Dr Trilochan Tripathy
Qualification : PhD
Email : trilochan@xlri.ac.in, tripathytrilochan@gmail.com
Functional Area : Finance
Languages Known : English, Hindi and Oriya
Professional Software Knowledge : R Python, SAS STATA MATLAB EVIEW SPSS
Hobbies : Athletics
Brief Profile
Dr.Trilochan Tripathy joined XLRI as a faculty of Finance in February 2016. Dr. Tripathy has over 18 years of strong research consultation and management training experience under grants, contracts and fee for service basis with industry, independent agencies and organizations. His current research interests are in the broad areas of market integration, cross listing, currency risk modeling, banking liquidity crisis and regulations and asset pricing and valuations. He has published over 50 articles and some of them are in the Journal of Applied Economics, Journal of Quantitative Economics, Resources Policy, Int. Journal of Applied Economics and Finance, Int. Journal of Behavioral Accounting and Finance, Review of Developmental Finance, Int. Journal of intellectual capital and learning etc.. His current teaching interests are in the areas of Corporate Finance, International Financial Management, Futures and Options, Financial Markets and Institutions, Financial Analytics and Computational Finance. Dr. Tripathy has also guided 10 Ph.D Scholars across different areas of finance such as asset pricing, portfolio Management, commodity derivaatives, Strategic Asset Management and Competition and Ecosystem.
Total Experience (in months)
210 (as on 01-APR-16)
Experience Detail
- Professor - XLRI (Finance since February 2015)
- Professor - IBS Hyderabad (Economics & Finance - 105 months)
Dr Trilochan Tripathy
Achievements and Research Interest/Area of Research Interests
Academic Distinction (Awards and Scholarships)
- Stood 7th in MA Economics, 1992, Ravenshaw College Utkal University, Bhubaneswar
- Best research paper Award in 4th International Conference on Applied Economics, organised by IBS Hyderabad.
Adminstrative Distinction
Successfully launched and Convened M.Sc. Financial Economics Program at IFHE University, Hyderabad
Other Achievements
Area of RESEARCH INTERESTS
- International Finance and Banking- Market integration, Cross listing, Forex market liquidity, volatility spillover, Currency derivatives and currency risk modeling, banking liquidity crisis, systemic risk and regulations, credit derivatives.
- Asset Pricing and Valuation- Causes and effect of liquidity risk, liquidity spiral, short selling, index investing and asset valuation.
Faculty Development Programs Attended
Courses Taught
International Financial Management, International Finance and Trade, Financial Markets and Institutions, Financial Management, Financial Analytics, Computational Finance, Security Analysis and Portfolio Management, Risk Modelling, Financial Risk management, Futures and Options, Commodity Derivatives, Financial Modelling and Doctoral courses in Finance.
Consultancy Undertaken
In-Company Programs
INTELLECTUAL CONTRIBUTIONS (PUBLICATIONS)
Journal Articles-Refereed
Mishra, A.K., McInish T. H and Tripathy. T (2015) Price Movement and Trade sizes on the National Stock Exchange of India. Applied Economics, Vol. 47( 45), pp.4847-4854. [ ABDC-A]
Tripathy. T and Aluwalia. E
(2015) Day Long Effect of Liquidity on Stock Return: An Empirical Investigation
in a day of Political and Economic Importance in India. International journal
of Economics and Finance, Vol. 7, No. 10, pp. +++ [ABDC-B].
Alana. L.A and Tripathy T (2015)
Long Range Dependence in the Indian Stock Market: Evidence of Fractional
Integration, Non-Linearities and Breaks, Journal of Quantitative Economics, DOI 10.1007/s40953-016-0029-4 (2016) pp.3-19 [ABDC B]
Tripathy. T., Sahoo, D;
Kesherwani, A; and Mishra, A.K., (2015). Direct and Indirect Effect of
Competition on Firms Valuation, Financial Performance and Competitive
Advantage. International Journal of Learning and Intellectual Capital. Vol. 7.
No. +++ under production, [ ABDC- B].
.Mishra, A.K., Tripathy. T.,(2015). Macroeconomic Stress, Equity Market Liquidity Spirals and Markov Regime Switching. International Journal of Finance and Economics, Vol. 7 (6), pp. 179-192 [ABDC-B].
