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Sangram Keshari  jena

Specialization
:
Finance & Economics
Designation
:
Associate Professor
Email
:
sangram.jena@imibh.edu.in
DOJ
:
12-Oct-2020
Type of association
:
Regular

Sangram Keshari  jena

Ed.Qualification

  • PhD. Utkal University, Bhubaneswar (2012)
  • MBA (Finance), Berhampur University (2001)
  • M.Com (Finance), Utkal University, Bhubaneswar (1996)

 

Sangram Keshari  jena

Industry Experience

  • 2004-2013:   Manager (Derivative Research) , Karvy Stock Broking Ltd    
  • 2001-2004:   Apollo Sindhoori Capital Investments Ltd

Sangram Keshari  jena

Sangram Keshari Jena is an Associate Professor in the area of Finance and Economics at IMI Bhubaneswar. He holds Ph.D, MBA & M.Com, with specialisation in the area of Financial Derivative and Risk Management. Before joining IMI, he was with Indian Institute of Management, Bodhgaya for one year. He has over 19 years of teaching, research and industry experience. Further, he has served as Chairperson MDP and PGP at IIM Bodh Gaya. He has industry exposure of 12 years in the area of capital market (trading and settlement), derivative research and option strategy. His research areas are Asset Pricing, Market Micro-structure, Volatility Modelling, Financial Derivative and Risk Management.  He has published papers in A* and A journals and presented papers in national and international conferences.

Sangram Keshari  jena

Research Interest:

  • Asset Pricing
  • Volatility Modeling
  • Market Micro-structure
  • Financial Derivative and Risk Management


Research Publications:

  • Jena S, Tiwari A , Hammoudeh, S, and S Muhammad , (2019), Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter? The World Economy, ABDC (A) https://doi.org/10.1111/twec.12830
  • Mohapatra, S. N., Jena, S. K., Mitra A, and Tiwari A (2019) Intellectual Capital and Firm Performance: Evidence from Indian Banking Sector, Applied Economics, ABDC (A) https://doi.org/10.1080/00036846.2019.1645283
  • Jena S, Tiwari A , Hammoudeh, S, and Roubaud, D , 2018, “Distributional predictability between commodity spot and futures : Evidence from nonparametric causality-in-quantiles tests” Energy Economics , Vol. (78) , pp 382-395 ABDC (A*) – https://doi.org/10.1016/j.eneco.2018.11.013
  • Tiwari A , Jena S, Mitra A, and Yoon S , 2018, “Impact of oil price risk on sectoral equity markets: implications on portfolio management” Energy Economics , Vol. (70) , pp 120-134 ABDC (A*)
  • Jena S, Tiwari A , Mitra A, 2018 , Put-Call ratio volume vs. open interest in predicting market return: A frequency domain rolling causality analysis, Economies, MDPI, vol. 7(1), pages 1-10 (SCOPUS)
  • Jena S, Tiwari A, Mitra A , 2018 “Estimating Market Risk using time varying CAPM and Structural Break models for the Indian Banking Sectors”, Empirical Economic Letters, Vol. 17(4) , pp 505-511 ABDC (C)
  • Jena S, Tiwari A, Roubaud, D and S Muhammad, 2018, “Index Futures volatility and trading activity: Measuring causality at a multiple horizon”, Finance Research Letter, Vol. 24, pp 247-255 ABDC (A)
  • Jena S, Tiwari A, Roubaud, D 2018, “Comovements of gold futures markets and spot market, a wavelet analysis” Finance Research Letter, Vol 24, pp 19-24 ABDC (A)
  • Jena Sangram and Dash Ashutosh, (2016) “Does contract size matter for price discovery and risk management in stock index futures?”, Investment Management and Financial Innovation , Vol 13, iss 3,2016, pp. 50-61 Scopus indexed, ABDC (C)
  • Jena Sangram and Dash Ashutosh, (2015), “Is call auction efficient for better price discovery?” Asian Journal of Empirical Research, Vol 5, Issue 8, pp. 102-113. ABDC (C)
  • Jena Sangram and Dash Ashutosh, “Trading activity and nifty index future volatility: Evidence from Indian futures market”, Applied Financial Economics, Vol 24, Issue 15, June 2014, 1005-1014 Rutledge, Taylor and Francis Group
  •  

