Suchismita Bose

SURGE Research Support

R.N. Tagore Road

KOLKATA, West Bengal 700077

India

http://www.ecofin-surge.co.in

ICRA Ltd

Economist

5th Floor, Karumuttu Centre

498 Anna Salai

Chennai, 600 035

India

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 3,587

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Top 3,587

in Total Papers Downloads

13,850

SSRN CITATIONS
Rank 21,849

SSRN RANKINGS

Top 21,849

in Total Papers Citations

18

CROSSREF CITATIONS

28

Scholarly Papers (20)

1.

Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows During January 1999-May 2002

Money & Finance, Vol. 2, No. 9-10, April-September 2002
Number of pages: 31 Posted: 12 Sep 2003
Paramita Mukherjee, Suchismita Bose and Dipankor Coondoo
International Management Institute (IMI) - International Management Institute, Kolkata, SURGE Research Support and Indian Statistical Institute, New Delhi - Economic Research Unit
Downloads 2,832 (5,707)
Citation 18

Abstract:

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Keywords: emerging equity markets, foreign portfolio investment, foreign institutional investors, international capital flows, determinants of FII flows, determinants of portfolio flows, stock market returns

2.

The Impact of Fii Regulations in India: A Time-Series Intervention Analysis of Equity Flows

Money & Finance Money & Finance, ICRA Bulletin,Vol. 2, No. 18, pp 54-83, July-December 2004
Number of pages: 30 Posted: 14 Jul 2005
Suchismita Bose and Dipankor Coondoo
SURGE Research Support and Indian Statistical Institute, New Delhi - Economic Research Unit
Downloads 2,489 (7,038)
Citation 3

Abstract:

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Foreign institutional investment, FII portfolio capital flows, regulatory infrastructure, impact of regulation changes, GARCH(1,1) model of stock market returns and FII flows, time-series intervention analysis

3.

A Study of the Indian Corporate Bond Market

Money & Finance, Vol. 2, No. 12, January-March 2003
Number of pages: 27 Posted: 01 Aug 2003
Suchismita Bose and Dipankor Coondoo
SURGE Research Support and Indian Statistical Institute, New Delhi - Economic Research Unit
Downloads 2,134 (9,003)

Abstract:

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corporate bond market, secondary market trading, credit ratings, frequency of trade, concentration ratio, market imperfection, yield spreads, pricing of risk

4.

Commodity Futures Market in India: A Study of Trends in the Notional Multi-Commodity Indices

Money & Finance, ICRA Bulletin, Vol. 3, No. 3, 2007
Number of pages: 34 Posted: 31 Oct 2008
Suchismita Bose
SURGE Research Support
Downloads 1,451 (16,710)
Citation 2

Abstract:

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Indian commodity futures markets, price trends, lead lag realtionship of futures and spot prices

5.

A Study of Interlingages between the Indian Stock Market and Some Other Emerging and Developed Markets

Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Number of pages: 13 Posted: 17 Jan 2006
Suchismita Bose and Paramita Mukherjee
SURGE Research Support and International Management Institute (IMI) - International Management Institute, Kolkata
Downloads 1,237 (21,184)
Citation 2

Abstract:

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Indian stock markets, interlinkages of stock markets, Emerging markets, Comovements of markets. Market integration

6.

Securities Market Regulations: Lessons from US and Indian Experience

The ICRA Bulletin, Money & Finance, Vol. 2, No. 20-21, Jan-Jun 2005
Number of pages: 42 Posted: 03 Jun 2008
Suchismita Bose
SURGE Research Support
Downloads 912 (32,971)

Abstract:

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Securities market laws and regulation in India, Comparison with US, SEBI, SEC

7.

Mutual Fund Investments, FII Investments and Stock Market Returns in India

Money & Finance, ICRA Bulletin, September 2012
Number of pages: 22 Posted: 22 Jan 2013
Suchismita Bose
SURGE Research Support
Downloads 527 (67,966)
Citation 7

Abstract:

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Mutual fund investments, Foreign institutional investment in India, Indian stock market

8.

Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India

William Davidson Institute Working Paper No. 863
Number of pages: 21 Posted: 23 May 2007
Suchismita Bose, Sumon K. Bhaumik and Sumon K. Bhaumik
SURGE Research Support and Institute for the Study of Labor (IZA)Aston University - Aston Business School
Downloads 521 (68,954)

Abstract:

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derivatives contracts, expiration day effect, India

9.

Understanding the Volatility Characteristics and Transmission Effects in the Indian Stock Index and Index Futures Market

ICRA Bulletin, Money & Finance, September 2007
Number of pages: 24 Posted: 10 Sep 2009
Suchismita Bose
SURGE Research Support
Downloads 501 (72,387)
Citation 2

Abstract:

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Indian stock market volatility, index futures, volatility transmission, asymmetric GARCH

10.