Tripathy, T; Sahoo, D; (2015).
Intellectual Capital Efficiency and Firms Financial Performance: Evidence from
India. International Journal of Learning and Intellectual Capital. Vol. 6
(1/2), 15-35. [ABDC- B].
Tripathy. T. and Alana. L.A.
(2015) Modeling Time-Varying Volatility of Stock Index Return: An Empirical
Examination in India, Review of Developmental Finance vol.6 (2) , pp.8-15.[
Scopus]
Tripathy T (2014) Modeing
Volatility Persistence and Asymmetry: A
Study on Selected Non-Ferrous Metals in Indian Market, Resources Policy,
Vol.31, pp. 31-39 [ ABDC-A]
Tripathy T (2014) "Mean
Reversion in Agricultural Commodity Prices in India," International
Advances in Economic Research, Springer, 20(4), 385-398 [ABDC-C].
Tripathy, T; Sar, A.K; Sahoo, D
(2014) The Effect of Intellectual Capital on Firms Valuation: An Emperical
investigation with reference to India. The IUP Journal of Applied Economics,
Volume 8, No. 3 pp. 52-76 [ABDC-C]
Tripathy.T (2012) Relationship between Size
and Firm Performance: Empirical Evidence Using Panel Data Method, A Compendium
of Essays in Applied Econometrics (Ed), PP. 15-23, Paramount Publication,
Hyderabad (coauthored).
Keshrwani, A and Tripathy.T (2012) Dimensions of perceived Risks and its impact on internet banking Adoption: An empirical investigation , Services Marketing Quaterly, Vol.33, Issue II, PP177-193. [ABDC-A]
Tripathy.T and Gil-Alana L.A.(2010)
Suitability of Volatility Model for Forecasting Stock market return: A Study
on the Indian National Stock Exchange American Journal of Applied Sciences,
7(11) PP. 1487-1494. [ABDC-C].
Tripathy, T. (2008) Volatility and Price Integration in Primary Commodities Market: A Strategic direction in India ICFAI Journal of Business Strategy, March 2008, Hyderabad, India.
Mohanty. and Tripathy, T., (2007) Orissa Finance: A Behavioural Analysis Published in Finance India, Vol. 21( 3), pp. 965-986 (ABDC-C, Scopus).
Tripathy, T(2006)Trend adoption and utilisation of high quality seeds- A case study on Orissa Indian Journal of Agricultural cnomics, vol. 61 (1),pp90-107 (ABDC-B).
pclass="MsoNormal" style="margin-top:6.0pt;margin-right:0in;margin-bottom:0in; margin-left:.25in;margin-bottom:.0001pt;text-align:justify;text-indent:-.25in">Tripathy, T., and Mohanty, B. (2005) Gender Earning Difference and its Socio Economic Implications: A Study in ducation Sector Orissa, The Economic and Political Weekly, Vol. 59(8), pp. 2190-2195.Tripathy,T(2005) Suitable Microenterprise:A Step Towards Rural Women Empowerment, IUP Journal of Applied Economics, Vol.2(4), pp.83-93. [ABDC-C].
Published Research Monographs
Tripathy.
T (2012) A Compendium of Essays in
Applied Econometrics (ed.) Paramount Publishers, Hyderabad, India,
(coauthored).
Tripathy, T., and Rout,
S. (2005) Budget Watch, published by CYSD Bhubaneswar, Orissa, India
(coauthored).
Scholarly Books
1 Tripathy.T (2011) US Financial Crisis- Shaking the Foundations of Free Market Economy (ed.) Case research Centre, ICFAI University Press, Hyderabad, India, (coauthored).
Tripathy.T (2011) US
Financial Crisis- Changing Face of Global Banking Industry (ed.) Case research
Centre, ICFAI University Press, Hyderabad, India, (coauthored).
Tripathy.T (2008)
Business and Development Dynamic Issues in India (ed.) Vol. I , ICFAI
University Press, Hyderabad, India, (coauthored).
Tripathy.T (2008)
Business and Development Dynamic Issues in India (ed.) Vol.II ICFAI
University Press, Hyderabad, India, (coauthored).
