|Qualification||B.E., MBA, Ph.D (Jadavpur University)|
- Brief Profile
- Research Publications
He has done his Ph.D. in Economics from Jadavpur University. His doctoral thesis dealt with the topic ‘Indian Stock Market: Examination of validity of Geometric Brownian Motion (GBM) model to Stock Price Behaviour with particular emphasis on the Black Scholes Option Pricing Model’. He holds a bachelor degree in Production Engineering, and MBA from Jadavpur University.
Before joining the doctoral programme at Jadavpur University, he worked with multi-national and Indian firms for 10 years and 5 years in a Business School. Prior to joining IIM Indore he was with IIM Kozhikode and has a total teaching experience of 14 years.
He has published several articles in journals of repute and presented his work at various international and national conferences.
His current research interests include Empirical Finance and Econophysics. His teaching interests include Fixed Income Securities, Corporate Finance and Investment analysis at Post Graduate level and Econophysics at Ph.D. level.
Articles in Journals
Guhathakurta, K., Bhattacharya, B., & Chowdhury, A. R. (2016).Comparative analysis of asset pricing models based on log-normal distribution and Tsallis distribution using recurrence plot in an emerging market. Research in Finance, Vol. 32, 35-74
Guhathakurta, K. (2015). Investigating the nonlinear dynamics of emerging and developed stock markets. Journal of Engineering Science and Technology Review, 8(1), 65-71.
Guhathakurta, K., Bhattacharya, B., & Chowdhury, A. R. (2010). Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes. Physica A: Statistical Mechanics and its Applications, 389(9), 1874-1882.
Guhathakurta, K., Bhattacharya, B., & Chowdhury, A. R. (2010). Using Empirical Mode Decomposition to compare Gaussian and Non-Gaussian model of stock price distribution. Decision Special Issue on Finance, 37(1), 101-122
Guhathakurta, K., Mukherjee, I., & Chowdhury, A. R. (2008). Empirical mode decomposition analysis of two different financial time series and their comparison. Chaos, Solitons & Fractals, 37(4), 1214-1227.
Guhathakurta, K., Bhattacharya, B., Roychowdhuri, A. (2012). Examining Stock Markets: a nonlinear dynamics perspective: Examining the Geometric Brownian Motion model with respect to Stock Price Movement in an Emerging Market. Germany: VDM Verlagsservicegesellschaft GmbH
Guhathakurta, K. (2015). Nonlinear Dynamics of Stock Markets During Critical Periods. In Econophysics and Data Driven Modelling of Market Dynamics (pp. 143-165). Springer International Publishing.
Guhathakurta, K., Marwan, N., Bhattacharya, B., & Chowdhury, A. R. (2014). Understanding the Interrelationship Between Commodity and Stock Indices Daily Movement Using ACE and Recurrence Analysis. In Translational Recurrences (pp. 211-230). Springer International Publishing.
Gangopadhyay, K., & Guhathakurta, K. (2014). Agent-Based Modeling of Housing Asset Bubble: A Simple Utility Function Based Investigation. InEconophysics of Agent-Based Models (pp. 27-44). Springer International Publishing.