Vinod Gupta School of Management

Faculty

Abhijeet Chandra

Ajay Kumar Mishra

Anupam Ghosh

Aradhna Malik

Arun Kumar Misra

Barnali Nag

Biplab Datta

Biswarup Ghosh

Chandra Sekhar Mishra

M Vimala Rani

Parama Barai

Prabina Rajib

Rudra Prakash Pradhan

Saini Das

Sangeeta Sahney

Sanjib Chowdhury

Srabanti Mukherjee

Sujoy Bhattacharya

Surojit Mookherjee

Sushil Punia

Susmita Mukhopadhyay

Tutan Ahmed

Vinay Yadav

Parama Barai

Associate Professor

Vinod Gupta School of Management

+91-3222-281836

parama@vgsom.iitkgp.ac.in

Awards and Accolades

Personal Webpage Bio Sketch

Responsibilities

Warden, Zakir Hussain Hall
Co-ordinator of the DualDegree Programme in Financial Engineering

Research Areas

Investment Management
Financial Risk Management
Financial Analytics

Parama Barai is a faculty in finance. Her current research interests include Investment Management, Financial Risk Management, Financial Analytics and Corporate Finance. Before joining VGSOM, she has worked with Tata Steel for six years. She has published papers in journals and conferences, both National and International.

All Publications

No Record Found.

Completed Projects

Principal Investigator

Study to analyze to impact of the suspension of trading on commodity derivatives markets

Ph. D. Students

B Madhusmita

Area of Research: Finance

Preetam Kumar Mahala

Area of Research: Finance

Sudipa Roy

Area of Research: Risk Management

Swastika Mukharjee

Area of Research: Corporate Finance

Zarnigah Parwez

Area of Research: ESOPs

Journal

CARRY TRADE WITH INDIAN RUPEES AS INVESTING CURRENCY AND RELATIONSHIP WITH OTHER ASSET CLASSES , J. , Barai P. By Finance India - (Accepted/In-Press)
Spatial Cost of Living and Welfare Indices for India with application to policy implementation Kumar S., Barai P. By Indian Economic Journal - (Accepted/In-Press)
Can hedging with oil futures contracts help oil producers ? Barai P. By Journal of Mines, Metals & Fuels (incorporating Indian Mining Journal) 70 610-616 (2022)
Portfolio of Carry Trade Using Indian Rupees Ranjana J., Barai P. By Global Business Review 1-18 (2021)
Determinants of Carrying Trade with Indian Rupee: Variables and Methods Ranjana J., Barai P. By Global Business Review - (2021)
Case Analysis I: Start-up Venture: Journey of a First-time Entrepreneur Barai P. By Vision 23 101-102 (2019)
The role of the volatility index in asset pricing: The case of the Indian stock market Pati P., Rajib P. , Barai P. By Quarterly Review of Economics and Finance 74 336-346 (2019)
The role of the volatility index in asset pricing: The case of the Indian stock market Pati P.C., Rajib P., Barai P. By Quarterly Review of Economics and Finance 74 336-346 (2019)
The role of the volatility index in asset pricing: The case of the Indian stock market Pati P. C., Rajib P. , Barai P. By The Quarterly Review of Economics and Finance 74 336-346 (2019)
Identify Customer Involvement During Organic Food Purchase Through FCB Grid Ghosh S., Barai P. , Datta B. By Journal of International Food & Agribusiness Marketing 1-17 (2018)
Forecasting stock market volatility and information content of implied volatility index Pati P.C., Barai P., Rajib P. By Applied Economics 50 2552-2568 (2018)
Forecasting stock market volatility and information content of implied volatility index Rajib P., Barai P. , Pati P. By Journal of Applied Economics 50 2552-2568 (2018)
A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index Barai P., Rajib P. By Review of Financial Economics 35 66-81 (2017)
The role of non-marketable assets to determine the cost of capital: Evidence from India Das S., Barai P. By Asian Journal of Business & Accounting 10 77-104 (2017)
Modeling and Promoting Organic Food Purchase Ghosh S., Datta B. , Barai P. By Journal of Food Products Marketing 22 623-642 (2016)
Size, value and momentum in stock returns: evidence from India Das S., Barai P. By Macroeconomics & Finance in Emerging Market Economies 9 284-302 (2016)
A study on the antecedents and consequences of customer delight Dey S., Ghosh S. , Datta B. , Barai P. By Total Quality Management & Business Excellence 28 47-61 (2016)

Conferences

Does corporate governance affect insider trading? Barai P., Nanda S. K. By PRISM IIM Nagpur Conference - (2022)
Mimicking Insider Trades around Earnings Announcements in Indian Firms Nanda S., Barai P. By International Conference on Financial Markets & Corporate Finance - (2017)
Forecasting Stock Market Volatility and Information Content of Implied Volatility Index Pati P., Barai P. , Rajib P. By 8th Financial Markets and Corporate Governance conference - (2017)
Loss Aversion, Behaviour of Volatility Index-Return Relation and Volatility Regimes Pati P., Barai P. , Rajib P. By Fourth PAN IIM World Management Conference at IIM- Ahmadabad - (2016)

Report

How Futures Market in India has Improved Efficiency of Physical Commodity Markets: an empirical and survey based study on Aluminium and Zinc Rajib P., Barai P. , Bandhopadhyay A. , Nandy R. By 1-55 (2021)
How Futures Market in India has Improved Efficiency of Physical Commodity Markets: An empirical and survey based study on Cotton and Crude Palm Oil (CPO) Rajib P., Barai P. , Bandhopadhyay A. , Nandy R. By 1-52 (2021)