Tripathy.T (2008) Business
and Development Dynamic Issues in India (ed.) Vol. III ICFAI University
Press, Hyderabad, India, (coauthored).
Tripathy, T., and Rout,
S. (2005) Budget Watch, published by CYSD Bhubaneswar, Orissa, India
(coauthored).
Tripathy, T; Alana, L; Mishra,
A.K; (June 2014 May 2017). Financial Econometrics in Practice. Oxford
Publisher, New Delhi, India. (in progress)
Chapters in Scholarly books
Tripathy.T (2012) Relationship between Size
and Firm Performance: Empirical Evidence Using Panel Data Method, A Compendium
of Essays in Applied Econometrics (Ed), PP. 15-23, Paramount Publication,
Hyderabad (coauthored).
Tripathy.T (2012) Impact of
Merger Announcements on Shareholders Wealth: Evidence from Indian
Pharmaceutical Industry, A Compendium of Essays in Applied Econometrics (Ed),
PP. 83-93, Paramount Publication, India(coauthored).
Tripathy.T (2012) Which Trade
Move the Prices?: Study on Indian Market, A Compendium of Essays in Applied
Econometrics (Ed), PP. 137-144, Paramount Publication, India(coauthored)..
Conference Proceedings-Refereed
Tripathy. T.,Mishra, A.K.,
Jain, P.K. & Mishra, & McInish, T H. (2014) Liquidity Spiral and Firm
Performance: Evidences from US submitted for presentation in the World Finance
Conference 2014, organized by The University of Ca Foscan, Venice, Italy.
Mishra, A.K., Tripathy. T., Jain,
P.K. (2014) Liquidity Spiral and Short Selling Behaviour under Macroeconomics
Stress presented in the 4th International Conference on Applied econometrics,
March 2014, organized by IBS Hyderabad in collaboration with the Indian
Econometric society, India. [ Best of the
Best Research Paper award]
Tripathy, T (January, 2014)
Macroeconomic Regimes & Foreign Exchange Rate Volatility in India: A test
of volatility asymmetry and Spillover in India, presented in the International
conference on Business and Finance organized by IBS Hyderabad and Oklahama
State University, USA.
Mishra, A.K., Tripathy. T.,
(December, 2013) Identification of Illiquidity and Loss Spiral in US Equity
Market under Macroeconomic Stress: A Markov Regime Switching Approach
presented in the Great Lakes Yale International Research Conference, organized
by Great lakes institute of management in collaboration with Yale university
USA.
Paper Presentations-Refereed
1st International Conference on
Applied Econometrics (2009) organized at IBS Hyderabad in Collaboration with
IGIDR Mumbai and The Indian Econometrics Society, New Delhi, Sponsored by
NABARD Mumbai- (Conference Convener)
2nd International Conference on
Applied Econometrics (2010) organized at IBS Hyderabad in Collaboration with IGIDR
Mumbai and The Indian Econometrics Society, New Delhi, Sponsored by NABARD
Mumbai and Agriculture Insurance Corporation Ltd., New Delhi. - (Conference
Convener)
3rd International Conference on
Applied Econometrics (2011) organized at IBS Hyderabad in Collaboration with
IGIDR Mumbai and The Indian Econometrics Society, New Delhi, Sponsored by
NABARD Mumbai. - (Conference Convener)
3rd International Doctoral Thesis Conference
(2011) organized at IBS Hyderabad,
(Conference Convener)
4th International Doctoral Thesis Conference
(2012) organized at IBS Hyderabad, (Conference Convener)
4th International Conference on
Applied Econometrics (2014) organized at IBS Hyderabad in Collaboration with The
Indian Econometrics Society, New Delhi, Sponsored by NABARD Mumbai. -
(Conference Convener)
Research Report
Working paper
Tripathy, T (2006) Tax
expenditure and Its Implication: A Study in Uttaranchal, published Finance
Department, Govt. of Uttaranchal in collaboration with USAID Reform Project
((coauthored-working paper).
Tripathy, T (2006)
Implication of Nil Rate of Central Sales Tax for Revenue and Growth of
Uttaranchal, published Finance Department, Govt. of Uttaranchal in
collaboration with USAID Reform Project ((coauthored-working paper).
