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Faculty Details
Subrata Kumar Mitra
Faculty
Contact Information
mitrask@iimsambalpur.ac.in
Subrata Kumar Mitra completed his BE in Mechanical Engineering from Regional Engineering College, Durgapur, and later persued a Master of Computer Management and a PhD in Financial Management and Quantitative Techniques from Pune University. Additionally, he did graduateship from the Operational Research Society of India, became a Chartered Financial Analyst, and is a Sun Certified Java Programmer from Sun Microsystems.
In his industrial career from 1981 to 2003, he worked with Associated Cement Company, Cement Corporation of India, Bharat Electronics, Hindustan Antibiotics, Phillips and Century Enka. In his academic career, he has been associated with the Institute of Rural Management Anand, Institute of Management Technology Nagpur, Indian Institute of Management Raipur, and is currently an adjunct professor at the Indian Institute of Management Sambalpur.
In his industrial career from 1981 to 2003, he worked with Associated Cement Company, Cement Corporation of India, Bharat Electronics, Hindustan Antibiotics, Phillips and Century Enka. In his academic career, he has been associated with the Institute of Rural Management Anand, Institute of Management Technology Nagpur, Indian Institute of Management Raipur, and is currently an adjunct professor at the Indian Institute of Management Sambalpur.
Taught a variety of courses, including Empirical Finance, Financial Econometrics, Financial Management/Corporate Finance, Management Accounting, Investment Management, and Finance using Excel for MBA students. For Fellow and Ph.D. students, offered courses in Research Methodology and Econometrics, utilizing tools such as R, Stata, and Eviews.
Research
A partial list of articles published in ranked journals are given below:
Case Publications at IVEY Publishing
Published several cases with IVEY Publishing, with over 50,000 copies sold worldwide. One of the cases, “Anandam Manufacturing Company: Analysis of Financial Statements,” has been recognized as an Ivey Classic. This case is among the most widely used Ivey cases of all time (as on 2023).
A partial list of articles published in ranked journals are given below:
- Mitra, S. K., & Pal, D. (2024). Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach. Journal of Quantitative Economics, ABDC B.
- Srinivasan, M., & Mitra, S. K. (2024). Determinants of Life Insurance Consumption in OECD Countries Using FMOLS and DOLS Techniques. Risks, ABDC B.
- Sharma, J., & Mitra, S. K. (2024). Developing a Used Car Pricing Model Applying Multivariate Adaptive Regression Splines Approach. Expert Systems with Applications, Scopus & Web of Science.
- Mitra, S. K., Chattopadhyay, M., & Chatterjee, T. K. (2023). Can Tourism Development Reduce Gender Inequality? Journal of Travel Research, ABDC A*.
- Mitra, S. K., Goyal, V., Ali, S., & Chattopadhyay, M. (2023). Difference in the Relationship Between Tourism Growth and Gender Inequality in East Asia Pacific and South Asian Countries. Asia Pacific Journal of Tourism Research, ABDC A.
- Mitra, S. K., Chattopadhyay, M., & Ali, S. (2023). Transforming Tourism into a Successful Intervention Strategy to Decrease Income Inequality. Asia Pacific Journal of Tourism Research, ABDC A.
- Kumar, A., Iqbal, N., Mitra, S. K., Kristoufek, L., & Bouri, E. (2022). Connectedness Among Major Cryptocurrencies in Standard Times and During the COVID-19 Outbreak. Journal of International Financial Markets, Institutions and Money, ABDC A.
- Pal, D., & Mitra, S. K. (2022). Do Airfares Respond Asymmetrically to Fuel Price Changes? A Multiple Threshold Nonlinear ARDL Model. Energy Economics, ABDC A*.
- Chattopadhyay, M., & Mitra, S. K. (2022). Do Lists of Amenities Influence Quality Management in the P2P Platform of Airbnb? A Study from 15 Cities of the US and Canada. Journal of Quality Assurance in Hospitality & Tourism, ABDC B.
- Chattopadhyay, M., Mitra, S. K., & Charan, P. (2022). Elucidating Strategic Patterns from Target Customers Using Multi-stage RFM Analysis. Journal of Global Scholars of Marketing Science, ABDC B.
- Chatterjee, T. K., Mitra, S. K., & Ray, N. (2022). Marketing of Tourism Destination in the Context of Tiger Safari. Asean Journal on Hospitality and Tourism, ABDC C.
- Mitra, S. K., & Pal, D. (2022). Does Revenue Respond Asymmetrically to the Occupancy Rate? Evidence from the Swedish Hospitality Industry. Scandinavian Journal of Hospitality and Tourism, ABDC A.
