Publications

Financialization and commodity price volatility : the case of grains: Basu Devraj, Bautheac Olivier, Jaiswal-Dale Ameeta; Advances in Investment Analysis and Portfolio Management (2019) (2019)
Is tail risk the missing link between institutions and risk?: Groslambert Betrand, Basu Devraj, Lai Wan-Ni; Economics Bulletin Vol 39, pp. 1435-1448 (2019)
The role of precision timing in stock market price discovery when trading through distributed ledgers: Broby Daniel, Basu Devraj, Arulselvan Ashwin; Journal of Business Thought Vol 10 (2019)
An examination of the benefits of dynamic trading strategies in U.K. closed-end funds: Fletcher Jonathan, Basu Devraj; International Review of Financial Analysis Vol 47, pp. 109-118 (2016); https://doi.org/10.1016/j.irfa.2016.04.012
Capturing the risk premium of commodity futures : the role of hedging pressure: Basu Devraj, Miffre Joëlle; Journal of Banking and Finance Vol 37, pp. 2652-2664 (2013); https://doi.org/10.1016/j.jbankfin.2013.02.031
The optimal use of return predictability : an empirical study: Abhyankar Abhay, Basu Devraj, Stremme Alexander; Journal of Financial and Quantitative Analysis Vol 47, pp. 973 - 1001 (2012); https://doi.org/10.1017/S0022109012000415

Projects

GE Devraj Basu IIMA: Basu, Devraj (Principal Investigator); It is the intention of SBS to build links with IIMA. This visit will involve joint research project discussions with members of Accounting and Finance dept. including issues such as Statistical Modelling of Financial markets. There will also be a departmental seminar, meetings with senior members of the business school faculty with a view to potential collaborations such as joint research bids and student exchange.; 07-Jan-2014 - 07-Jan-2015

Accounting and Finance
Stenhouse Wing

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