Anirban Banerjee

Area

Primary Area : Finance and Accounting

Contact

Email : anirbanb@iima.ac.in

Phone : +91-79-7152 4876

Office : KLMDC Room-53

Secretary : Sandhya Chandran

Phone : +91-79-7152 7913

Website : Personal Website

Education

Ph.D, Finance, Indian Institute of Management Calcutta, 2020

Bachelors in Electrical Engineering, Jadavpur University, 2009

Teaching

PGP:

Financial Markets [Core Course]

Financial Derivatives [Elective]

Finance Analytics [Elective]

PGPX:

Financial Derivatives [Elective]

Ph.D.

Foundations of Finance [Core Course]

Market Microstructure [Elective]

ePGDABA

Finance Analytics [Elective]

Academic Experience

Assistant Professor, IIM Kozhikode, July 2019 - March 2021

Assistant Professor, IIM Ahmedabad, March 2021 - Present

Journals

Banerjee, A., & Banerjee, A. (2025). Why Do HFTs Use the Futures Market. Journal of Futures Markets

Banerjee, A., Chakrabarti, A., & Chakrabarti, A. S. (2024). The origin of return correlation networks. Journal of Complex Networks, 12(2)

Banerjee, A., Das, P., & Fuerst, F. (2024). Are Green and Healthy Building Labels Counterproductive in Emerging Markets? An Examination of Office Rental Contracts in India. Journal of Cleaner Production, 141838.

Banerjee, A., & Nawn, S. (2024). Proprietary algorithmic traders and liquidity supply during the pandemic. Finance Research Letters, 105052.

Banerjee, A., & Roy, P. (2023). High-frequency traders’ evolving role as market makers. Pacific-Basin Finance Journal, 82, 102184.

Banerjee, A., & Banerjee, A. (2020). Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market. Journal of Futures Markets, 40(3), 355-373.

Sarkar, S., & Banerjee, A. (2016). Measuring batting consistency and comparing batting greats in test cricket: innovative applications of statistical tools. Decision, 43(4), 365-400.

Chapters

Banerjee, A., Chakrabarty, M., & Mukherjee, S. (2022). Data as Guide to Policy: Bills of Mortality of 17th Century and COVID-19 of 21st Century. In The Impact of COVID-19 on India and the Global Order (pp. 81-98). Springer, Singapore.

Faculty & Research

Anirban Banerjee