- Pal, D., Mitra, S. K., & Chatterjee, S. (2022). Does “Investment Climate” Affect GDP? Panel Data Evidence Using Reduced-form and Stochastic Frontier Analysis. Journal of Business Research, ABDC A.
- Jana, R. K., Sharma, D. K., Mitra, S. K., & Chakraborty, B. (2021). Routing Decisions for Buddhist Pilgrimage: An Elitist Genetic Algorithm Approach. International Journal of System Assurance Engineering and Management, Scopus & Web of Science.
- Jana, R. K., Sharma, D. K., & Mitra, S. K. (2021). Routing and Collection Load Decisions in a Green Logistics System for Delivering Lunch Boxes. International Journal of Quality & Reliability Management, ABDC B.
- Chattopadhyay, M., Kumar, A., Ali, S., & Mitra, S. K. (2021). Human Development and Tourism Growth’s Relationship Across Countries: A Panel Threshold Analysis. Journal of Sustainable Tourism, ABDC A*.
- Goyal, V., & Mitra, S. K. (2021). Is the Asymmetric Impact of Aggregate Revenue and Aggregate Earnings on the Stock Index in Accordance with the Prospect Theory? International Review of Finance, ABDC A.
- Ghosh, S., & Mitra, S. K. (2021). Tourism and Inequality: A Relook on the Kuznets Curve. Tourism Management, ABDC A*.
- Assaf, A., Kristoufek, L., Demir, E., & Mitra, S. K. (2021). Market Efficiency in the Art Markets Using a Combination of Long Memory, Fractal Dimension, and Approximate Entropy Measures. Journal of International Financial Markets, Institutions and Money, ABDC A.
- Jana, R. K., & Mitra, S. K. (2021). Maximising Pleasure in Day Tours: Utility Theory Approach. International Journal of Tourism Research, ABDC A.
- Mitra, S. K. (2020). Estimating the Duration of Different Seasons and Their Impact on Hotel Room Prices. International Journal of Hospitality Management, ABDC A*.
- Pal, D., & Mitra, S. K. (2020). Time-frequency Dynamics of Return Spillover from Crude Oil to Agricultural Commodities. Applied Economics, ABDC A.
- Sharma, J., & Mitra, S. K. (2021). Asymmetric Relationship Between Tourist Arrivals and Employment. Tourism Economics, ABDC A.
- Chattopadhyay, M., & Mitra, S. K. (2020). What Airbnb Host Listings Influence Peer-to-peer Tourist Accommodation Price? Journal of Hospitality & Tourism Research, ABDC A.
- Prashar, S., & Mitra, S. K. (2020). Comparing Predictive Ability of Classifiers in Forecasting Online Buying Behaviour: An Empirical Study. In Deep Learning and Neural Networks: Concepts, Methodologies, Tools, and Applications. IGI Global. (Book Chapter)
- Pal, D., & Mitra, S. K. (2019). Asymmetric Oil Price Transmission to the Purchasing Power of the US Dollar: A Multiple Threshold NARDL Modelling Approach. Resources Policy, ABDC B.
- Mitra, S. K. (2020). An Analysis of Asymmetry in Dynamic Pricing of Hospitality Industry. International Journal of Hospitality Management, ABDC A*.
- Mitra, S. K. (2020). A Different Perspective to Measure Tourism Attractiveness. Current Issues in Tourism, ABDC A.
- Mitra, S. K., Chattopadhyay, M., & Jana, R. K. (2019). Spillover Analysis of Tourist Movements Within Europe. Annals of Tourism Research, ABDC A*.
- Mitra, S. K. (2019). Is Tourism-led Growth Hypothesis Still Valid? International Journal of Tourism Research, ABDC A.
- Pal, D., & Mitra, S. K. (2019). Correlation Dynamics of Crude Oil with Agricultural Commodities: A Comparison Between Energy and Food Crops. Economic Modelling, ABDC A.
- Pal, D., & Mitra, S. K. (2019). Hedging Bitcoin with Other Financial Assets. Finance Research Letters, ABDC A.
- Chattopadhyay, M., & Mitra, S. K. (2019). Do Airbnb Host Listing Attributes Influence Room Pricing Homogenously? International Journal of Hospitality Management, ABDC A*.
- Bawa, J. K., Goyal, V., Mitra, S. K., & Basu, S. (2019). An Analysis of NPAs of Indian Banks: Using a Comprehensive Framework of 31 Financial Ratios. IIMB Management Review, ABDC B.
