Vivek Rajvanshi
Associate Professor at Finance and Control at Indian Institute of Management Calcutta
Biography
Indian Institute of Management Calcutta
Vivek Rajvanshi is an Associate Professor in Finance and Control group at Indian Institute of Management Calcutta. Prior to joining IIM Calcutta, he was an Assistant Professor at IIM Lucknow and has worked as Economic and Statistics Officer with State Government of U.P. for around nine years. He has done his Masters in Statistics (Gold Medal) and he is a Fellow of IIM Calcutta (FPM). His teaching areas include Corporate Finance, Investment Analysis and Portfolio Management and Fixed Income Markets. His research areas are Derivatives, Commodity Market, Market Microstructure, Portfolio Management and Volatility Modeling.
Academic Background:
- M.Sc.(Statistics), Ph.D.(Fellow of IIMC)
Work Experience:
- April 2012 to March 2015, Assistant Professor (Finance & Accounting) at Indian Institute of Management Lucknow (India)
- May 1999 to March 2008, Economic and Statistical Officer at Directorate of Economics and Statistics, Planning Department, Government of Uttar Pradesh (India)
Journal Publications:
- "Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market" (2017), with Chakrabarti, B. B, Journal of Emerging Market Finance, 16(1), pp. 1-28 .
- “Performance of Range and Return Based Volatility Estimators: Evidence from Indian Crude Oil Futures Market,” (2015). Global Economy and Finance Journal, 8(1), pp. 46-66.
- “Intraday Trading Activity and Volatility: Evidence from Energy and Metal Futures,” (2014), IUP Journal of Applied Finance, 20(2), pp. 57-74.
- “Determinants of Return Volatility: Evidence from Indian Commodity Futures Market,” (2013), with Chakrabarti, B. B., Journal of International Finance & Economics, 13(1), pp. 91-108.
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