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Chitrakalpa Sen

Associate Professor & Assistant Dean

M.Sc. (Economics) (University of Calcutta), Ph.D. (West Bengal University of Technology)

Chitrakalpa Sen is an Associate 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. Sen teaches courses in Economics at JGBS. His area of research includes, but not limited to – high frequency financial market dynamics, green stocks and growth economics. Apart from his regular teaching and research activities within the school, Sen is also the Assistant Dean (BBA 2019). He is a member of the school’s Centre for Asia Pacific Business Research, Economics and Innovation and an adviser to the Semester Abroad Program (SAP) team.

Journals Articles (Selected)

  • Chakrabarti, G., & Sen, C. (Forthcoming). Time series momentum trading in green stocks. Studies in Economics and Finance (Scopus).
  • Roy, S., Sen, C., & Sanyal, R. (2019). An empirical inquiry into per capita convergence of Indian states. Global Journal of Emerging Market Economies, 11(3), 232-247 (Scopus).
  • Chakrabarti, G., & Sen, C. (2018). Pricing of green stocks in India. Empirical Economics Letters, 7(4) (ABDC).
  • Mukherjee, I., Sen, C., & Giri, A. (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, 10(1) (ERA).
  • Chakrabarti, G., & Sen, C. (2014). The Efficacy of Intervention in a Chaotic Foreign Exchange Market: An Empirical Study in INR-USD Exchange Rate Series. Decision, 41(4), 399-410 (ABDC).
  • Chakrabarti, G., Sen, C. & Sarkar, A. (2012). Volatility in Indian Stock Market in Recent Years: Transmission from Domestic Sectors. Finance India, XXVI(3). (SJIF).
  • Chakrabarti, G., & Sen, C. (2011). Evidence of chaos: A Tale of Two Exchange Rates. Empirical Economics Letters, 10(8) (ABDC).
  • Sarkar, A., Chakrabarti, G., & Sen, C. (2009). Indian Stock Market Volatility in Recent Years: Transmission from Global Market, Regional Market and Traditional Domestic Sectors. Journal of Asset Management, 10, 63-71 (ABDC).

Book Chapters

  • Chakrabarti G., & Sen, C. (2017). India’s Race to the Top: An Analysis of Stability of Indian Infra Stocks, in Handbook of Research on Economic, Financial, and Industrial Impacts on Infrastructure Development, IGI Global USA.
  • Sen, C., & Adury, S. (2017). Challenges and opportunities for Shared Economies, in Global Entrepreneurship and New Venture Creation in the Sharing Economy, IGI Global USA (Scopus Indexed).
  • Chakrabarti G., & Sen, C. (2016). The Greens, the Grays and the Global Stock Market, in Managing Sustainable Development: Innovations and Best Practices, Springer.
  • Chakrabarti G., & Sen, C. (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.
  • Sarkar, A., Chakrabarti, G., & Sen, C. (2013). Volatility, Long Memory and Chaos: A Discussion on some stylized facts in Development and Sustainability, Springer, Edited by Sarmila Banerjee and Anjan Chakrabarti.
  • Sarkar A., Chakrabarti G., & Sen, C. (2009). Volatility Spillover: A Study of India’s FII, Foreign Exchange Market and Stock Market 2002-2007 in Globalization, Foreign Capital and Development, Edited by Prof. Byasdeb Dasgupta, Regal Publishers, New Delhi.
  • Chakrabarti G., & Sen, C. (2008). November Effect in Indian Stock Market in Recent Years: A Contagion from Global Market? in A Collection of Essays in Finance, Edited by Basabi Bhattacharya and Malabika Roy, Allied Publishers, New Delhi.
  • Chakrabarti G., & Sen, C. (2007). Calendar Anomaly in Indian Stock Market: A Case for Risk Mismeasurement? in Second Generation Reforms: What is to be done? Edited by Prof. Debnarayan Sarker, Allied Publishers Pvt. Ltd., New Delhi.

Books

Chitrakalpa Sen’s primary area of research is the study of high frequency financial market dynamics. Sen’s other research interests include but not limited to Econometrics of green (environment friendly) stocks and growth economics. His PhD thesis was on Indian foreign exchange market which dealt with the volatility dynamics in the market and the underlying deterministic chaos.

At JGBS, Sen teaches courses in the area of Economics. Some of the courses he regularly teaches at the school are Microeconomics and Macroeconomics (for both undergraduate and postgraduate students) and Economics of Financial Crisis (an elective for post graduate students). Some of the other Economics courses that Sen has taught are – International economics, Quantitative methods, Introductory and Intermediate Econometrics, Mathematical Economics and Applied Microeconomics.