Ministry of Education
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Prof Malay Bhattacharyya

vidwan id: 56229
Male

Professor, Decision Sciences
Indian Institute of Management Bangalore

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Expertise

  • Management

Publications

Total Articles 18
Books 0
Proceedings 0

Publications

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Scopus

Citations 371
h-index 8

CrossRef

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Citations 106
h-index 7
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Bio

Decision Sciences and Information Systems

Personal Details

  • Male
  • Professor , Indian Institute of Management Bangalore
  • Indian Institute of Management, Bannerghatta Road
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Professor Oct 2004 – Present
Indian Institute of Management Bangalore | Decision Sciences

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Scholarly Work

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Scholarly Publications

Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management

Open Access
Article
Year: 2024. Volume: 27 , Issue: 2 , Pages: 623-639 .
Authors: Patra S.;Bhattacharyya M.
DOI 10.37625/abr.27.2.623-639

Oil price shocks and emerging stock markets revisited

Open Access
Article
International Journal of Emerging Markets. Year: 2022. Volume: 17 , Issue: 6 , Pages: 1583-1614 .
Authors: Das D.;Kannadhasan M.;Bhattacharyya M.
DOI 10.1108/IJOEM-02-2020-0134
9 15

Does volume really matter? A risk management perspective using cross-country evidence

Open Access
Article
Year: 2021. Volume: 26 , Issue: 1 , Pages: 118-135 .
Authors: Patra S.;Bhattacharyya M.
DOI 10.1002/ijfe.1780
5

A Statistical Test for Detecting Dependency Breakdown in Financial Markets

Open Access
Article
SN Computer Science. Year: 2021. Volume: 2 , Issue: 4 .
Authors: Kasa S.R.;Bhattacharyya M.
DOI 10.1007/s42979-021-00671-z
2

How risky are the options? A comparison with the underlying stock using maxvar as a risk measure

Open Access
Article
Risks. Year: 2020. Volume: 8 , Issue: 3 , Pages: 1-17 .
Authors: Patra S.;Bhattacharyya M.
DOI 10.3390/risks8030076
2

Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?

Open Access
Article
Year: 2019. Volume: 48 , Pages: 1-19 .
Authors: Das D.;Kannadhasan M.;Bhattacharyya M.
DOI 10.1016/j.najef.2019.01.008
4 190

Output and stock prices: New evidence from the robust wavelet approach

Open Access
Article
Finance Research Letters. Year: 2018. Volume: 27 , Pages: 154-160 .
Authors: Tiwari A.K.;Bhattacharyya M.;Das D.;Shahbaz M.
DOI 10.1016/j.frl.2018.02.005
8 6

Does investor attention to energy stocks exhibit power law?

Open Access
Article
Energy Economics. Year: 2018. Volume: 75 , Pages: 573-582 .
Authors: Prakash Ranjan R.;Bhattachharyya M.
DOI 10.1016/j.eneco.2018.09.005
1