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| Name |
Srinivasan P |
 |
| Designation |
Asst. Professor |
| Qualification |
M.A., M.Phil. |
| Email id |
srinivasan.palamalai@christuniversity.in |
| Phone No |
080-40129399 |
| UG |
Madras University |
B.A |
2002 |
| PG |
Pondicherry (Central) University |
M.A |
2006 |
| MPhil |
Pondicherry (Central) University |
M. Phil. |
2007 |
| PROFESSIONAL EXPERIENCE: | No. of Years | Teaching | Industry | | 2 | 2 | Nil | ACHIVEMENTS (Awards/Recognitions): | Best Paper Award for the Research Paper titled "Forecasting Stock Market Volatility of S&P 500 Index using GARCH Models" at the "International Conference on Management Practices for Sustainable Growth" organized by the Department of Business Administration, Annamalai University, Tamil Nadu, held on 28 - 30 July 2010. | | Best Paper Award for the Research Paper titled "Stock Market Returns And Volatility In An Emerging Market: The Indian Evidence", paper presented in the INTERNATIONAL CONFERENCE ON ‘LEADING BEYOND THE HORIZON - ENGAGING FUTURE' ICLBH - 2011, organised by Annamalai University, held during 28 - 30 July 2011. | RESEARCH PAPER PRESENTATIONS IN INTERNATIONAL SEMINARS: | Date | Paper Title | Presented at | | 31 - 2 April, 2009 | Does FDI Promote Economic Growth in India? | Alagappa University, Tamil Nadu | | 3 - 4 April, 2009 | An Empirical Analysis of Price Discovery in the NSE Spot and Future Markets of India | Dr. MGR University, Chennai, Tamil Nadu | | 27 - 29 May, 2009 | Do Futures and Options Trading Increase Spot Market Volatility in India? The case of S&P CNX NIFTY | Anna University, Thirichirappalli | | 16 - 18 July, 2009 | Price Discovery in NSE Spot and Futures Markets of India: Evidence from Selected IT Sector Stocks | Annamalai University, Tamil Nadu | | 19 - 21 Nov., 2009 | The Determinants of Foreign Direct Investment: A Panel Data Study for the ASEAN Countries | Indian Business Academy, Bangalore, Karnataka | | 14-15 Dec., 2009 | An Empirical Investigation of Foreign Direct Investment and Economic Growth in SAARC Nations | University of Kerala, Kerala . | | 17-19 Dec., 2010 | Behaviour of Share Prices in Indian Commodity Markets: A Test of Market Efficiency | Pondicherry University, Pondicherry | | 4-5 Jan. 2011 | Stock Market Efficiency and Common Stochastic Trends: A case of NSE and BSE | Icfai Business School, Bangalore, Karnataka | | 28 - 30 July 2011 | Forecasting Stock Market Volatility of S&P 500 Index using GARCH Models | Annamalai University, Tamil Nadu, | | 7-8 Jan. 2011 | Multivariate GARCH Estimation of the Optimal Hedge Ratios for Equity Futures Markets of Indian Commercial Banks | Management Development Institute, Gurgaon, India | | 6-7 Jan. 2011 | Estimation of Constant and Time-Varying Hedge Ratios for Indian Equity Futures Market: Evidence from the National Stock Exchange (NSE) | JK Business School, Gurgaon, India | | 22-23 September 2011 | Hedging Effectiveness in Indian Commodity Futures Markets | Sri Sai Ram Institute of Management Studies, Chennai | | 16-17 December 2011 | An Econometric Analysis of Tourism and Economic Growth in Sri Lanka | IBS & TIES, Hyderabad | | 06-07 January 2012 | Causal Nexus between Stock Market Return and the Macro Economic Variables in India: Evidence from the National Stock Exchange (NSE) | IBS, Hyderabad | | 19-20 January 2012 | Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets | IBS, Bangalore | RESEARCH PAPER PRESENTATIONS IN NATIONAL SEMINARS: | Date | Paper Title | Presented at | | 12 - 13 March, 2009 | Price Discovery in NSE Spot and Futures Markets of Selected Automobile Industries in India: what causes what? | Periyar