IITKGP

Ajay Kumar Mishra

Assistant Professor Grade-I

Vinod Gupta School of Management

+91-3222-284974

akmishra@vgsom.iitkgp.ac.in

Responsibilities

  • Assistant Warden, Madan Mohan Malaviya Hall

Research Areas

My research interests broadly focus on financial economics, particularly in market microstructure, high-frequency trading, the role of central bank and funding institutions, corporate valuation and short-selling practices. My research explores the role of information asymmetry, examing the short seller and high-frequency trades.
  • Price movement and trade size on the National Stock Exchange of India. Mishra A. K., Mcinish T. H., Tripathy T. By Applied Economics 47 4847-4854 (2015)
  • Chapter 29 Jain P., Mishra A. K., Mcinish T. H. By Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges 471-483 (2013)
  • Price and trade size clustering: Evidence from the national stock exchange of India Mishra A. K., Tripathy T. By Quarterly Review of Economics and Finance 68 63-72 (2017)
  • Stock market liquidity, funding liquidity, financial crises and quantitative easing Mishra A.K., Parikh B., Spahr R.W. By International Review of Economics and Finance 70 456-478 (2020)
  • Institutional ownership, investor recognition and stock performance around index rebalancing: Evidence from Indian market Ahluwalia E., Mishra A.K., Tripathy T. By Journal of Multinational Financial Management 55 - (2020)
  • Indecisive algos: Do limit order revisions increase market load? Jurich S.N., Mishra A.K., Parikh B. By Journal of Behavioral and Experimental Finance 28 - (2020)
  • Contemporaneous linkages: Funding liquidity and stock market spirals Mishra A.K., Parikh B., Spahr R.W. By International Journal of Finance and Economics - (2020)
  • Stock pledging and firm risk: Evidence from India Chauhan Y., Mishra A.K., Spahr R.W. By Financial Management 50 261-280 (2021)

Principal Investigator

  • Microstructural Examination of Impact of Algorithmic Trading on the Indian Capital Market

Ph. D. Students

Abhishek Poddar

Area of Research: Banking

Jyoti Ranjan Sahoo

Area of Research: Corporate Finance

Kousik Ganguly

Area of Research: Corporate Finance

Malaya Prakash Behera

Area of Research: Corporate Finance

Mithun Samanta

Area of Research: Corporate Finance

S Yesaswi Dora

Area of Research: Corporate Finance

Shashi Shankar Jha

Area of Research: Financial Institutions and firms