Dr Jyoti’s research is in the area of Financial Economics, Asset Price Dynamics, Capital Markets Volatility, Behavioural Economics, Behavioural Finance and the Corporate Finance catering on the issues involving investment decision making in financial markets. Some of her recent research explores the issues related to inter-linkages between investors sentiment, market liquidity and idiosyncratic volatility. She has written the series of papers in the area of Financial Economics, Behavioural Finance, macroeconomic and firm-specific determinants of Asset Price Dynamics. She has exposure to teaching core Economics and Finance courses namely Managerial Economics and Financial Management and electives namely Security Analysis and Portfolio Management (SAPM), Risk Management with Financial Derivatives, and International Finance.
Dr Jyoti earned her PhD in Financial Economics from Indian Institute of Technology (IIT) Kharagpur and M.Phil from the Central University of Hyderabad. Prior to joining IIM Sambalpur Dr Jyoti has served the Institute of Public Enterprise (IPE) Hyderabad a top notch and acclaimed business management school as an Assistant Professor during the period 2017-2019.
1. Macro Economics
2. Security Analysis and Portfolio Management (SAPM)
3. Risk Management with Financial Derivatives
4. Financial Management
5. International Business
I use a blend of both lectures and case pedagogy. My belief is the joint action activity between teacher and student to learn and understand the theoretical concepts with real- world practical applications. Moreover, the emphasis is on the group discussions and active strategy learning with the participation in the classroom teaching to enhance the introspection of the students. I can proficient in using the latest technology and software
available in the field which not only imparts skills on cutting-edge technologies to the students but also makes the contents of the courses more effective.
- Kumari J., Mahakud J. and Hiremath G. (2017) Determinants of Idiosyncratic Volatility of Stock Returns: Evidence from Indian Stock Market. Research in International Business and Finance (Elsevier) 41, 172-184 http://dx.doi.org/doi:10.1016/j.ribaf.2017.04.022
- Kumari J. and Mahakud J. (2016) Investor sentiment and stock market volatility: Evidence from India. Journal of Asia Pacific Business 17, 2, 173-202 (Routledge, Taylor and Fransis) https://doi.org/10.1080/10599231.2016.1166024
- Kumari J. and Mahakud J. (2015) Does investor sentiment predict the asset volatility? Evidence from emerging stock market India. Journal of Behavioural and Experimental Finance 8, 25–39 (Elsevier) http://dx.doi.org/10.1016/j.jbef.2015.10.001
- Kumari J. and Mahakud J. (2014) Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility: Some further evidence from India. Asia-Pacific Financial Markets 22, 87-111 (Springer)
- Kumari J. and Hiremath G. (2015) Is there long memory in Indian stock market returns? An empirical search. Journal of Asia-Pacific Business 16, 128–145. https://doi.org/10.1080/10599231.2015.1028306
- Kumari J. and Hiremath G. (2014) Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India Springer Plus 3, 1-14.
- Kumari J. and Mahakud J. (2012) Relationship between stock prices, exchange rate and the demand for money in India Economics, Management, and Financial Markets 7, 31-51.
- Kumari J. (2011) Stock returns and inflation in India: An empirical analysis The IUP Journal of Monetary Economics 9, 29-75.
Journals (Under Review)
- Kumari J., (2019) Investors Sentiment and Stock Market Liquidity: Evidence from Emerging Economy India, Journal of Behavioural and Experimental Finance (Elsevier) (Accepted).
- Kumari J., (2019) Does Liquidity Predict the Stock Price Volatility in Emerging Developing Economies, Finance Research Letters (Elsevier Publication House).
- Venkatesh H., Hiremath G. and Kumari J. (2019) Firm-Specific and Macroeconomic Determinants of Foreign Ownership Investments: Evidence from the Indian Stocks, Global Finance Journal (Elsevier Publication House).
Paper Presentation in Conferences / Seminars
- Firm-specific and macroeconomic determinants of foreign ownership investments: Evidence from Indian stocks. 6th IIFT Conference on Empirical Issues in International Trade & Finance, December 13-14, 2018, Indian Institute of Foreign Trade, New Delhi.
- What determines the foreign ownership of domestic stocks? Top-down Vs. bottom-up approach. New Directions in Economic Theory and Empirical Economics, 17-18 August 2018, Indian Institute of Management (IIM) Kolkata.
- 9th Indian Management Conclave" IIM Bangalore, Bengaluru, August 3-4, 2018, Attended as Participant.
- Firm-specific determinants and idiosyncratic volatility: Evidence from India. 8th Asia Pacific Business Research Conference, February 9-11, 2015, Kuala Lumpur Malaysia, Organised by World Business Institute.
- Is the Indian stock market efficient or adaptive? An Empirical search. International Conference on Applied Econometrics (ICAE-IV), March 20-21, 2014, IBS, Hyderabad.
- Relationship between conditional macroeconomic volatility and stock market volatility: Further evidence from India. Golden Jubilee Conference of the Indian Econometric Society (TIES), December 22-24, 2013, IGIDR, Mumbai.
- Macroeconomic fundamental and stock market volatility in Indian stock market. 7 th IIMA Doctoral Colloquium, December 9-10, 2013, Indian Institute of Management Ahmadabad, Ahmadabad.
- Comparative assessment of conditional heteroskedastic models and neural network approach for stock market prediction in India. 6 th Doctoral Theses Conference, April 21-24 th 2013 IBS Hyderabad Michigan State University, USA. Hyderabad.
- Stock Returns and Inflation in India: An empirical analysis. 47th Annual Conference of the Indian Econometric Society (TIES), January 6-8, 2011. Devi Ahilya University, Indore.
- Stock returns and inflation relations in India: An empirical analysis. March 19-20, 2010, International Conference on Quantitative Methods in Money, Banking, Finance and Insurance IBS Hyderabad and IGIDR Mumbai.