Dr. Santanu Das

PhD
Professor

Contact

Email: santanu.das@jaipuria.ac.in
Location: Jaipuria Indore

Research Areas

Cash management, fixed income

Teaching Areas

Time series analysis, fixed income, investment management, corporate finance

Biography

Prof Santanu Das is a Professor in the Finance & Data Analytics area at Jaipuria Institute of Management, Indore. He did his Ph. D. from Birla Institute of Technology, Mesra, Ranchi, and MBA (Finance) from R.D. University, Jabalpur. His teaching expertise includes financial econometrics, portfolio management, Portfolio Analytics using R, Fixed Income Analytics, Advanced Data Analytics using R, and Business Valuation.

Prior to joining Jaipuria Institute of Management, which is India's amongst top management Colleges in Indore, he has worked with IMI Bhubaneswar, Birla Institute of Technology, Mesra, Ranchi, and Indian Institute of Information Technology Allahabad with a total teaching experience of more than 20 years. He was also deputed from BIT Mesra as Finance Officer to State Project Facilitation Unit (SPFU), Jharkhand under TEQIP-II project of Govt. of India for 6 months from December 2009 to June 2010.

He is on the reviewer's list of Asian Review of Accounting (Emerald Publishers), International Business Review (Elsevier), Paradigm (IMT Ghaziabad), and Emerging Markets Review (Elsevier). He has published papers in peer-reviewed journals including Managerial Finance, Global Business Review, Transnational Corporations Review, International Resource Management Journal, etc.

He has conducted much Management development and online program (MDPs) for executives of NTPC, NALCO, Retiring Servicemen of Defence, IMFA, etc. He has also served as a resource person in the time series analysis workshop conducted by IIIT Allahabad and conducted in-house FDPs on times series analysis using R, Risk Modelling and Portfolio Optimization and Econometric Analysis.

Research

Das, S., and A. Kumar (2021). Long term dependencies between sovereign bonds and sectoral indices of India: Evidence using Hurst exponent and wavelet analysis. Managerial Finance

Selected Papers & Publications

Das, S., and A. Kumar (2021). Long term dependencies between sovereign bonds and sectoral indices of India: Evidence using Hurst exponent and wavelet analysis. Managerial Finance (ABDC- B, Scopus, WoS) (IF, 2020 – 1.5) Accepted

Das, S. and U. Goel. (2019) Determinants of Excess and deficit cash holdings of firms: Evidence from emerging market. Global Business Review (Accepted) (ABDC – C, SCOPUS). https://doi.org/10.1177%2F0972150918824950

Das, S. (2017): Firm Characteristics and Dividend Policy in India, Transnational Corporations Review (Taylor & Francis), 9(3), 190-200.

Das, S. (2016): Do Accruals, Cash and Decomposed Leverage Have any Information About Future Profitability? Vilakshan, 13(2), 79-98

Das, S (2016) Cointegration of Bombay Stock Exchange with major Asian Markets - A Copula Approach, Global Business Review (Sage Publications), 17(3), 1-16. (ABDC - C category, SCOPUS)

Kumar, M., S. Das & S. Govil (2015): Analysis of Stock Volatility Clustering using ANN, Information Resources Management Journal, 28(2), 27-38. (SCOPUS)

Das, S., D.Tandon & S. Sethi (2013): Empirics of Indian Stock Market Volatility, Asian Journal of Research in Social Sciences and Humanities, Vol. 3, No.10, 1-28.

Das, S (2012): The Role of Leverage and Stock Based Variables in the Prediction of Cash Flows and Earnings – Some Evidence from India, in Afro-Asian Journal of Finance &Accounting, Inderscience Publishers, Vol.3, No.1, pp. 1-14. (ABDC - C category; SCOPUS)

Das, S., U. Goel & A. Vaish (2012): Does Loan Loss Provisioning signal Income Smoothing? An Evidence from the Indian Banking Industry, ICFAI Journal of Accounting Research & Audit Practices, Vol. XI, No.2, 1-12 (Ebsco Hosted).

Das, S (2009): Corporate Ownership & Stock Returns – An Explanation to the Capital Asset Pricing Model, The ICFAI Journal of Financial Economics, Vol. VII, No.3, 2009, pp 1-7 (Ebsco Hosted).

Das, S (2009): Management of NPAs in Indian Public Sector Banks with special reference to Jharkhand, Udyog Pragati (NITIE, Mumbai), Vol 33, No.1, pp. 41-51.

Journal Article

Das, S., and Kumar, A. (2021) Long term dependency between sovereign bonds and sectoral indices of India: Evidence using Hurst exponent and wavelet analysis, Managerial Finance (ABDC-B) Accepted. https://doi.org/10.1108/MF-12-2020-0596.

