Parama Barai

Title : Associate Professor
Email Address : parama@vgsom.iitkgp.ac.in
Contact No : +91-3222-281836


Publications

  • • Pati, P. , Rajib, P. and Barai, P. (2019) “The role of Volatility Index in asset pricing: The case of the Indian Stock Market”, The Quarterly Review of Economics and Finance, https://doi.org/10.1016/j.qref.2019.04.010 ABDC Ranking B, Impact Factor 0.49

  • • Barai, P. (2019) “Case Analysis I: Start-up Venture: Journey of a First-time Entrepreneur”, Vision, Vol 23 Issue 1, pp. 101-102.

  • • Pati, P. , Barai, P. and Rajib, P. (2018) “Forecasting Stock Market Volatility and Information Content of Implied Volatility Index”, Applied Economics, Vol 50 Issue 23, p2552-2568 ABDC Ranking A, Impact Factor 0.518

  • • Ghosh, S., Barai, P. and Datta, B. (2018) “Identify customer Involvement during Organic Food Purchase Through FCB Grid”, Journal of International Food & Agribusiness Marketing, p1-17, DOI: 10.1080/08974438.2018.1520176

  • • Pati, P., Rajib, P. and Barai, P. (2017) “A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index”, Review of Financial Economics, Vol. 35, p66-81 ABDC Ranking B, Impact Factor 0.819

  • • Das, S. and Barai, P. (2017) “The role of non-marketable assets to determine the cost of capital: Evidence from India”, Asian Journal of Business & Accounting (Accepted for publication)

  • • Das, S. and Barai, P. (2016) “Size, value and momentum in stock returns: evidence from India”, Macroeconomics & Finance in Emerging Market Economies. Vol. 9 Issue 3, p284-302

  • • Ghosh, S., Datta, B. and Barai, P (2016) “Modeling and promoting organic food purchase”, Journal of Food Products Marketing, Vol. 22, Issue 6, p623-642 ABDC Ranking C

  • • Das, S. and Barai, P. (2015) "Time-varying industry beta in Indian stock market and forecasting errors", International Journal of Emerging Markets, Vol. 10 Issue 3, p521–534 ABDC Ranking C

  • • Dey, S., Ghosh, S., Datta, B. and Barai, P (2015) A study on the antecedents and consequences of customer delight”, Total Quality Management and Business Excellence, p1-15 ABDC Ranking C

  • • Barai, P. and Mohanty, P. (2014) “Role of industry relatedness in performance of Indian acquirers – long and short run effects”, Asia Pacific Journal of Management, Vol. 31, Issue 4, p1045-1073 ABDC Ranking A Impact Factor 2.024

  • • Barai, P. and Mohanty, P. (2012)

  • “Predicting acquisitions in India”, Vikalpa, Vol 37, Issue 3, p29-49

  • • Barai, P. (2011) “Commentary on Infosys:Transition at the top”, Indore Management Journal, Vol 3, Issue 2, p55-56

  • • Harari, I., Barai, P., Barbone, P.E. and Slavutin, M. (2001) "Three-dimensional Infinite Elements Based on Trefftz Formulation", Journal of Computation Acoustics, Vol. 9, No. 2, pp: 381-394 (Impact Factor: 0.595)

  • • Pandey, P.C. and Bakshi, P. (2000) "Semi-Analytical Sensitivity using Hybrid Finite Elements", Computers and Structures, Vol. 77, No. 2, pp: 201-213 (Impact Factor: 1.440)

  • • Harari, I., Barai, P. and Barbone, P.E. (1999) "Numerical and Spectral Investigations of Trefftz Infinite Elements", International Journal for Numerical Methods in Engineering, Vol. 46, No. 4, pp:553-577 (Impact Factor: 2.025)

  • • Pandey, P.C. and Bakshi, P. (1999) "Analytical Response Sensitivity Computation using Hybrid Finite Elements", Computers and Structures Vol. 71, No. 5, pp: 524-534 (Impact Factor: 1.440)

  • • Bakshi, P. and Pandey, P.C. (1999) "Analytical Shape Sensitivity Computation using Hybrid Finite Elements", Computers and Structures, Vol. 70, No. 3, pp:281-297 (Impact Factor: 1.440)

  • • Pati, P, Barai, P and Rajib, P (2017) “Fear sentiment, volatility index and cross-section of stock returns: Indian evidence”, presented at Fifth PAN IIM World Management Conference held at IIM- Lucknow, December 14-16, 2017

