Prof. Ameet Kumar Banerjee

Prof. Ameet Kumar Banerjee

Qualification : PG - IIEST; FPM - XLRI, Jamshedpur

Email : ameet@xlri.ac.in

Functional Area : Finance

Languages Known : English, Hindi, Bengali

Brief Profile  

Total Experience (in months)
 240 (as on 17-SEP-22)

Experience Detail  

Prof. Ameet Kumar Banerjee

Prof. Ameet Kumar Banerjee

Achievements and Research Interest/Area of Research Interests

Academic Distinction (Awards and Scholarships)

Adminstrative Distinction

Other Achievements

Area of RESEARCH INTERESTS

Financial Derivatives

Fixed Income Securities

Market Microstructure

Asset Pricing

Financial Modelling

Sustainability

Risk Management

Energy

Intervention of AI in Finance

Faculty Development Programs Attended

Courses Taught

Corporate Finance

Financial Institituions and Markets

Investment Management

Financial Derivatives

Empirical Finance

Financial Econometrics with R

Quantitative Finance

Consultancy Undertaken

In-Company Programs

INTELLECTUAL CONTRIBUTIONS (PUBLICATIONS)

Journal Articles-Refereed

  1. Banerjee, A. K., Sensoy, A., Goodell, J. W., & Mahapatra, B. (2023). Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. Finance Research Letters, 104658. (ABDC-A)
  2. Banerjee, A. K., Pradhan, H. K., Sensoy, A., & Goodell, J. W. (2024). Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. International Review of Financial Analysis, 91, 102995. (ABDC-A)
  3. Banerjee, A. K., Chatterjee, S., & Dutta, A. (2023). Market power, industry concentration and earnings management: does corporate governance matter. The Journal of Risk Finance. (ABDC-B)
  4. Ahmed, S., Banerjee, A. K., James, W., & Moussa, F. (2023). Is the Evergrande crisis spilling beyond China?. Research in International Business and Finance, 102080. (XL-A)
  5. Akhtaruzzaman, M., Banerjee, A. K., Le, V., & Moussa, F. (2024). Hedging precious metals with impact investing. International Review of Economics & Finance, 89, 651-664. (ABDC-A).
  6. Akhtaruzzaman, M., Banerjee, A. K., Boubaker, S., & Moussa, F. (2023). Does green improve portfolio optimisation?. Energy Economics, 106831. (ABDC- A*)
  7. Banerjee, A. K. (2023). Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR. The Journal of Risk Finance. (ABDC-B)
  8. Banerjee, A. K., Akhtaruzzaman, M., Dionisio, A., Almeida, D., & Sensoy, A. (2022). Nonlinear nexus between cryptocurrency returns and COVID–19 COVID-19 news sentiment. Journal of Behavioral and Experimental Finance, 36, 100747. (ABDC-A)
  9. Banerjee, A. K. (2022). You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation. The Journal of Risk Finance, (ahead-of-print). (ABDC-B)
  10. Banerjee, A. K., & Pradhan, H. K. (2022). Influence of demographic profiles in adoption of digital payment system in India: a multigroup invariance analysis. Technology Analysis & Strategic Management, 1-17. (ABDC-B)
  11. Akhtaruzzaman, M., Banerjee, A. K., Ghardallou, W., & Umar, Z. (2022). Is greenness an optimal hedge for sectoral stock indices?. Economic Modelling, 106030. (ABDC - A)
  12. Banerjee, A. K., & Pradhan, H. K. (2022). Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. Finance Research Letters, 45, 102135. (ABDC - A)
  13. Banerjee, A. K. (2021). Futures market and the contagion effect of COVID-19 syndrome. Finance Research Letters, 43, 102018. (ABDC - A)
  14. Banerjee, A. K., Dionisio, A., Pradhan, H. K., & Mahapatra, B. (2021). Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. International Review of Financial Analysis, 77, 101848. (ABDC - A)
  15. Banerjee, A. K., Pradhan, H. K., Tripathy, T., & Kanagaraj, A. (2020). Macroeconomic news surprises, volume and volatility relationship in index futures market. Applied Economics, 52(3), 275-287. (ABDC-A)
  16. Banerjee, A. K., & Pradhan, H. K. (2020). Responses of Economic News on Asset Prices: A Study of Indian Stock Index Futures. Applied Finance Letters, 9(SI), 3-14. (ABDC-B)
  17. Banerjee, Ameet Kumar, and H. K. Pradhan. "Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market." Journal of Quantitative Economics 18.4 (2020): 767-782. (ABDC - B)
  18. Banerjee, A. K., & Mohanty, . (2020). Value relevance, earnings management, and corporate governance in India. Economic and Political Weekly, 55(38), 54-60. (ABDC -B)
  19. Banerjee, A. K., Huidrom, G., & Padhan, P. C. (2018). Impact of Organizational Slack on IPO Valuation: A Study of Indian Firms. South Asian Journal of Management, 25(4), 101-116. (ABDC -C)

Published Research Monographs

Scholarly Books

  1. Business Mathematics published by B S publications.
  2. Financial Analytics and R (Forthcoming).

Chapters in Scholarly books

Conference Proceedings-Refereed

Paper Presentations-Refereed

Text Books

Business Mathematics 

Research Report

Working paper

Key note presentation

Published articles in newspapers/magazines

 Ameet Kumar Banerjee and Sabri Boubaker, 2021, Financial sector woes Covid 2.0 poses many a challenge for the sector, The Hindu Businessline

Cases developed for Teaching purpose

Other Professional Activities

Achievements in Professional activities

Chairperson/Co-Chairperson in conferences

Co-ordinating/Organizing Workshop/Conferences /MDPs

Contribution towards Institution building/ development/ services such as Chairperson (Placement) etc

Guide/evaluator/ examiner at doctoral research level

Invited to deliver Keynote addresses/ speeches

Membership of Professional Bodies

Participation in Workshops/Conferences/Forums/ Meetings etc

Professional Services such as Member/Editor of Editorial Board/ Advisory Committee etc

Reviewer/Referee in Journals/ Conferences etc

  • Energy Economics (ABDC - A*)
  • International Review of Financial Analysis (ABDC -A)
  • Journal of International Financial Markets, Institution & Money (ABDC – A)
  • Finance Research Letters (ABDC – A)
  • Applied Economics (ABDC – A )
  • International Review of Economics and Finance (ABDC- A)
  • Business and Society (ABDC-A)
  • Research in International Business and Finance (ABDC – B)
  • Journal of Risk Finance (ABDC – B)
  • North American Journal of Economics and Finance (ABDC – B)
  • International Journal of Emerging Markets (ABDC – B)
  • Plos One (Web of Science indexed journal).

Visiting Faculty

Research Project Undertaken