Anirban Banerjee

Area

Primary Area : Finance and Accounting

Contact

Email : anirbanb@iima.ac.in

Phone : +91-79-7152 4876

Office : KLMDC Room-53

Secretary : Sandhya Chandran

Phone : +91-79-7152 7913

Website : Personal Website

Education

Ph.D, Finance, Indian Institute of Management Calcutta, 2020

Bachelors in Electrical Engineering, Jadavpur University, 2009

Teaching

PGP:

Financial Markets

Financial Derivatives

PGPX:

Financial Derivatives

Ph.D.

Foundations of Finance

Market Microstructure

Academic Experience

Assistant Professor, IIM Kozhikode, July 2019 - March 2021

Assistant Professor, IIM Ahmedabad, March 2021 - Present

Articles

Banerjee, A., & Nawn, S. (2024). Proprietary algorithmic traders and liquidity supply during the pandemic. Finance Research Letters, 105052.

Banerjee, A., & Roy, P. (2023). High-frequency traders’ evolving role as market makers. Pacific-Basin Finance Journal, 82, 102184.

Banerjee, A., & Banerjee, A. (2020). Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market. Journal of Futures Markets, 40(3), 355-373.

Sarkar, S., & Banerjee, A. (2016). Measuring batting consistency and comparing batting greats in test cricket: innovative applications of statistical tools. Decision, 43(4), 365-400.

Chapters

Banerjee, A., Chakrabarty, M., & Mukherjee, S. (2022). Data as Guide to Policy: Bills of Mortality of 17th Century and COVID-19 of 21st Century. In The Impact of COVID-19 on India and the Global Order (pp. 81-98). Springer, Singapore.

IIMA