Cases developed for Teaching purpose
Sahoo. B, Tripathy. T and
Purkayastha, D. (July, 2015). LPG Subsidy Dilemma in India, accepted for
publication in The Case research Centre, Hyderabad,
Sahoo. B, Tripathy. T and
Purkayastha (July, 2015) Voltas struggle for market leadership: An innovative
Pricing Strategy, , accepted for publication
in The IBS case Research center, India.
Tripathy, T; Purkayastha, D; (March, 2013). Economics of Bangle Market, published by European Case Clearing House (ECCH), UK.
Tripathy, T; Purkayastha, D; (August,
2013).Research in Motion: What lies Ahead? Published by The Case Centre, UK.
Other Professional Activities
Achievements in Professional activities
Best research Paper Award, 4th International conference on Applied Econometrics, organised by IBS Hyderabad in collaboration with the Indian Econometric Society.
Chairperson/Co-Chairperson in conferences
- The 12TH International conference on Business and Finance organized by IBS Hyderabad and Oklahama State University, USA.
Co-ordinating/Organizing Workshop/Conferences /MDPs
- 4th International Doctoral Thesis Conference (2012) organized at IBS Hyderabad, (Conference Convener)
Contribution towards Institution building/ development/ services such as Chairperson (Placement) etc
Guide/evaluator/ examiner at doctoral research level
- Ph.D supervision: -Ranajee (scholar) : Modelling the Nature and Dynamics of Momentum Profits in Indian Equity Market 2009-10 Ph.D. Batch, IBS Hyderabad, IFHE University, Hyderabad, India, Ph.D. awarded in the area of Finance.
- Ph.d Supervision -Debpratim Purkayastha (scholar) : Competition and Regulatory Intervention in Indian Microfinance Industry: An Inquary into its causes Consequences and Sustainability KIIT School of Management, Ph.D batch of 2011-12, KIIT University, Bhubaneswar. Verge of Thesis Submission -in the area of Strategic finance.
- Ph.D Supervision: - Eshan Aluwalia (scholar): "Index linked Investments Index Rebalancing and implications" Ph.D batch of 2013-17, IBS Hyderabad, IFHE University, Hyderabad, India : Stage of proposal defense -in the area of Finance.
Membership of Professional Bodies
- Consulting editor, IUP Journal of Risk Management
Participation in Workshops/Conferences/Forums/ Meetings etc
1st International Conference on
Applied Econometrics (2009) organized at IBS Hyderabad in Collaboration with
IGIDR Mumbai and The Indian Econometrics Society, New Delhi, Sponsored by
NABARD Mumbai- (Conference Convener)
2nd International Conference on
Applied Econometrics (2010) organized at IBS Hyderabad in Collaboration with IGIDR
Mumbai and The Indian Econometrics Society, New Delhi, Sponsored by NABARD
Mumbai and Agriculture Insurance Corporation Ltd., New Delhi. - (Conference
Convener)
3rd International Conference on
Applied Econometrics (2011) organized at IBS Hyderabad in Collaboration with
IGIDR Mumbai and The Indian Econometrics Society, New Delhi, Sponsored by
NABARD Mumbai. - (Conference Convener)
3rd International Doctoral Thesis Conference
(2011) organized at IBS Hyderabad,
(Conference Convener)
4th International Doctoral Thesis Conference
(2012) organized at IBS Hyderabad, (Conference Convener)
4th International Conference on
Applied Econometrics (2014) organized at IBS Hyderabad in Collaboration with The
Indian Econometrics Society, New Delhi, Sponsored by NABARD Mumbai. -
(Conference Convener)
Professional Services such as Member/Editor of Editorial Board/ Advisory Committee etc
Consulting
Editor: IUP
Journal of Financial Risk Management
Reviewer/Referee in Journals/ Conferences etc
Journal
Reviewer: IUP
Journal of Applied Economics, Resources policy, Emerging market Finance,
Journal of Asian Economics and Journal of Emerging Market Review.
Visiting Faculty
NMIMS Hyderabad
Research Project Undertaken
Engaged in more than 10 consulting/research
projects across diversified clienteles such as Concern World Wide, U.K, NRI,
DFID & World Bank, World Vision India, Plan International and the IFHE University.