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Prof Malay Bhattacharyya

vidwan id: 56229
Male

Professor, Decision Sciences
Indian Institute of Management Bangalore

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

Oil price shocks and emerging stock markets revisited

Open Access
Article

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

Open Access
Article

A Statistical Test for Detecting Dependency Breakdown in Financial Markets

Open Access
Article

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

Open Access
Article

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

Open Access
Article
Authors: Das D.;Kannadhasan M.;Bhattacharyya M.

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

Open Access
Article

Does investor attention to energy stocks exhibit power law?

Open Access
Article