Faculty Details

Prof. Sibanjan Mishra

Assistant Professor, School of Commerce
MBA, ICWAI (Inter), PhD (Utkal Univ.)
Phone:0674 2377700 Extn-7711, (Mob)- 9439281509
Home Page:

Teaching Interests

(a) Financial Management
(b) Security Analysis & Portfolio Mgmt.
(c) Derivatives

Research Interests

(a) Financial Econometrics
(b) Time Series Analysis

Research & Publications


2018, JOURNAL: Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence From High Frequency Data Of Ncdex Soya-Bean Futures, Global Business Review, Sage, United States [ABDC-C, Scopus]Forthcoming,Link

2017, JOURNAL: Stock Market, Banking Sector and Economic Growth: A Cross Country Analysis over Different Economic Cycles, Studies in Economics and Finance, Emerald Group Publishing Ltd. United Kingdom [Scopus, ABDC -B, ABS-1]Forthcoming,Link

2016, Journal: Technical analysis and risk premium in Indian equity market: a multiple regression analysis, The IUP Journal of Applied Economics Vol. XV, No. 1, pp. 51-68 , . [ABDC - C, Scopus],Link

2016, JOURNAL: Macro-economic factors and foreign direct investment in India: a Toda Yamamoto causality approach, Int. J. Economics and Business Research, Inderscience. [Scopus, ABDC- C, Scopus],Link

2015, Journal: Test of Persistence in Indian Equity Markets: A rescaled range analysis, IUP Journal of Applied Finance Vol.21, No. 4, pp-05-17,Link

2014, Journal: A study on relation between India VIX and Nifty Returns,, Intercontinental Journal of Banking Insurance and Finance Vol. 1, Issue 3, pp-01-07.,Link

2013, Journal: Microfinance: A Tool for Poverty Alleviation,American International Journal of Research in Humanities, Arts and Social Sciences,Vol. 3, Issue 2, pp-236-238., -,Link

2010, Journal: Performance of Indian Capital Market-An Empirical Analysis”(2010), European Journal of Economics, Finance and Administrative Sciences, Issue 23, .,Link

2010, Journal: Stationarity of Stock Return Series: The case of India” (2010), European Journal of Scientific Research, Vol.-44, Issue-4, Pg 596-601, .,Link

2009, Journal: Foreign Direct Investment: A comparative study of India and China”, Search , A journal of Arts, Humanities & Management, Vol 1, ISSN 0974-5416., .,Link


2018, Conference-Attended: International Conference on Economics and Finance, Venue: BITS PILANI KK BIRLA GOA CAMPUS


2014, Conference-Attended: Study on Chaotic Behaviour in Indian Equity Markets, ICFIF, 2014 , Venue: IIT Kharagpur

2014, Conference-Attended: Human Recognition: Role in social and economic development/ International Seminar on ‘Socio-Economic Scenario in India & Mainstreaming the Aam Aadmi, Venue: Fakir Mohan University, Odisha

2014, Conference-Attended: Enterprise Sustainability, CSR & Risk management: A paradigm for Sustaiable Development/ National Seminar on ‘Management Practices and Sustainable Development, Venue: Department of Business Management, FM University, Odisha


2014, FDP-Attended: Commodity Derivatives & Risk Management, Venue: Vinod Gupta School of Management (VGSOM), IIT Kharagpur

Work Experience

2006-2009 : Research Analyst, Religare Enterprises Ltd, Delhi
2009-2015 : Lecturer, Institute of Business and Computer Studies, SOA University, Bhubaneswar
2015-Current : Assistant Professor, Xavier School of Commerce, XUB, Bhubaneswar