Faculty Profile

Aurobindo GHOSH's photo

Aurobindo GHOSH

Full-time Faculty
Assistant Professor of Finance (Education)
Lee Kong Chian School of Business
LKCSB

Education

2003 Ph.D in Economics, University of Illinois
2001 M.S. in Finance, University of Illinois
1992  Bachelor of Statistics, Indian Statistical Institute, Calcutta

Current Position(s) Held

2013 - Now Assistant Professor of Finance (Education)
Lee Kong Chian School of Business, Singapore Management University
2011 - 2013 Senior Lecturer of Finance
Lee Kong Chian School of Business, Singapore Management University
2013 - 2016 Programme Director, Master of Science in Financial Economics,
School of Economics, SMU
2011 - 2014 Program Director, Sim Kee Boon Institute for Financial Economics, Singapore Management University
2016 - Now Principal Investigator, Citi-SMU Financial Literacy Program for Young Adults
2020 - Now  Program Director and Principal Investigator, Citi-SMU Financial Literacy Program for Young Adults

Awards, Recognition and Honors

  • “Grades Matter in performance: Morningstar Stewardship Grade and Mutual Fund Performance” (jointly with Jeremy Goh and Ng Wee Seng) was presented and won the Best Fund Management Paper award in the Financial Markets and Corporate Governance Conference in QUT, Brisbane, Australia in April 2014.
  • “Did the Sarbanes-Oxley Act Impede Corporate Innovation? An Analysis of the Unintended Consequences of Regulation” (Joint with Jerry Cao, Jeremy Goh and Ted Tschang) was a semifinalist for the best paper award for Financial Institutions at the prestigious 2016 Annual Financial Management Association in Las Vegas, NV, USA (out of 1700 papers submitted)
  • I was nominated for 2016 Best Teacher Award for the Post Graduate Professional Program (one of six nominees across SMU)
  • As the founding Principal Investigator, received an external research funding from MAS and terms funds DBS for upgrading and maintaining the Singapore Index of Inflation Expectations (SInDEx) survey (2018-2019
  • As Principal Investigator for Research jointly raised over SGD2.4 million for Citi-SMU Financial Literacy Program for Young Adults from 2016-2020

Research Interests

  • Theoretical and Applied Econometrics
  • Financial Econometrics
  • Empirical Finance and Investment
  • Business Statistics

Journal Articles (Refereed)

  1. “A Smooth Test of the Equality of Distributions,”(with Anil K. Bera and Zhijie Xiao), Econometric Theory , 29 (2), pp. 419-446 (2013)
  2. “Neyman's Smooth Test and Its Applications in Econometrics,”(with Anil K. Bera). In: Handbook of Applied Econometrics and Statistical Inference, Ch. 10, eds., A. Ullah, A. Wan and A. Chaturvedi, Marcel Dekker: New York, pp. 170-230 (2001).
  3. “Introductory Statistics,” (with H-K Chow, D. Leung and Y-K Tse), Pearson , Singapore , 2006.
  4. “Neyman's Smooth Test and Its Use in Statistics and Econometrics,” (with Anil K. Bera) In the Proceedings of the International Indian Statistical Association Meetings at New Delhi, India, ed. Kanwar Sen (2000).

Business Cases Studies

  1. iCare benefits: Assisting low income retail consumers in Vietnam Part A & B, by THOMAS, Howard; GHOSH, Aurobindo; CHAN, Chi Wei. (2019). SMU-18-0031. https://cmp.smu.edu.sg/case/3836 (Published)
  2. SureCash: Promoting financial inclusion in Bangladesh, by GHOSH, Aurobindo; BHATTACHARYA, Lipika.
    (2018). SMU-18-0014 [SureCash]. https://cmp.smu.edu.sg/case/3646 (Published)