Faculty

Profile

Dr BIKRAMADITYA GHOSH

BSc, PGDBM, PhD
ASSOCIATE PROFESSOR


BUSINESS AND MANAGEMENT
SCHOOL OF BUSINESS AND MANAGEMENT
CENTRAL CAMPUS

Name Programme Institution Year of Passing
PhD PhD Jain University 2015
PG PGDBM Institute of Managment Technology 2002
Degree BSc University of Calcutta 1999
Sl.No. Title Name of Periodical Periodicity Date
Sl.No. Title Name of Journal Date of Publication Volume No/Issue No/Page No
1 Long memory investigation during demonetization in India Investment Management and Financial Innovations 01-Jul-2020 17 / 2 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,ANIRUDDHA OAK,MANU K S ,SANGEETHA RSALEEMA J S
Title of Article Long memory investigation during demonetization in India
Name of Journal Investment Management and Financial Innovations
Volume No 17
Issue No 2
Page No
URL https://www.scopus.com/sourceid/19700182325
Date of Publication 01-Jul-2020
2 Econophysical bourse volatility Global Evidence Journal of Central Banking Theory and Practice 01-Jun-2020 9 / 2 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) KRISHNA M CBIKRAMADITYA GHOSH
Title of Article Econophysical bourse volatility Global Evidence
Name of Journal Journal of Central Banking Theory and Practice
Volume No 9
Issue No 2
Page No
URL https://www.scopus.com/sourceid/21100427221
Date of Publication 01-Jun-2020
3 Investigation of the fractal footprint in selected EURIBOR panel banks Banks and Bank Systems 02-Apr-2020 15 / 1 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,CORLISE LE ROUX,ANJALI VERMABIKRAMADITYA GHOSH
Title of Article Investigation of the fractal footprint in selected EURIBOR panel banks
Name of Journal Banks and Bank Systems
Volume No 15
Issue No 1
Page No
URL
Date of Publication 02-Apr-2020
4 Escape Velocity Backed Avalanche Predictor-Neural Evidence from Nifty International Journal of Recent Technology and Engineering 20-Nov-2019 8 / 4 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,EMIRA KOZAREVICBIKRAMADITYA GHOSH
Title of Article Escape Velocity Backed Avalanche Predictor-Neural Evidence from Nifty
Name of Journal International Journal of Recent Technology and Engineering
Volume No 8
Issue No 4
Page No
URL https://www.ijrte.org/wp-content/uploads/papers/v8i4/D7104118419.pdf
Date of Publication 20-Nov-2019
5 Multifractal Analysis of Volatility for Detection of Herding and Bubble: Evidence from CNX Nifty HFT   Investment Management and Financial Innovations 06-Sep-2019 16 / 3 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,EMIRA KOZAREVICBIKRAMADITYA GHOSH
Title of Article Multifractal Analysis of Volatility for Detection of Herding and Bubble: Evidence from CNX Nifty HFT
Name of Journal   Investment Management and Financial Innovations
Volume No 16
Issue No 3
Page No
URL
Date of Publication 06-Sep-2019
6 Power law in tails of bourse volatility - evidence from India Investment Management and Financial Innovations 31-Mar-2019 16 / 1 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) KRISHNA M CBIKRAMADITYA GHOSH
Title of Article Power law in tails of bourse volatility - evidence from India
Name of Journal Investment Management and Financial Innovations
Volume No 16
Issue No 1
Page No
URL https://www.scopus.com/sourceid/19700182325
Date of Publication 31-Mar-2019
7 Predictability and herding of bourse volatility: an econophysics analogue Investment Management and Financial Innovations 25-Jun-2018 15 / 2 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) KRISHNA M CBIKRAMADITYA GHOSH
Title of Article Predictability and herding of bourse volatility: an econophysics analogue
Name of Journal Investment Management and Financial Innovations
Volume No 15
Issue No 2
Page No
URL https://www.scopus.com/sourceid/19700182325
Date of Publication 25-Jun-2018
8 Comparative Volatility study on India VIX by GARCH and Shannon Entropy from a behavioural finance viewpoint International Journal of Applied Business and Economic Research 14-May-2018 16 / 2 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,NABILA NISHABIKRAMADITYA GHOSH
Title of Article Comparative Volatility study on India VIX by GARCH and Shannon Entropy from a behavioural finance viewpoint
Name of Journal International Journal of Applied Business and Economic Research
Volume No 16
Issue No 2
Page No
URL http://www.serialsjournals.com/serialjournalmanager/pdf/1524293646.pdf
