Home > Academics > Academic Units > School of Management > Vinod Gupta School of Management > Ajay Kumar Mishra
My research interests broadly focus on financial economics, particularly in market microstructure, high-frequency trading, the 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 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)
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)
Stock market liquidity, funding liquidity, financial crises and quantitative easing by Mishra A.K., Parikh B., Spahr R.W. International Review of Economics and Finance 70 456-478 (2020)
Stock pledging and firm risk: Evidence from India by Chauhan Y., Mishra A.K., Spahr R.W. Financial Management 50 261-280 (2021)
Chapter 29 by Jain P., Mishra A. K., Mcinish T. H. Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges 471-483 (2013)
Microstructural Examination of Impact of Algorithmic Trading on the Indian Capital Market ISIRD, SRIC
Quantitative assessment of plastics losses to the environment from its value chain Science and Engineering Research Board (SERB)
Malaya Prakash Behera
Area of Research: Corporate Finance
Mithun Samanta
Area of Research: Corporate Finance
Jyoti Ranjan Sahoo
Area of Research: Corporate Finance
S Yesaswi Dora
Area of Research: Corporate Finance
Shashi Shankar Jha
Area of Research: Financial Institutions and firms