Jalaj Pathak

I have completed my PhD in Finance and Control area from IIM, Bangalore in April 2021. My research interests include Behavioral Finance, Sentiment Analysis and Text Analysis. The three essays in my PhD thesis are an attempt to analyze the impact of speeches of central bank governors of developed, emerging and eurozone nations using a new method of text analysis. One of my term papers is published in the journal Cogent Economics and Finance (ABDC - B). Two of the papers from my thesis have been accepted for publication by the journal: International Review of Economics and Finance (IREF) (ABDC - A) and European Financial Management (ABDC - A) while the third is under review at Journal of Empirical Finance (ABDC - A). I am working as Assistant Professor in the Finance area at Great Lakes Institute of Management, Chennai, since April 2021.

Publications

• Pathak, Jalaj and Deb, Soumya. (2020 January). Stylized patterns in implied volatility indices and stock market returns: A cross country analysis across developed and emerging markets. Cogent Economics & Finance, 8(1) (ABDC – B).

• Pathak, Jalaj; Basu, Sankarshan; Anand, Abhinav and Thampy, Ashok. “The impact of sentiment on the emerging stock markets” International Review of Economics and Finance (IREF): (ABDC – A).

• Pathak, Jalaj; Basu, Sankarshan; Anand, Abhinav and Thampy, Ashok. “Whose speeches impact European Markets: ECBs or the National Central Banks” (European Financial Management: ABDC – A).

• Pathak, Jalaj and Mahambare, Vidya. (October 2021) “Differential Impact of Diversity in Policy Communication” (Economic Letters ABDC - A).

• Pathak, Jalaj; and Anand, Abhinav. “The Role of Reddit in the GameStop Short Squeeze.” (Economic Letters ABDC - A)).

Papers under review

• Pathak, Jalaj; Basu, Sankarshan; Anand, Abhinav and Thampy, Ashok. “Does the Choice of Words in the Fed's Board of Governors’ Speeches Matter? ”. (Under Review - Journal of Financial Markets (ABDC – A*) since February 3rd 2022).

Working Papers

• Pathak, Jalaj; Anand, Abhinav and Basu, Sankarshan. “A new measure of financial texts’ readability”. (Target Journal – Journal of Accounting and Economics (ABDC – A*)).

SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3921818

• Pathak, Jalaj; ; Anand, Abhinav and Kumar, Ankit. "The impact of U.S. central bank communication on global yields". (Target Journal - Journal of Economic, Behavior and Organization, ABDC - A*).

SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3921818

• Pathak, Jalaj; Anand, Abhinav and Huan, Xing. “Impact of Financial Disclosure Readability on Shareholder Proposals (Target Journal – Journal of Accounting and Economics (ABDC – A*)).

SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3991459

Referee