey Publishing, Product id- 9B17N005 (along with V.Dawar).
• Maitra, D. (2017), “Pidilite industries: assessing credit quality”, Ivey Publishing, Product id- 9B16B019 (along with V.Dawar).
• Maitra, D. (2014), “Bandhan microfinance: is transformation to a bank status required?, Ivey Publishing, Product id- 9B14N019 (along with S. Jagadale)
• Maitra, D. (2014), “United bank of India: present fiasco and future plans”, Ivey Publishing, Product id- 9B15N028 (along with P. Banerjee)

BOOK CHAPTER

• Maitra, D. (2010), " Efficiency and Risk Management: Evidences from the Indian Financial Sector" in Rediscovering Finance & Banking, Excel India Publishers: New Delhi, pp.187-204, (along with Dey, K. and Jalan, S.)