Malay Bhattacharyya

529 total citations · 1 hit paper
16 papers, 381 citations indexed

About

Malay Bhattacharyya is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Malay Bhattacharyya has authored 16 papers receiving a total of 381 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 11 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Malay Bhattacharyya's work include Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (6 papers). Malay Bhattacharyya is often cited by papers focused on Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (6 papers). Malay Bhattacharyya collaborates with scholars based in India, United States and France. Malay Bhattacharyya's co-authors include Debojyoti Das, M. Kannadhasan, Atanu Chaudhuri, Aviral Kumar Tiwari, Muhammad Shahbaz and Dileep Kumar M. and has published in prestigious journals such as European Journal of Operational Research, Fuzzy Sets and Systems and International Journal of Production Research.

In The Last Decade

Malay Bhattacharyya

15 papers receiving 358 citations

Hit Papers

Do the emerging stock markets react to international econ... 2019 2026 2021 2023 2019 50 100 150
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
    2019 197 citations Debojyoti Das, M. Kannadhasan et al. The North American Journal of Economics and Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Malay Bhattacharyya India 9 303 169 109 59 32 16 381
Jui‐Cheng Hung Taiwan 13 472 1.6× 387 2.3× 176 1.6× 86 1.5× 43 1.3× 36 603
Piotr Fiszeder Poland 12 213 0.7× 146 0.9× 60 0.6× 69 1.2× 16 0.5× 38 304
Andrés Mora‐Valencia Colombia 10 220 0.7× 168 1.0× 39 0.4× 39 0.7× 17 0.5× 42 306
Bikramaditya Ghosh India 12 300 1.0× 114 0.7× 31 0.3× 53 0.9× 48 1.5× 56 426
Panagiotis Tziogkidis United Kingdom 7 213 0.7× 122 0.7× 44 0.4× 95 1.6× 45 1.4× 11 304
Chardin Wese Simen United Kingdom 13 285 0.9× 275 1.6× 106 1.0× 48 0.8× 28 0.9× 34 395
Ángel León Spain 13 322 1.1× 387 2.3× 127 1.2× 52 0.9× 15 0.5× 35 562
Nildağ Başak Ceylan Türkiye 10 376 1.2× 128 0.8× 157 1.4× 41 0.7× 137 4.3× 40 499
Theo Berger Germany 13 739 2.4× 302 1.8× 277 2.5× 65 1.1× 111 3.5× 27 825
Moawia Alghalith Trinidad and Tobago 10 227 0.7× 172 1.0× 49 0.4× 72 1.2× 56 1.8× 85 374

Countries citing papers authored by Malay Bhattacharyya

Since Specialization
Citations

This map shows the geographic impact of Malay Bhattacharyya's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Malay Bhattacharyya with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Malay Bhattacharyya more than expected).

Fields of papers citing papers by Malay Bhattacharyya

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Malay Bhattacharyya. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Malay Bhattacharyya. The network helps show where Malay Bhattacharyya may publish in the future.

Co-authorship network of co-authors of Malay Bhattacharyya

This figure shows the co-authorship network connecting the top 25 collaborators of Malay Bhattacharyya. A scholar is included among the top collaborators of Malay Bhattacharyya based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Malay Bhattacharyya. Malay Bhattacharyya is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

16 of 16 papers shown
1.
Bhattacharyya, Malay, et al.. (2022). Can Choice of Reference Density Improve Power of M-Estimation Based Unit Root Tests?. Journal of Mathematical Finance. 12(2). 340–355.
2.
Bhattacharyya, Malay, et al.. (2021). A Statistical Test for Detecting Dependency Breakdown in Financial Markets. SN Computer Science. 2(4). 2 indexed citations
3.
Das, Debojyoti, M. Kannadhasan, & Malay Bhattacharyya. (2020). Oil price shocks and emerging stock markets revisited. International Journal of Emerging Markets. 17(6). 1583–1614. 12 indexed citations
4.
Bhattacharyya, Malay, et al.. (2020). How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure. Risks. 8(3). 76–76. 1 indexed citations
5.
Das, Debojyoti, M. Kannadhasan, & Malay Bhattacharyya. (2019). Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. The North American Journal of Economics and Finance. 48. 1–19. 197 indexed citations breakdown →
6.
Bhattacharyya, Malay, et al.. (2019). Does volume really matter? A risk management perspective using cross‐country evidence. International Journal of Finance & Economics. 26(1). 118–135. 5 indexed citations
7.
Tiwari, Aviral Kumar, Malay Bhattacharyya, Debojyoti Das, & Muhammad Shahbaz. (2018). Output and stock prices: New evidence from the robust wavelet approach. Finance research letters. 27. 154–160. 7 indexed citations
8.
Bhattacharyya, Malay, et al.. (2012). A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns. Journal of Mathematical Finance. 2(1). 13–30. 9 indexed citations
9.
Bhattacharyya, Malay, et al.. (2009). MaxVaR for non-normal and heteroskedastic returns¶. Quantitative Finance. 9(8). 925–935. 9 indexed citations
10.
Chaudhuri, Atanu & Malay Bhattacharyya. (2008). A combined QFD and integer programming framework to determine attribute levels for conjoint study. International Journal of Production Research. 47(23). 6633–6649. 19 indexed citations
11.
Bhattacharyya, Malay, et al.. (2008). Optimal sampling frequency for volatility forecast models for the Indian stock markets. Journal of Forecasting. 28(1). 38–54. 4 indexed citations
12.
Bhattacharyya, Malay, et al.. (2007). Conditional VaR estimation using Pearson’s type IV distribution. European Journal of Operational Research. 191(2). 386–397. 31 indexed citations
13.
Bhattacharyya, Malay, et al.. (2006). Conditional VaR using EVT – Towards a planned margin scheme. International Review of Financial Analysis. 17(2). 382–395. 46 indexed citations
14.
Chaudhuri, Atanu & Malay Bhattacharyya. (2005). Linking quality function deployment with conjoint study for new product development process. 35. 396–401. 6 indexed citations
15.
Bhattacharyya, Malay, et al.. (2004). INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION. International Journal of Theoretical and Applied Finance. 7(4). 385–405. 10 indexed citations
16.
Bhattacharyya, Malay. (1998). Fuzzy Markovian decision process. Fuzzy Sets and Systems. 99(3). 273–282. 23 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Jui‐Cheng Hung Breakdown of academic impact, for papers by Piotr Fiszeder Breakdown of academic impact, for papers by Andrés Mora‐Valencia Breakdown of academic impact, for papers by Bikramaditya Ghosh Breakdown of academic impact, for papers by Panagiotis Tziogkidis Breakdown of academic impact, for papers by Chardin Wese Simen Breakdown of academic impact, for papers by Ángel León Breakdown of academic impact, for papers by Nildağ Başak Ceylan Breakdown of academic impact, for papers by Theo Berger Breakdown of academic impact, for papers by Moawia Alghalith
Rankless by CCL
2026