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Biography

Indian Institute of Management Indore
Associate Professor

Dr. Saumya Ranjan Dash has done his Ph.D. from the Indian Institute of Technology Kharagpur. (IIT Kharagpur), India. The topic of his doctoral dissertation is Asset Pricing Models, Financial Market Anomalies and Investor Sentiment: Evidences from the Indian Stock Market.

Dr. Saumya Ranjan Dash holds an M.Com degree from Utkal University, Odisha & a B.Com too from the same University. Prior to joining IIM Indore, he worked as Assistant Professor with IMT-Ghaziabad for two years.

His research interests include Behavioural Finance, Equity Research and Portfolio Management, Financial Market, Socially Responsible Investment Management, and Corporate Capital Structure.

His teaching interests include Financial Accounting and Reporting, Cost and Management Accounting, Empirical Asset Pricing, Behavioural Finance.

Research Publications

  • (2018), Impact of disputed tax litigation risk on firm performance: Evidence from India, Accounting Research Journal, vol.31(3):468-480 (with M.Raithatha).
  • (2017), Sentiment and stock market volatility revisited: A time–frequency domain approach. Journal of Behavioral and Experimental Finance, vol.15:74-91 (with D. Maitra).
  • (2017), Investor sentiment and emerging stock market liquidity. Finance Research Letters, Accepted Manuscript, https://doi.org/10.1016/j.frl.2017.11.006 (with B. Debata, and J. Mahakud).
  • (2017), Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. Finance Research Letters, Accepted Manuscript, https://doi.org/10.1016/j.frl.2017.11.008 (with D. Maitra).
  • (2016), Does investor sentiment as conditioning information help to explain stock returns behaviour? A test of alternative asset pricing models, Review of Behavioral Finance, vol. 8(2):174-198. (Highly Commended Category Winner in 2017 Emerald Literati Network Award for Excellence).
  • (2016), Asset pricing models, cross-section of expected stock returns and financial market anomalies: A review of theories and evidences. Journal of Management Research, vol.16(4):230-249 (with J. Mahakud).
  • (2015), Market anomalies, asset pricing models, and stock returns: Evidence from the Indian stock market, Journal of Asia Business Studies, vol. 9(3):306-328 (with J. Mahakud).
  • (2014), Do asset pricing models explain size, value, momentum and liquidity effects? A case of an emerging stock market, Journal of Emerging Markets Finance, vol. 13(3):217-251(with J. Mahakud).
  • (2013), A comparative assessment of unconditional multifactor asset pricing models: Evidence from Indian stock market, Journal of Management Research, vol.13(1):35-54 (with J. Mahakud).
  • (2013), Conditional multifactor asset pricing model and market anomalies, Journal of Indian Business Research, vol.5(4):271-294 (with J. Mahakud).
  • (2013), Investor sentiment as a source of priced risk: Do industries matter?, Margin: The Journal of Applied Economic Research, vol.7(3):315-349 (with J. Mahakud).
  • (2013), Impact of investor sentiment on stock return: Evidence from India, Journal of Management Research, vol.13(3):131-144 (with J. Mahakud).
  • (2013), Impact of business cycle on bank capital buffers: Evidence from India. Economics, Management and Financial Markets, vol. 8(2): 110-127 (with J. Mahakud).
  • (2012), Investor Sentiment, risk factors and stock return: evidence from Indian non-financial companies, Journal of Indian Business Research,vol.4(3):194-218 (with J. Mahakud).

Case Study:

  • IndusInd Bank: Residual Income Valuation (Product No. 9B16N015), Ivey Cases, Ivey School of Business Foundation. (with B. Dawar, R. Arrawatia, and A. Chaudhury).

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