- Kumar, S. B., Goyal, V., & Mitra, S. K. (2019). The Relationship Between Earnings Round Up/Down and Global Financial Crisis: Evidence from BRICS Markets. Asia-Pacific Journal of Accounting & Economics, ABDC A.
- Chattopadhyay, M., & Mitra, S. K. (2018). Determinants of Revenue per Available Room: Influential Roles of Average Daily Rate, Demand, Seasonality and Yearly Trend. International Journal of Hospitality Management, ABDC A*.
- Jana, R. K., Mitra, S. K., & Sharma, D. K. (2018). Software Vendors Travel Management Decisions Using an Elitist Nonhomogeneous Genetic Algorithm. International Journal of Production Economics, ABDC A*.
- Rohit, A., & Mitra, S. K. (2018). Momentum Trading with the ℓ1-filter: Are the Markets Efficient? International Review of Finance, ABDC A.
- Pal, D., & Mitra, S. K. (2018). Oil Price and Automobile Stock Return Co-movement: A Wavelet Coherence Analysis. Economic Modelling, ABDC A.
- Chattopadhyay, M., Garg, A. K., & Mitra, S. K. (2018). Herding by Foreign Institutional Investors: An Evidential Exploration for Persistence and Predictability. Journal of Behavioral Finance, ABDC A.
- Mitra, S. K., Bhatia, V., Jana, R. K., Charan, P., & Chattopadhyay, M. (2018). Changing Value Detrended Cross-correlation Coefficient Over Time: Between Crude Oil and Crop Prices. Physica A: Statistical Mechanics and its Applications, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2018). Interdependence Between Crude Oil and World Food Prices: A Detrended Cross-correlation Analysis. Physica A: Statistical Mechanics and its Applications, Scopus & Web of Science.
- Rohit, A., & Mitra, S. K. (2018). The Co-movement of Monetary Policy and Its Time-varying Nature: A DCCA Approach. Physica A: Statistical Mechanics and its Applications, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2018). Asymmetric Impact of Rainfall on India’s Foodgrain Production: Evidence from Quantile Autoregressive Distributed Lag Model. Theoretical and Applied Climatology, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2018). The Efficiency of Microfinance Institutions with Problem Loans: A Directional Distance Function Approach. Computational and Mathematical Organization Theory, Scopus & Web of Science.
- Bhatia, V., & Mitra, S. K. (2018). Crude Oil and Stock Market Co-movement: Evidence from G7 and BRICS Nations. Journal of Economic Research, ABDC B.
- Gupta, S., Goyal, V., & Mitra, S. K. (2018). Relationship Between Energy Commodities: Markov Regime-Switching Approach. Academy of Accounting and Financial Studies Journal, ABDC C.
- Bhatia, V., Das, S., & Mitra, S. K. (2018). Crude Oil Hedging with Precious Metals: A DCC-GARCH Approach. Academy of Accounting and Financial Studies Journal, ABDC C.
- Mitra, S. K. (2018). An Analysis of Brand Value and Its Determinants Using Quantile Regression. Academy of Marketing Studies Journal, ABDC C.
- Singh, R. K., Mitra, S. K., & Gupta, S. (2018). Does Big Data Influence the Efficiency of the Capital Markets? Indian Journal of Industrial Relations, ABDC C.
- Bhatia, V., Basu, S., Mitra, S. K., & Dash, P. (2018). A Review of Bank Efficiency and Productivity. Opsearch, ABDC C.
- Pal, D., & Mitra, S. K. (2017). Time-frequency Contained Co-movement of Crude Oil and World Food Prices: A Wavelet-based Analysis. Energy Economics, ABDC A*.
- Pal, D., & Mitra, S. K. (2017). The Environmental Kuznets Curve for Carbon Dioxide in India and China: Growth and Pollution at Crossroad. Journal of Policy Modeling, ABDC A.
- Pal, D., & Mitra, S. K. (2017). Diesel and Soybean Price Relationship in the USA: Evidence from a Quantile Autoregressive Distributed Lag Model. Empirical Economics, ABDC A.
- Mitra, S. K., & Bawa, J. (2017). Can Trade Opportunities and Returns Be Generated in a Trend Persistent Series? Evidence from Global Indices. Physica A: Statistical Mechanics and its Applications, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2017). Interdependence Between Crude Oil and World Food Prices: A Detrended Cross-correlation Analysis. Physica A: Statistical Mechanics and its Applications, Scopus & Web of Science.
