Home > Academics > Academic Units > School of Management > Vinod Gupta School of Management > Ajay Kumar Mishra
Assistant Professor Grade-I
Vinod Gupta School of Management
My research interests broadly focus on financial economics, particularly in market microstructure, high-frequency trading, the role of central bank and funding institutions, corporate valuation and short-selling practices. My research explores the role of information asymmetry, examing the short seller and high-frequency trades.
Price movement and trade size on the National Stock Exchange of India. by Mishra A. K., Mcinish T. H., Tripathy T. Applied Economics 47 4847-4854 (2015)
Price and trade size clustering: Evidence from the national stock exchange of India by Mishra A. K., Tripathy T. Quarterly Review of Economics and Finance 68 63-72 (2017)
Stock market liquidity, funding liquidity, financial crises and quantitative easing by Mishra A.K., Parikh B., Spahr R.W. International Review of Economics and Finance 70 456-478 (2020)
Institutional ownership, investor recognition and stock performance around index rebalancing: Evidence from Indian market by Ahluwalia E., Mishra A.K., Tripathy T. Journal of Multinational Financial Management 55 - (2020)
Indecisive algos: Do limit order revisions increase market load? by Jurich S.N., Mishra A.K., Parikh B. Journal of Behavioral and Experimental Finance 28 - (2020)
Contemporaneous linkages: Funding liquidity and stock market spirals by Mishra A.K., Parikh B., Spahr R.W. International Journal of Finance and Economics - (2020)
Stock pledging and firm risk: Evidence from India by Chauhan Y., Mishra A.K., Spahr R.W. Financial Management 50 261-280 (2021)
Emergency responses of Indian smart cities during the COVID-19 pandemic by Mishra A. K. JOURNAL OF URBAN AFFAIRS online 1-27 (2022)
Competition, intellectual capita efficiency and firms' performance outcome in India: a structural equation modelling by Tripathy T., Sahoo D. , Kesharwani A. , Mishra A. K. International Journal of Learning and Intellectual Capital 13 72-95 (2016)
Chapter 29 by Jain P., Mishra A. K., Mcinish T. H. Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges 471-483 (2013)
Microstructural Examination of Impact of Algorithmic Trading on the Indian Capital Market ISIRD, SRIC
Abhishek Poddar
Area of Research: Banking
Kousik Ganguly
Area of Research: Market Microstructure, Asset Pricing
Malaya Prakash Behera
Area of Research: Corporate Finance
Mithun Samanta
Area of Research: Corporate Finance
Jyoti Ranjan Sahoo
Area of Research: Corporate Finance
S Yesaswi Dora
Area of Research: Corporate Finance
