Dr. Sarveshwar Kumar Inani

Professor Inani’s research areas cover price discovery and volatility spillover in financial markets. He has been writing papers in the domains of Finance and Economics. He has published research papers on the price discovery role of futures contracts in Indian capital market and commodity market in international journals of repute. He is a lifetime member of the Indian Econometric Society and Indian Accounting Association. His key publications include:

Peer-reviewed Published Journal Papers

1. “Information Share and its Predictability in the Indian Stock Market”, Journal of Futures Markets, 39(10), pp. 1322–1343, 2019. [ABS-3; ABDC-A; Scopus-indexed]
   
   
2. “The Relative Efficiency of the Crude Oil Futures Market: Evidence from India”, International Journal of Banking, Accounting and Finance, 9(2), pp. 225–243, 2018. [ABS-2; ABDC-C; Scopus-indexed]
   
   
3. “Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation”, Journal of Quantitative Economics, 16(1), pp. 129–154, 2018. [ABDC-B]
   
   
4. “Does Artificial Neural Network Forecast Better for Excessively Volatile Currency Pairs?”, Journal of Prediction Markets, 10(2), 47–61, 2016. [ABS-1; ABDC-B]
   
   
5. “Impact of Financial Crisis on International Price Discovery: Evidence from Indian American Depository Receipts”, South Asian Journal of Management, 23(1) pp. 7–32, 2016. [ABDC-C]
   
   
6. “Does Internet Affect Economic Growth in sub-Saharan Africa?” Economics Bulletin, 36(4), pp. 1993-2002, 2016. [ABDC-C; Scopus-indexed]
   
   
7. “Price Discovery in Indian Stock Index Futures Market: New Evidence Based on Intraday Data”, International Journal of Indian Culture and Business Management, 14(1), pp. 23-43, 2017. [ABS-1]
   
   
8. “Intraday Price Discovery in Indian Stock Index Futures Market: New Evidence from Neural Network Approach”, International Journal of Financial Markets and Derivatives, 6(1), pp. 12-29, 2017. [ABDC-C]
   
   

National Conferences (Peer-Reviewed):

1. “The Contribution of ICT to Economic Growth: An Empirical Study”, 4th PAN-IIM World Management Conference, IIM-Ahmedabad, December 13-15, 2016. (Poster presentation)
   
   
2. “Price Leadership of Spot Market in Indian Stock Market: An Empirical Investigation”, 3rd PAN-IIM World Management Conference, IIM-Indore, December 16-18, 2015.
   
   
3. “Price Leadership in Commodity Market: Evidence from India”, Doctoral Consortium at SJMSOM, IIT-Bombay, November 30-December 1, 2015.
   
   

International Conferences (Peer-Reviewed):

1. “Price Discovery in Single-Stock Futures: Evidence from India Based on Intraday Data”, Annual Bangkok Business and Social Sciences Research Conference, Bangkok, Thailand (Organised by ASSBRI, Australia), June 3-4, 2016.
   
   
2. “Price Discovery in Agricultural Commodity Futures Market: Evidence from India”, 23rd Annual Global Finance Conference, Fresno, CA, USA, April 21-23, 2016
   (Accepted for presentation).
   
   
3. “Impact of Financial Crisis on International Price Discovery: Evidence from Indian ADRs”, 15th Finance, Risk and Accounting Perspectives Conference, Steyr, Austria, October 19-21, 2015 (Accepted for presentation)

• Price Discovery
• Market Efficiency
• Financial Markets
• Financial Econometrics

• Qualified UGC-JRF in Commerce (June 2010)
• Best Paper award in Annual Bangkok Business and Social Sciences Research Conference, Bangkok, Thailand (Organised by ASSBRI, Australia)

Reviewer in international peer-reviewed journals:

• Emerging Markets Finance and Trade, Taylor & Francis (Scopus-indexed, ABDC-B, ABS-2)
• International Journal of Social Economics, Emerald (Scopus-indexed, ABDC-B, ABS-1)
• Economics of Innovation and New Technology, Routledge (Scopus-indexed, ABDC-B, ABS-2)