Date of Publication 14-May-2018
9 Identifying explosive behavioral trace in the CNX Nifty Index: a quantum finance approach Investment Management and Financial Innovations 03-Mar-2018 15 / 1 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,EMIRA KOZAREVICBIKRAMADITYA GHOSH
Title of Article Identifying explosive behavioral trace in the CNX Nifty Index: a quantum finance approach
Name of Journal Investment Management and Financial Innovations
Volume No 15
Issue No 1
Page No
URL https://www.researchgate.net/publication/323476165_Identifying_Explosive_Behavioral_Trace_in_the_CNX_Nifty_Index_A_Quantum_Finance_Approach
Date of Publication 03-Mar-2018
10 Causal relationship between leverage and performance: exploring Dhaka Stock Exchange International Journal of Business and Globalisation 04-Jan-2018 20 / 1 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) NABILA NISHA,BIKRAMADITYA GHOSHBIKRAMADITYA GHOSH
Title of Article Causal relationship between leverage and performance: exploring Dhaka Stock Exchange
Name of Journal International Journal of Business and Globalisation
Volume No 20
Issue No 1
Page No
URL http://www.inderscience.com/info/inarticle.php?artid=88663
Date of Publication 04-Jan-2018
11 FRA-CDS-VDAX based Credit Crash Model: A German Conundrum International Journal of Economic Research 10-Jul-2017 14 / 8 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH
Title of Article FRA-CDS-VDAX based Credit Crash Model: A German Conundrum
Name of Journal International Journal of Economic Research
Volume No 14
Issue No 8
Page No
URL https://www.researchgate.net/publication/318701819_FRA-CDS-VDAX_based_credit_crash_model_A_German_conundrum
Date of Publication 10-Jul-2017
12 Bankruptcy Modelling of Indian Public Sector Banks: Evidence from Neural Trace International Journal of Applied Behavioral Economics 19-Apr-2017 6 / 2 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH
Title of Article Bankruptcy Modelling of Indian Public Sector Banks: Evidence from Neural Trace
Name of Journal International Journal of Applied Behavioral Economics
Volume No 6
Issue No 2
Page No
URL
Date of Publication 19-Apr-2017
13 Fear Estimation: Evidence from BRICS and UK International Journal of Applied Business and Economic Research 11-Apr-2017 15 / 4 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH,CORLISE LE ROUX ,RODICA IANOLE BIKRAMADITYA GHOSH
Title of Article Fear Estimation: Evidence from BRICS and UK
Name of Journal International Journal of Applied Business and Economic Research
Volume No 15
Issue No 4
Page No
URL
Date of Publication 11-Apr-2017
14 Do the dragons move together:Co-integrated and Causality among Chinese bourses Al-Barkaat Journal of Finance and Management 24-Jan-2017 8 / 2 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH
Title of Article Do the dragons move together:Co-integrated and Causality among Chinese bourses
Name of Journal Al-Barkaat Journal of Finance and Management
Volume No 8
Issue No 2
Page No
URL http://www.indianjournals.com/ijor.aspx?target=ijor:abjfm&volume=8&issue=2&article=001
Date of Publication 24-Jan-2017
15 In search for FPI trail in blue-chip Indian bourse during a phase of rehabilitation- An investigative study   Asian Journal of Management 10-Jan-2017 8 / 1 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSH
Title of Article In search for FPI trail in blue-chip Indian bourse during a phase of rehabilitation- An investigative study  
Name of Journal Asian Journal of Management
Volume No 8
Issue No 1
Page No
URL http://ajmjournal.com/HTMLPaper.aspx?Journal=Asian Journal of Management;PID=2016-8-1-17
Date of Publication 10-Jan-2017
16 Rational Bubble Testing: An in-depth Study on CNX Nifty Asian Journal of Research in Banking and Finance 01-Jun-2016 Vol. 6, No. 6, June / 6 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) DR. BIKRAMADITYA GHOSH
Title of Article Rational Bubble Testing: An in-depth Study on CNX Nifty
Name of Journal Asian Journal of Research in Banking and Finance
Volume No Vol. 6, No. 6, June
Issue No 6
Page No
URL http://www.indianjournals.com/ijor.aspx?target=ijor:ajrbf&volume=6&issue=6&article=002
Date of Publication 01-Jun-2016
17 PSU Bank Modeling- A comparative modeling approach involving Artificial Neural Network and Panel Data Regression Asian Journal of Research in Business Economics and Management 01-Jun-2016 6 / 6 /