- Mitra, S. K., Bawa, J., Kannadhasan, M., Goyal, V., & Chattopadhyay, M. (2017). Can Profitability Through Momentum Strategies Be Enhanced Applying a Range to Standard Deviation Filter? Finance Research Letters, ABDC A.
- Mitra, S. K., Chattopadhyay, M., Charan, P., & Bawa, J. (2017). Identifying Periods of Market Inefficiency for Return Predictability. Applied Economics Letters, ABDC B.
- Chattopadhyay, M., & Mitra, S. K. (2017). Assessing the Predictability of Different Kinds of Models in Estimating Impacts of Climatic Factors on Food Grain Availability in India. Opsearch, ABDC C.
- Prashar, S., & Mitra, S. K. (2017). Forecasting Impulse Buying Behaviour: A Comparative Study of Select Five Statistical Methods. International Journal of Business Forecasting and Marketing Intelligence, ABDC C.
- Roy, V., Mitra, S. K., Chattopadhyay, M., & Sahay, B. S. (2017). Facilitating the Extraction of Extended Insights on Logistics Performance from the Logistics Performance Index Dataset: A Two-stage Methodological Framework and Its Application. Research in Transportation Business & Management, ABDC C.
- Mitra, S. K., & Chattopadhyay, M. (2017). The Nexus Between Food Price Inflation and Monsoon Rainfall in India: Exploring Through Comparative Data Mining Models. Climate and Development, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2017). Does the Number of Borrowers per Loan Officer Influence Microfinance Institution Asset Quality? A Stochastic Frontier Analysis. Investigación económica, Scopus & Web of Science.
- Chattopadhyay, M., & Mitra, S. K. (2017). Applicability and Effectiveness of Classifications Models for Achieving the Twin Objectives of Growth and Outreach of Microfinance Institutions. Computational and Mathematical Organization Theory, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2017). The Efficiency of Microfinance Institutions with Problem Loans: A Directional Distance Function Approach. Computational and Mathematical Organization Theory, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2016). An Application of the Directional Distance Function with the Number of Accidents as an Undesirable Output to Measure the Technical Efficiency of State Road Transport in India. Transportation Research Part A: Policy and Practice, ABDC A*.
- Pal, D., & Mitra, S. K. (2016). Asymmetric Oil Product Pricing in India: Evidence from a Multiple Threshold Nonlinear ARDL Model. Economic Modelling, ABDC A.
- Chattopadhyay, M., & Mitra, S. K. (2016). Comparative Decision Models for Anticipating Shortage of Food Grain Production in India. Theoretical and Applied Climatology, Scopus & Web of Science.
- Pal, D., & Mitra, S. K. (2016). Asymmetric Impact of Rainfall on India’s Foodgrain Production: Evidence from Quantile Autoregressive Distributed Lag Model. Theoretical and Applied Climatology, Scopus & Web of Science.
- Garg, A. K., Mitra, S. K., & Kumar, D. (2016). Do Foreign Institutional Investors Herd in Emerging Markets? A Study of Individual Stocks. Decision (IIMC), Scopus.
- Kannadhasan, M., Aramvalarthan, S., Mitra, S. K., & Goyal, V. (2016). Relationship Between Biopsychosocial Factors and Financial Risk Tolerance: An Empirical Study. Vikalpa (IIMA), Scopus.
- Chattopadhyay, M., & Mitra, S. K. (2015). Exploring Asymmetric Behavior Pattern from Indian Oil Products Prices Using NARDL and GHSOM Approaches. Energy Policy, ABDC A.
- Pal, D., & Mitra, S. K. (2015). Asymmetric Impact of Crude Price on Oil Product Pricing in the United States: An Application of Multiple Threshold Nonlinear Autoregressive Distributed Lag Model. Economic Modelling, ABDC A.
- Garg, A. K., & Mitra, S. K. (2015). A Study of Lead-lag Relation Between FIIs Herding and Stock Market Returns in Emerging Economies: Evidence from India. Decision (IIMC), Scopus.
- Mitra, S. K. (2014). Nonlinear Impact of Rain on Foodgrain Production in India. Applied Economics Letters, ABDC B.
- Mitra, S. K. (2011). How Rewarding is Technical Analysis in the Indian Stock Market? Quantitative Finance, ABDC A.
Case Publications at IVEY Publishing
Published several cases with IVEY Publishing, with over 50,000 copies sold worldwide. One of the cases, “Anandam Manufacturing Company: Analysis of Financial Statements,” has been recognized as an Ivey Classic. This case is among the most widely used Ivey cases of all time (as on 2023).