Das, S. and U. Goel. (2018) Determinants of Excess and deficit cash holdings of firms: Evidence from emerging market. Global Business Review (Accepted) (ABDC – C, SCOPUS). https://doi.org/10.1177%2F0972150918824950

Das, S. (2017): Firm Characteristics and Dividend Policy in India, Transnational Corporations Review (Taylor & Francis), 9(3), 190-200. (ABDC - C category)

Das, S. (2016): Do Accruals, Cash and Decomposed Leverage Have any Information About Future Profitability? Vilakshan, 13(2), 79-98

Das, S (2016) Cointegration of Bombay Stock Exchange with major Asian Markets - A Copula Approach, Global Business Review (Sage Publications), 17(3), 1-16. (ABDC - C category)

Kumar, M., S. Das & S. Govil (2015): Analysis of Stock Volatility Clustering using ANN, Information Resources Management Journal, 28(2), 27-38. (Scopus Indexed)

Das, S., D.Tandon & S. Sethi (2013): Empirics of Indian Stock Market Volatility, Asian Journal of Research in Social Sciences and Humanities, Vol. 3, No.10, 1-28.

Das, S (2012): The Role of Leverage and Stock Based Variables in the Prediction of Cash Flows and Earnings – Some Evidence from India, in Afro-Asian Journal of Finance &Accounting, Inderscience Publishers, Vol.3, No.1, pp. 1-14. (ABDC - C category).

Das, S., U. Goel & A. Vaish (2012): Does Loan Loss Provisioning signal Income Smoothing? An Evidence from the Indian Banking Industry, ICFAI Journal of Accounting Research & Audit Practices, Vol. XI, No.2, 1-12 (Ebsco Hosted).

Das, S (2009): Corporate Ownership & Stock Returns – An Explanation to the Capital Asset Pricing Model, The ICFAI Journal of Financial Economics, Vol. VII, No.3, 2009, pp 1-7 (Ebsco Hosted).

Das, S (2009): Management of NPAs in Indian Public Sector Banks with special reference to Jharkhand, Udyog Pragati (NITIE, Mumbai), Vol 33, No.1, pp. 41-51.

Conferences and Seminars

Presented paper “ Conditional dependence between Oil Prices and Sovereign Bond Yields: A GARCH-Copula Approach” at the international conference on China-India: Humanities, Economy and Peoples Welfare at Sichuan Academy of Social Sciences, Chengdu, China, October 16-20, 2019.

Presented a paper titled Determinants of Excess and deficit cash holding of firms: Evidence from Emerging Market at 8th India Finance Conference held at IIM Calcutta, December 20-22, 2018.

Presented a paper titled Firm Characteristics and Dividend Policy in India at the International Conference on Market Innovation held at IMI Bhubaneswar in collaboration with EGADE Business School, Mexico, on November 26-27, 2016.

Attended Summer School in Empirical Financial and Accounting Research at IIM Calcutta from May 2-10, 2016.

Presented paper titled Do Accruals, Cash and Decomposed Leverage Have any Information About Future Profitability? at National Conference on Commerce in 21st Century held at Xavier University, Bhubaneswar on February 26, 2016

Presented a paper titled The Role of Accrual Components in determining the Net Income of a Firm- Some Evidence from the Indian Auto and Steel Industry, at the Nirma International Conference, Nirma University, Ahmedabad, January 7-8, 2010.

Attended a short-term course on Statistical Modelling for Data Analysis at IIT Kharagpur from November 30 – December 11, 2009.

Presented a paper titled “Management of NPAs in Indian Public Sector Banks with special reference to Jharkhand” at the 10th Annual Conference on Money & Finance in Indian Economy, IGIDR, Mumbai, January 18-19, 2008.

Attended the 7th Annual Conference on Money & Finance in Indian Economy, IGIDR, Mumbai, 6-7 February 2005.

Association with Professional Bodies

Life Member of Indian Accounting Association

MDPs conducted

Resource person for 2-Day workshop on Time Series Analysis, IIIT Allahabad, August 28-29, 2020.

Conducted 3-Day FDP in Financial Time Series Analysis Using R from September 17-19, 2019.

Conducted 4- Day Summer School on Econometric Analysis, May 27-30, 2019.

Conducted FDP in Financial Time Series Analysis Using R from March 9-11, 2018.

Programme Director, 2-Day MDP on Finance for Non-finance Executives of IMFA Ltd., held at Sukinda Mines, February 8-9, 2017.

Finance for Non-Finance Executives of IMFA Ltd., March 6, 2015

Finance for Non-Finance Executives of IMFA Ltd., November 9, 2014

Open MDP on Finance for Non-Finance Executives from July 11-12, 2014

MDP on General Management for Senior Executives (E-6) of NTPC Ltd. from March 1-14, 2014

MDP on Finance for Non-Finance Executives of NTPC Ltd. ER-II HQ, Bhubaneswar from 19-20 February 2014

Reviewer and Editorial Member

Ad-hoc Reviewer of Asian Review of Accounting (Emerald Publishers).

Reviewer of International Business Review (Elsevier Publications).

Reviewer of Paradigm (IMT Ghaziabad)

Life Member of Indian Accounting Association.

Member, Editorial Board, Journal of Management Development & Research.

Reviewer, FIIB Business Review

Reviewer, Society and Management Review, IIM Kozhikode


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