Additional information

Category
Sole Authored /Co Authored
Author Name (s) BIKRAMADITYA GHOSHKRISHNA M C
Title of Article PSU Bank Modeling- A comparative modeling approach involving Artificial Neural Network and Panel Data Regression
Name of Journal Asian Journal of Research in Business Economics and Management
Volume No 6
Issue No 6
Page No
URL
Date of Publication 01-Jun-2016
Sl.No. Title URL Subject Month Year
Sl.No. Type of Book Title Title of Book/Chapter/Article/Case Study) ISBN Month Year
1 Reference book Quest for the uncharted A captivating tale of decoding catastrophe Historical Evidence, Econophysics Trail, Inner Conflict-behavioural or technical, Risk and Probability, Antifragile, Sociophysics, Butterfly Effect 978-1-68466-418-4 Jan 2019

Additional information

Type of Book Reference book
Type of Work Book
Sole Authored/Co Authored Sole Authored
Author Name (s) BIKRAMADITYA GHOSH
Title of Book Quest for the uncharted A captivating tale of decoding catastrophe
Title of Book/Chapter/Article/Case Study) Historical Evidence, Econophysics Trail, Inner Conflict-behavioural or technical, Risk and Probability, Antifragile, Sociophysics, Butterfly Effect
Month/Year Jan/2019
ISBN 978-1-68466-418-4
Pages
Publishing Company/Institution Notion Press
Level Local publisher
Sl.No. Title Abstract Objectives Type Sponsors
Sl.No. Title Place of Publication ISBN No. Month Year
Sl.No. Type of Program Role Name of Program Title of Paper Date Organising Institution Level
1 Seminar Presenter ICDE 2019, IIM, Raipur Quest for Bubble in Crypto: An investigative attempt 06/12/2019 IIM, Raipur International
2 Symposium Participant 18th Winter School on Mathematical Finance 21/01/2019 University of Amsterdam International
Sl.No. Title of the Program Name of the Program Date Name of the Institution
1 Latest dynamics in Research Tools (Quantitative) Research Training Programme 23/06/2016 Dept. of Management Studies, Christ University
Sl.No. Title Genre Producer Copyrights
1 Analytics for Finance (MBA-602) Course Video Educational
Sl.No. Title Guide Name Institution Month Year
Sl.No. Title Name of Student Institution Month Year
Sl.No. Title of Invention Inventor(s) Filing Date
Sl.No. Name of the Research Project Investigator(s) Sponsors Internal/External
Sl.No. Name of the Conference/Seminar Name of Organiser Level Date
Sl.No. Name of the Workshop/FDP/Training programme Name of Oraganiser Level Date
1 Securing Investment Returns in the Long Run University of Geneva International 10/04/2020
2 ISW-2017 Vives University College, KU Leuven International 20/11/2017
Sl.No. Name of the Awards/Achievements/Others Description Organisation Month/ Year

CHRIST

(Deemed to be University)

Hosur Road, Bengaluru - 560029,
Karnataka, India

Tel: +91 804012 9100 / 9600

Fax: 40129000

Email: mail@christuniversity.in

Web: http://www. christuniversity.in

Vision

EXCELLENCE AND SERVICE

Mission

CHRIST (Deemed to be University) is a nurturing ground for an individual's holistic development to make effective contribution to the society in a dynamic environment.

Copyright © CHRIST (Deemed to be University) 2020