Dr. Jyoti Kumari

    FACULTY

• IBS HYDRABAD
• INDIAN INSTITUTE OF MANAGEMENT
• INSTITUTE OF PUBLIC ENTERPRISE

Dr Jyoti earned her PhD in Finance from Indian Institute of Technology (IIT) Kharagpur and M.Phil from Central University of Hyderabad.

Teaching & Research areas of Dr. Jyoti are, Asset Price Dynamics, Capital Markets Volatility, Behavioural Finance, Stock Market Liquidity, Idiosyncratic Volatility and the Corporate Finance catering on the issues involving investment decision making in the financial markets. Some of her recent research explores the issues related to inter-linkages between investors sentiment, market liquidity and idiosyncratic volatility.

She has written a series of papers in these areas. She teaches Financial Management, Financial Markets and Services, Security Analysis and Portfolio Management, Risk Management with Financial Derivatives, and International Finance.

Research & Publications Dr. Jyoti has published various ABDC Ranking A category papers in different nationals and international journals.

Investors Sentiment and Stock Market Liquidity: Evidence from an Emerging Economy India, Journal of Behavioural and Experimental Finance 23, 166-180 (Elsevier), (ABDC Ranking: A)

Does Investor Sentiment Predict the Asset Volatility? Evidence from Emerging Stock Market India. Journal of Behavioural and Experimental Finance 8, 25–39 (Elsevier), (ABDC Ranking: A)

Determinants of Idiosyncratic Volatility of Stock Returns: Evidence from Indian Stock Market. Research in International Business and Finance 41, 172-184 (Elsevier)

Investor Sentiment and Stock Market Volatility: Evidence from India.

Journal of Asia Pacific Business 17, 2, 173-202 (Taylor and Fransis)

Relationship between conditional volatility of domestic macroeconomic

factors and conditional stock market volatility: Some further evidence from India. Asia-Pacific Financial Markets 22, 87-111 (Springer)