Home > Academics > Academic Units > Schools > 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, 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 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)
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)
Macroeconomic Stress, Equity Market Liquidity Spirals and Markov Regime Switching. by Mishra A. K., Tripathy T. International Journal of Economics and Finance 7 179-192 (2015)
Time-varying momentum return in Indian stock market by Tripathy T., Ranajee R. , Mishra A. K. International Journal of Behavioural Accounting and Finance 5 203-241 (2015)
Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges by Jain P., Mishra A. K., Mcinish T. H. Chapter 29 471-483 (2013)
Microstructural Examination of Impact of Algorithmic Trading on the Indian Capital Market ISIRD, SRIC
Smart City Initiatives in India: Challenges and Needed Policy Reforms Indian Council of Social Science Research
Kousik Ganguly
Area of Research: Market Microstructure, Asset Pricing