University, Salem | | 11- 12 Sept., 2009 | Modelling Symmetric & Asymmetric Volatility for Mini Gold Futures Market in India | Pondicherry University, Pondicherry, | | 12 - 13 Sept., 2009 | Price Change, Trading Volume and Time-Varying Conditional Volatility: Evidence from Asia Pacific Stock Market | Bharathidasan University, Tiruchirappalli, | | 28-29 Nov., 2009 | Hedging Effectiveness of Constant and Time-Varying Hedge Ratios for the Indian Futures Market | Ravenshaw University, Cuttack | | 20 - 22 Dec., 2009 | An Empirical Investigation of Foreign Direct Investment and Economic Growth in ASEAN Countries | Indian Institute of Technology (IIT), Chennai | | 9 - 10 Jan., 2010 | Price Discovery, Volatility and Hedging Effectiveness of Futures Market in India: Evidence from the National Stock Exchange (NSE) | National College, Tiruchirappalli | | 3 - 4 Sept., 2010 | Modelling and Forecasting of Conditional Volatility of Indian Stock Market using GARCH Models | Saintgits Institute of Management, Kerala | | 27 - 28 Jan., 2011 | Determinants of Foreign Direct Investment in SAARC Nations: An Econometric Investigation | Bharathidasan University, Tiruchirapalli, Tamil Nadu | | 7 -8 March, 2011 | Price Volatility and Hedging Behavior of Commodity Futures in India: Some Evidence | Christ University, Bangalore | | 7 -8 March, 2011 | Share Price Behaviour in Emerging Asia-Pacific Stock Markets | Christ University, Bangalore | | 10 March, 2011 | Investigating Weak-Form Market Efficiency in India and its Emerging Asian Counterparts | Annamalai University, Tamil Nadu | | 24th February 2012 | Volatility Forecasting Models in Indian Options Market: Evidence from the Black Scholes Options Pricing Model, Artificial Neural Network and EGARCH Models | Christ University, Bangalore | RESEARCH PAPER PUBLICATIONS (INCLUDING COAUTHORED): | Year | Title | Name of Journal / Vol. No / Issue No / Page Nos / ISSN No | | 2008 | The Impact of Futures Trading on the Spot Market Volatility of Selected Commercial Banks in India | European Journal of Economics, Finance and Administrative Sciences, December/Issue 14, pp. 28-40. | | 2009 | An Empirical Analysis of Price Discovery in the NSE Spot and Future Markets of India | The ICFAI Journal of Applied Finance, Vol.15, No.11, pp. 24-36. | | 2009 | Impact of Index Futures on Spot Market Volatility in India | The Indian Journal of Commerce, Vol.62, No.3, pp. 14-22. | | 2009 | Price Discovery in NSE Spot and Futures Markets of India: Evidence from S&P CNX Nifty and Selected Pharmaceutical Sector Stocks | Al-Barkaat Journal of Finance & Management, Vol. 1, No. 2, pp. 1-22. | | 2009 | An Empirical Analysis of Foreign Institutional Investment and Stock Market Returns in India | Foreign Trade Review, Vol. XLIV, No. 2, pp. 60-79. | | 2009 | An Examination of Foreign Institutional Investment and Stock Market Returns in India: Evidence from ARDL Bounds Testing Approach | Anvesak, Vol. 39, No. 1, pp. 80-92. | | 2009 | Price Discovery in NSE Spot and Future Markets of Selected Oil & Gas Industries in India: What Causes What? | The ICFAI Journal of Financial Risk Management, Vol. 4, Nos. 3 & 4, pp. 22-37. | | 2009 | Impact of Derivatives and Asymmetric Effect on Indian Stock Market Volatility | Asia-Pacific Business Review, Vol. No. 5 (3), pp. 11-18. | | 2009 | Spot and Futures Markets of Selected Commercial Banks in India: What Causes What? | International Research Journal of Finance and Economics, February/Issue 31, pp. 28-40. | | 2010 | Price Discovery in NSE spot and Futures Markets of India: Evidence form Selected IT Industries | International Journal of Business, Vol. 4, No.1, pp. 16-27 | | 2010 | Testing Weak-Form Efficiency of Indian Stock Markets | Asia Pacific Journal of Research in Business Management, Vol. 1, No.2, pp. 134-140. | | 2010 | Forecasting Stock Market Volatility of BSE-30 Index using GARCH Models | Asia-Pacific Business Review, Vol. 6, No.3, pp. 47-60. | | 2010 | Do Futures and Options Trading Increase Spot Market Volatility in India? The case of S&P CNX Nifty | International Journal of Business Performance and Supply Chain Modelling, Vol. 2, No.2, pp. 134-145. | | 2010 | Model Specification for Hedging Performances of the Equity Markets of Indian Commercial Banks | The Icfai Journal of Behavioral Finance, Vol. 7, No.3, pp. 38-60. | | 2010 | Does Indian Equity Market Follow Random Walks? Evidence from the National Stock Exchange | International Journal of Research in Commerce and Management, Vol.1, No. 8, pp. 88-94. | | 2010 | The Determinants of Foreign Direct Investment: A Panel Data Study for the ASEAN Countries | IIMS Journal of Management Science, Vol.1, No. 2, pp. 138-152. | | 2010 | Foreign Direct Investment and Economic Growth in the ASEAN Countries: Evidence from Cointegration Approach and Causality Test | The ICFAI Journal of Management Research, Vol. 9, No. 1, pp. 38-63. | | 2010 | Causal Nexus between Foreign Direct Investment and Economic Growth in India | Indian Journal of Finance, New Delhi, India | | 2011 | An Empirical Investigation of Foreign Direct Investment and Economic Growth in SAARC Nations | Journal of Asia Business Studies, Vol. , No. , pp. | | 2011 | Stock Futures Trading Information and Spot Price Volatility: Evidence from the Indian Pharmaceutical Sector | Asia-Pacific Business Review, Vol. VII, No. 1, pp. 81-91. | | 2011 | Stock Market Efficiency and Common Stochastic Trends: A Case of NSE AND BSE | The IUP Journal of Financial Risk Management, Vol. 8, No. 2, pp. 41-55 | | 2011 | Modeling and Forecasting the Stock Market Volatility of S&P 500 Index Using GARCH Models | The IUP Journal of Behavioral Finance, Vol. 8, No. 1, pp. 33-52. | | 2011 | Estimation of Constant and Time-Varying Hedge Ratios for Indian Stock Index Futures Market: Evidence from the National Stock Exchange | The IUP Journal of Applied Finance, Vol. 17, No. 2, pp. 1-21 | | 2011 | Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market | The Icfai Journal of Behavioral Finance (forthcoming) | | 2011 | Determinants of Foreign Direct Investment in SAARC Nations: An Econometric Investigation | The Icfai Journal of Managerial Economics (forthcoming) | Nov 2011
| Hedging Effectiveness of Constant and Time -Varying Hedge Ratio in Indian Commodity Futures Markets: Evidence from the Multi - Commodity Exchange
| The IUP Juornal of Financial Economics ISSN No: 0972-9151
| Oct 2011
| ‘Determinants of Foreign Direct Investment in SAARC Nations: An Econometric Investigation' | ‘The IUP Journal of Managerial Economics', ISSN No. 0972-9305 | Dec 2011
| Casual Nexus Between Stock Market Return and Selected Macroeconomic Variables in India: Evidence from the National Stock Exchange (NSE) | The IUP Journal of Financial Risk Management ISSN No : 0972-916X
| March 2012