Management Cases:

  • Jena, S K, and Dash A ,2018 , “Aditya Birla Money–Developing Options Investment Strategy” , Emerald Emerging Markets Case Studies, Vol.8, Issue:3, pp.1-27, https://doi.org/10.1108/EEMCS-08-2017-0223 (Scopus)
  • Jena, S K, and Mitra A , 2018. Golden Chariot Capital’s foray into Option Trading, Asian Journal of Management Cases, 16(1) 9-20,2019 OI: 10.1177/0972820119825978,
  • Jena, S K and Dash A ,2018 “Kumar Sweets : Product profitability analysis” Ivey Publishing. Product code 9B18B002
  • Jena S K, 2015 “Excellent Knitwear (P) Ltd.: The Foreign Currency Derivative Dilemma”, IBS Case Development Center, Case code: ITF0040.

Working paper:

Jena, S., Mohapatra, S. N., & Wong, W. K. (2017). Nonperforming Loans in Banks–Are Managers Only Responsible?. Available at SSRN 3043620.

Sangram Keshari  jena

Conferences:

  • Jena, S. K., Mohapatra, S. N., & Wong, W. K. (2017). Nonperforming Loans in Banks–Are Managers Only Responsible?. 13th international conference on business and finance, 2017, organized by IBS Hyderabad, IFHE University , Hyderabad , December 14th – 15th 2017
  • Jena S, Tiwari A, Ramana, D and S Muhammad, 2017 “Causality between power consumption and economic growth: A frequency domain analysis” 1st International Conference on Energy Finance and Macroeconomy organised by   Montpellier Business School, France, November23-24, 2017.
  • Jena S, Tiwari A (2017) , “Causality in mean and variance between commodity spot and futures market: Evidence using a nonparametric nonlinear causality -in- quantiles test” 1st International Conference on Energy Finance and Macroeconomy organized by   Montpellier Business School, France, November23-24, 2017
  • Jena S, Tiwari A, Mitra A , “Estimating Market Risk using time varying CAPM and Structural Break models for the Indian Banking Sectors” 53rd Annual Conference of the Indian Econometric Society (TIES), organized by National Institute of Science Education and Research (NISER), Khordha, Odisha, from 22nd to 24th December, 2016
  • Jena Sangram and Dash Ashutosh, “Sequential Information Arrival Hypothesis - Further Evidence from Indian Market”; presented at GCMRM 2014, Confluence of Global Strategies organized by MDI, Gurgaon, India during March 5-7, 2014.
  • Jena Sangram and Dash Ashutosh, “Does trading mechanism impact market quality? - An empirical study on Nifty 50”; Presented at 10th International Conference on Business and Finance, 2014, organized by IBS Hyderabad on January 9-10, 2014
  • Jena Sangram and Dash Ashutosh, “Does Call- Auction reduce Market Volatility? – An Empirical evidence from Indian Market”; presented at India Accounting & Finance (IAF) Conference organized by Indian Institute of Management, Lucknow, September 9-11, 2013.
  • Jena Sangram and Dash Ashutosh, “Dynamics of Future Price variability in relation to Volume and Open Interest,” presented at the International Conference on Financial Innovation and Change for Survival and Growth (FINCON-2011), jointly organized by MDI, Gurgaon, and School of Business, University of Connecticut, USA on 7th and 8th January 2011.
  • Jena Sangram, “The Dynamic Relationship between Trading Volume, Return and Volatility” Presented at the National Management Convention, organized by KIIT School of Management, KIIT University, Bhubaneswar, on 3rd-5th March 2011.
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