  • • Pati, P, Rajib P. and Barai, P (2017) “Volatility index, fear sentiment and cross-section of stock returns: Indian evidence”, presented at the 19th International Conference on Economics and Finance Research held in Paris, France on October, 19-20, 2017

  • • Nanda, S. and Barai, P. (2017) “Mimicking Insider Trades around Earnings Announcements in Indian Firms", presented at International Conference on Financial Markets & Corporate Finance held in Vinod Gupta School of Management, IIT Kharagpur, during July 7-8, 2017

  • • Pati, P, Barai, P and Rajib, P (2017) “Forecasting Stock Market Volatility and Information Content of Implied Volatility Index”, presented at Financial Markets and Corporate Governance conference held at Victoria University of Wellington, New Zealand, during April 20-21, 2017

  • • Nanda, S. and Barai, P (2017) “Insider Trading around Earnings Announcements in Indian Firms”, presented at Financial Markets and Corporate Governance conference held at Victoria University of Wellington, New Zealand, during April 20-21, 2017

  • • Pati, P, Barai, P and Rajib, P (2017) “Forecasting Stock Market Volatility and Information Content of Implied Volatility Index”, presented at Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, held during February 9-11, 2017

  • • Nanda, S. and Barai, P (2017) “Effect of Insider Trading on Stock Characteristics”, presented at Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, held during February 9-11, 2017

  • • Pati, P, Barai, P and Rajib, P (2016) “Forecasting Stock Market Volatility and Information Content of Implied Volatility Index”, presented at Conference and Workshop on Statistical Methods in Finance jointly hosted by Chennai Mathematical Institute (CMI) and Indian Statistical Institute (ISI) Chennai, during Dec 18-22, 2016

  • • Pati, P, Barai, P and Rajib, P (2016) “Loss Aversion, Behaviour of Volatility Index-Return Relation and Volatility Regimes”, presented at Fourth PAN IIM World Management Conference at IIM- Ahmadabad, during December 13-15, 2016

  • • Nanda, S. and Barai, P (2016) “Insider Trading Around Earning Announcements”, presented at Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, held during February 11-12, 2016

  • • Das, S. and Barai, P. (2015) “The Role of Non-marketable Assets in Composition of the Market Portfolio: Evidence from India”, presented at Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, during February 11-12, 2016

  • • Ghosh, S., Barai, P. and Datta, B. (2015) “Modeling and Promoting organic food purchase”, presented at Management Doctoral Colloquium and Research Scholars Day, Vinod Gupta School of Management, IIT Kharagpur, during February 11-12, 2016

  • • Barai, P. (2010) “Economic effects of acquisitions: efficiency or market power ?”, presented at 3rd Doctoral Colloquium held at IIM Ahmedabad, during Jan 8-9, 2010. (Best Paper Award in the category ‘Advanced Proposals’)

  • • Barai, P. (2009) “Deterrence strategy in takeovers – a game theoretic model”, presented at 12th Annual Convention of the Strategic Management Forum, held in Indian Institute of Management, Bangalore, during May 27-29, 2009. (Best Paper Award in the category ‘Papers’)

  • • Barai, P. and Mohanty, P. (2008) “Predicting acquisitions in India”, presented at the AFAANZ/IAAER Conference 2008, held in Sydney, Australia, during July 6-8, 2008

  • • Majumdar, D., Srivastava, T., Barai, P. (2002) “Strategies for Building Sustainable Competitive Edge”, presented at the 27th National Competition for Young Manager, All India Management Association, May, 2002

  • • Harari, I., Barbone, P.E., Barai, P., Slavutin, M. and Shmulman, S. (1999) "The Three-dimensional For Acoustic Computation in Unbounded Domains", Paper presented at The Third Euro-Conference on Parallel and Distributed Computing for Computational Mechanics, Weimar, Germany, 20-25 March, 1999. Developments in Computational Mechanics with High Performance Computing (Ed. B H V Topping) Civil-Comp-Press, Edinburgh, pp: 161-168.

  • • Barai, P., Harari, I. and Barbone, P.E. (1998) "Numerical and Spectral Investigations of Novel Infinite Elements", Conference Proceedings of the 27th Israel Conference on Mechanical Engineering, Editor, Ben-Haim, Y.,Technion, Haifa, May 19-20, 1998, pp:148-150.

  • • Pandey, P.C. and Bakshi, P. (1994) "Structural Response Sensitivity Computation - an evaluation", Computational Structural Mechanics, Proceedings of the National Seminar on Aero Structures-94, Dec 8-9, 1994, (Ed: Sinha, P.K. and Parthan, S.), IIT Kharagpur, Allied Publishers Limited, pp:3-12.

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