Contribution of Indian Index Futures to Price Formation in the Stock Market

Money & Finance, Vol. 3, No. 1, February 2007
Number of pages: 18 Posted: 27 Sep 2007
Suchismita Bose
SURGE Research Support
Downloads 463 (79,600)
Citation 1

Abstract:

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Indian stock index and index futures market, price discovery, information flows

11.

IV Estimation of Engel Elasticities from Indian Household Budget Data

Number of pages: 17 Posted: 08 Oct 2001
Suchismita Bose and Nikhilesh Bhattacharya
SURGE Research Support and Indian Statistical Institute, New Delhi - Economic Research Unit
Downloads 297 (131,388)

Abstract:

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Engel elasticities of consumption,Effect of reference period for data collection, errors in variables models, Instrumental Variable estimation

12.

Constant Maturity Yield Estimates for India: How Well Do They Depict the Term Structure?

Number of pages: 27 Posted: 14 Jun 2004
Suchismita Bose and Paramita Mukherjee
SURGE Research Support and International Management Institute (IMI) - International Management Institute, Kolkata
Downloads 188 (204,620)

Abstract:

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Emerging debt market, base interest rates, yield to maturity, zero-coupon yield

13.

Some Aspects of Indian Mutual Funds’ Performance During the Recent Financial Crisis

Money and Finance, April 2012
Number of pages: 38 Posted: 11 May 2012
Suchismita Bose
SURGE Research Support
Downloads 124 (287,366)

Abstract:

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Indian mutual funds, AUM growth, mutual fund investments in debt and equity markets, financial crisis

14.

The Strips Programme and Its Implications for the Indian Gilts Market - A Note

Money & Finance, ICRA Bulletin, Vol.2, No. 9-10, April-Sept 2002
Number of pages: 24 Posted: 21 May 2009
Suchismita Bose
SURGE Research Support
Downloads 102 (329,289)

Abstract:

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Indian debt market, gilts yield curve, STRIPS, monetary policy

15.
Downloads 62 (439,607)

Abstract:

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global liquidity, cross-border credit, effect of global liquidity on equity prices, impact of global liquidity expansion on Indian stock markets

16.

Monthly Composite Macroeconomic Performance Score based Country Rankings Assessing Early Effects of the COVID-19 Pandemic

Number of pages: 26 Posted: 17 Aug 2021 Last Revised: 19 Aug 2021
Somnath Chattopadhyay and Suchismita Bose
Indian Statistical Institute, Kolkata and SURGE Research Support
Downloads 10 (725,071)

Abstract:

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COVID-19 Pandemic, Economic Crisis, Macroeconomic Performance, Composite Indicator, Country Rankings, TOPSIS, Multiple Criteria Decision Making (MCDM)

17.

Effects of Market Reforms and External Shocks on Indian Stock Indices: Evidence on Structural Breaks and Weak-Form Efficiency

Journal of Reviews on Global Economics, 2017, 6, 426-442, Lifescience Global, E-ISSN: 1929-7092/17.
Posted: 05 Feb 2018
Somnath Chattopadhyay and Suchismita Bose
Indian Statistical Institute, Kolkata and SURGE Research Support

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Indian Stock Market, Efficient Market Hypothesis, Random Walk, Mean-Reversion, Structural Break, Unit Root Test.

18.

Global Macroeconomic Performance: A Comparative Study Based on Composite Scores

Journal of Reviews on Global Economics, Volume 4, 2015
Posted: 13 May 2015
Somnath Chattopadhyay and Suchismita Bose
Indian Statistical Institute, Kolkata and SURGE Research Support

Abstract:

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Macroeconomic Performance, Correspondence Analysis, Composite Scores, Country Rankings, Measures of Disarray, TOPSIS, Entropy

19.

Crisis Exacerbated Fiscal Deficits and Possible Impact on FDI Flows: An Empirical Analysis of Emerging Europe and India

AEID, Vol. 12, No. 1, January-June 2012
Posted: 05 Nov 2012
Suchismita Bose and Sudipta Jha
SURGE Research Support and affiliation not provided to SSRN

Abstract:

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FDI, fiscal balance/deficit, global crisis, dynamic panel regression

20.

On Developing Constant Maturity Yield Curves for India

Money & Finance, Vol. 2, No. 6, July-September 2001
Posted: 27 Jun 2002
Suchismita Bose, Paramita Mukherjee and Sakuntala Sarkar
SURGE Research Support, International Management Institute (IMI) - International Management Institute, Kolkata and Investment Information and Credit Rating Agency of India - Calcutta Office

Abstract:

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constant maturity yield, government securities, ytm, developing debt market, term structure, interest rates