| ‘Price Discovery and Volatility Spillovers in Indian Spot - Futures Commodity Market' | ‘The IUP Journal of Behavioral Finance', ISSN No. 0972 - 9089 | BOOKS PUBLISHED (INCLUDING COAUTHORED): | Year | Title | Publisher / ISBN No | | July 2011 | Stock Market Returns And Volatility In An Emerging Market: The Indian Evidence | Annamalai University, TamilNadu | | Sept. 2011 | Hedging Effectiveness in Indian Commodity Futures Markets: Evidence from the Multi Commodity Exchange (MCX) | Masilamani Publisher, Chennai | WORK SHOPS / FDP / TRAINING PROGRAMMES ORGANIZED/RESOURCE PERSON: | Name of the Programme | Duration | | Coordinator for the National seminar on ‘Welfare Paradigms and Social Sectors' organized by the Department of Economics, Christ University, Bangalore. | December 13-14, 2010. | | Workshop Organizing Secretary for the ‘Three-day Workshop on Financial Econometric Modelling', organized by the Department of Economics, Christ University in collaboration with ISEC, Bangalore. | August 25-27, 2011 | | Certificate Programme Coordinator for the course ‘Fundamentals of Econometrics' organized by the Department of Economics, Christ University, Bangalore. | Even Semester | | Resource Person for the FDP titled ‘Faculty Development Programme Itinerary on "Business Research Techniques" organized by the Department of Management Studies, Christ University, Bangalore. | December 17-24, 2012 | | Organising Member for the programme titled "Annual Conference on Interdisciplinary Approaches to Social Realities: Empirical Evidences of Challenges and Opportunities of People in Bangaluru | 7th February, 2012 | WORK SHOPS / FDP / TRAINING PROGRAMMES ATTENDED: | Name of the Programme | Duration | Organized by | | Recent Software Developments in Statistical Applications | 9 March, 2009 | St. Joseph's College of Arts and Science, Cuddalore | | Applications of Quantitative Techniques in Social Science Research | 6 - 11 July, 2009 | Periyar University and The Indian Econometric Society, New Delhi | | Time Series Modeling and Applications | 29 Oct. - 1 Nov., 2009 | Madras School of Economics, Chennai | | Computer Applications in Social Sciences | Jan. 2-11, 2010 | Annamalai University, TamilNadu | | Applied Econometrics for Finance and Management | 5 -9 Feb. 2011. | Bharathidasan University and The Indian Econometric Society, New Delhi | Faculty Development Programme (FDP) | July, 29 2011 | School of Management Studies, Surya Group of Institutions, Tamilnadu. | | Two-Day Workshop on Research Methodology | 19-20 March, 2012 | Pondicherry University, Karaikal | CONFERENCES / SEMINARS ATTENDED: | Name of the Programme | Dates | Organized by | | Indian Economy: The Post-Liberalisation Scenario | 27 October, 2006 | Pondicherry University, Pondicherry | | India Finance Conference 2011 | 21-23 December 2011 | IIM, Bangalore | |
List
of Faculty
| |
Name |
Qualifications |
Profile |
| 1 |
Divya Pradeep |
MA, M.Phil , NET |
 |
| 2 |
Emmanual P. J. |
M.A. |
|
| 3 |
Greeshma Manoj |
MA, M.Phil, NET |
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| 4 |
Joshy K. J. |
MA, MBA, B.Ed, NET |
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| 5 |
Mahesh E. |
M.A, PhD |
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| 6 |
Marie Joseph Gerard Rassendran |
MA, PGDPM |
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| 7 |
Mathew P. M. |
M.A, M.Phil, Ph.D |
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| 8 |
Rajeshwari U. R. |
M.A., Ph.D. |
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| 9 |
Santhosh Kumar P. K. |
B.A.,M.A. |
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| 10 |
Srinivasan P |
M.A., M.Phil. |
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| 11 |
Xavier M. |
M.A., M.Phil. |
|
| 12 |
Xavier V K |
MA,M.Phil , NET |
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Contact Us |
Department of Economics,
Christ University, Hosur Road,
Bangalore Karnataka,
India - 560029,
Ph: +91 80.4012.9100,9600
Fax:+91.80.40129000
Email:mail@christuniversity.in
Website: www.christuniversity.in
Head Administration,
Emmanuel P.J
Ph: +91 80.4012.9458,
Email:emmanual.pj@christuniversity.in
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