Dr. Chitrakalpa Sen
October 16, 2023 2023-10-16 6:22Dr. Chitrakalpa Sen
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Dr. Chitrakalpa Sen
Professor & Associate Dean
M.Sc. (Economics) (University of Calcutta);
Ph.D. (West Bengal University of Technology)
Biography
Dr. Chitrakalpa Sen is a Professor of Economics at Jindal Global Business School. An economist by training, Sen holds a M.Sc. in Economics with first class from the University of Calcutta and a PhD from West Bengal University of Technology. His area of research includes but is not limited to – high frequency financial market dynamics, green investments and growth economics. Apart from his regular teaching and research activities within the school, Sen is also the Associate Dean (Internationalization and Mobility). He is also an active member of the school’s Centre for Research in Emerging Economies (CREE).
Publications
Journal Publications
- Chakrabarti, G. and Sen, (2021), “Dynamic market risk of green stocks across regions: Where does the devil lie?”, Journal of Cleaner Production, Vol. 303, 127028. https://doi.org/10.1016/j.jclepro.2021.127028
- Chakrabarti, G. and Sen, (2020), “Time series momentum trading in green stocks”, Studies in Economics and Finance, Vol. 37 No. 2, pp. 361-389. https://doi.org/10.1108/SEF-07-2019-0269.
- Roy, S., Sen, C. and R. Sanyal (2019) “An empirical inquiry into per capita convergence of Indian states”, Global Journal of Emerging Market Economies, Vol. 11, No. 3, pp. 232-247. https://doi.org/10.1177%2F0974910119887245
- Chakrabarti and C. Sen, (2018) “Pricing of Green Stocks in India”, Empirical Economics Letters, Vol. 7, No. 4.
- Mukherjee I., Sen, C., Sarkar, A. and A. Giri (2016) “Study of complexity and allied properties of financial markets – theoretical approaches, empirical observations and use of the tools of non-linear dynamics” Chaos and Complexity Letters, International Journal of Dynamical Systems Research, Vol. 10, Issue 1, pp. 37-63.
- Chakrabarti G. and Sen, (2014), “The Efficacy of Intervention in a Chaotic Foreign Exchange Market: An Empirical Study in INR-USD Exchange Rate Series”, Decision, Indian Institute of Management Calcutta, 41(4), pp. 399-410. https://doi.org/10.1007/s40622-014-0066-9
- Chakrabarti G., Sen C. and A. Sarkar, (2012), “Volatility in Indian Stock Market in Recent Years: Transmission from Domestic Sectors”, Finance India, XXVI (3).
- Sen, (2011), “FDI in the Service Sector – Propagator of Growth for India?” Theoretical and Applied Economics, Volume XVIII, No. 6(559), pp. 141-156.
- Mukherjee I., Sen C. and A. Sarkar, (2011), “Long Memory in Stock Returns: Insights from the Indian Market”, International Journal of Applied Economics and Finance, Volume 5, Number 1, pp. 62-74. https://dx.doi.org/10.3923/ijaef.2011.62.74
- Mukherjee I. Sen C. and A. Sarkar, (2011), “Study of Stylized Facts in Indian Financial Markets”, International Journal of Applied Economics and Finance, Volume 5, Number 1, pp. 127-137. https://dx.doi.org/10.3923/ijaef.2011.127.137
- Chakrabarti G and Sen, (2011), “Volatility Regimes and Calendar Anomaly in Foreign Exchange Market”, International Journal of Applied Economics and Finance, Volume 5, Number 2, pp. 97-113. https://dx.doi.org/10.3923/ijaef.2011.97.113
- Sen, C., Chakrabarti, G. and A. Sarkar, (2011), “Evidence of chaos: A Tale of Two Exchange Rates”, The Empirical Economics Letters, Volume 10, No. 8, pp. 777-784.
- Chakrabarti G., Sen C. and A. Sarkar, (2010), “Spot-forward Rate Relationship Revisited: An Analysis in Light of Non-linearity and Chaos”, Journal of International Economics (published by IPE, Hyderabad), Volume 1, No. 2 (June), pp. 73-87.
- Sen C., Mukherjee I., Chakrabarti G. and A. Sarkar, (2009), “Long Memory in Some Selected Stock Markets: An Autocorrelation Based Approach”, Indian Journal of Capital Market, Vol. 3, Issue 1 (April – June), pp. 11-16.
- Sarkar A., Chakrabarti G. and Sen, (2009), “Indian Stock Market Volatility in Recent Years: Transmission from Global Market, Regional Market and Traditional Domestic Sectors”, Journal of Asset Management 10, pp. 63-71.
- Sarkar A., Chakrabarti G. and Sen, (2008), “November Effect: Evidence from Indian Stock Market”, Indian Journal of Capital Market, Vol. 2, Issue 1 (April-June).
- Chakrabarti G. and Sen, (2007), “Calendar Anomaly in Indian Stock Market”, Arthabikshan, Bengal Economic Association.
Books
- Chakrabarti and C. Sen, (eds.) (2018), “The Globalization Conundrum – Dark Clouds behind the Silver Lining: Global Issues and Empirics”, Springer Verlag, Singapore, ISBN-10: 9789811317262 | ISBN-13: 978-9811317262. Amazon url: https://www.amazon.in/Globalization-Conundrum-Dark-Clouds-behind-Silver/dp/9811317267.
Chakrabarti and C. Sen, (2015), “Green Investing: A Case for India”, SpringerBriefs in Economics, ISBN-10: 8132220250 | ISBN-13: 978-8132220251. Amazon url: http://www.amazon.in/Green-Investing-India-SpringerBriefs-Finance/dp/8132220250
- G. Chakrabarti and C. Sen, (2013), “Momentum Trading on the Indian Stock Market ”, SpringerBriefs in Economics, ISBN-10: 813221126X | ISBN-13: 978-8132211266, Amazon url: http://www.amazon.com/Momentum-Trading-Indian-SpringerBriefs-Economics/dp/813221126X
- G. Chakrabarti and C. Sen, (2012), “Anatomy of Global Stock Market Crashes: An Empirical Analysis” (SpringerBriefs in Economics), ISBN-10: 813220462X | ISBN-13: 978-8132204626, Amazon url: http://www.amazon.com/Anatomy-Global-Stock-Market-Crashes/dp/813220462X .
C. Sen, (2012), “Indian Foreign Exchange Market: A Study into Volatility and Regime Switch”, LAP LAMBERT Academic Publishing, Germany, ISBN – 10: 3847346512 | ISBN-13: 978-3847346517, Amazon url: http://www.amazon.com/Indian-Foreign-Exchange-Market-Volatility/dp/3847346512/.
Chapters in Edited Volumes
- Chakrabarti G. and Sen, (2017) “India’s Race to the Top: An Analysis of Stability of Indian Infra Stocks”, Handbook of Research on Economic, Financial, and Industrial Impacts on Infrastructure Development, IGI Global USA, pp. 376-403.
- Sen and Adury, S. (2017), “Challenges and opportunities for Shared Economies,” in Global Entrepreneurship and New Venture Creation in the Sharing Economy, IGI Global USA, pp. 1-11.
- Chakrabarti G. and C. Sen, (2015), “Green Convergence in Emerging Nations: The Determinants and the Possibilities” in Handbook of Research on Globalization, Investment, and Growth-Implications of Confidence and Governance, IGI Global USA, pp. 448-474.
- Sarkar, A., Chakrabarti, G. and Sen, (2013), “Volatility, Long Memory and Chaos: A Discussion on some stylized facts” Development and Sustainability, Springer, Edited by Sarmila Banerjee and Anjan Chakrabarti, pp 71-101, ISBN: 978-81-322-1123-5 (Print) 978-81-322-1124-2 (Online)., pp. 71-101.
- Sarkar A., Chakrabarti G. and Sen, (2009), “Volatility Spillover: A Study of India’s FII, Foreign Exchange Market and Stock Market 2002-2007”, Globalization, Foreign Capital and Development, Edited by Prof. Byasdeb Dasgupta, Regal Publishers, New Delhi.
- Chakrabarti G. and Sen, (2008), “November Effect in Indian Stock Market in Recent Years: A Contagion from Global Market?” A Collection of Essays in Finance, Edited by Basabi Bhattacharya and Malabika Roy, Allied Publishers, New Delhi.
- Chakrabarti G., Sen, (2007), “Calendar Anomaly in Indian Stock Market: A Case for Risk Mismeasurement?” Second Generation Reforms: What is to be done? Edited by Prof. Debnarayan Sarker, Allied Publishers Pvt. Ltd., New Delhi (2007).
Research interests
- Financial econometrics
- Econometrics of stock market
- Green finance
- Growth convergence
Teaching interests
- Microeconomics
- Macroeconomics
- Managerial Economics
- Economics of Financial Crisis