She has successfully defended her Ph.D. thesis at Xavier Institute of Management (XIM) University, Bhubaneswar. She also holds an M.Com in Finance and a B.Com (Honors) in Accountancy from Jamshedpur Women’s College. She also served as a visiting faculty at XIM University, Bhubaneswar, for two years, teaching courses such as Financial Management (I & II) and Quantitative Techniques at both undergraduate and postgraduate levels. Additionally, she is a passionate researcher with a strong publication record in esteemed international and national journals. Her research interests include financial market connectedness, ESG, oil shocks, financial economics, and corporate finance. She is also keen on teaching subjects such as Financial Management, Financial Markets, Financial Modeling, Financial Accounting, Equity Valuation, and Financial Analytics.

• Bhattacherjee, P., & Mishra, S. (2025). Oil Shocks And Capital Structure: Role Of ESG Across The Globe. International Review of Economics & Finance, 103982. (ABDC-A, Q1, ABS-2)
• Bhattacherjee, P., Mishra, S., & Kang, S. H. (2025). Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. The Quarterly Review of Economics and Finance, 101974. (ABDC-B, Q2, ABS-2)
• Bhattacherjee, P., Mishra, S., & Kang, S. H. (2025). Extreme return connectedness across environmental, social and governance indices and Brent crude oil markets. Journal of Financial Economic Policy. (ABDC-B, Q3, ABS-2)
• Bhattacherjee, P., Mishra, S., & Bouri, E. (2024). Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. Global Finance Journal, 61, 100972. (ABDC-A, QI, ABS-2)
• Bhattacherjee, P., Mishra, S., Bouri, E., & Wee, J. B. (2024). ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness. International Review of Economics & Finance, 103375. (ABDC-A, Q1, ABS-2)
• Bhattacherjee, P., Mishra, S., & Kang, S. H. (2024). Extreme time-frequency connectedness across US sector stock and commodity futures markets. International Review of Economics & Finance, 93, 1176-1197. (ABDC-A, Q1, ABS-2)
• Bhattacherjee, P., Mishra, S., & Kang, S. H. (2023). Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis. Resources Policy, 86, 104130. (ABDC-B, Q1, ABS-2

• Bhattacherjee, P., & Mishra, S., (2024). Presented a paper titled ” Can ESG Moderate The Relationship Between Oil Shocks and Capital Structure?” at the India Management Research Conference (IMRC 2024) to be held at Indian Institute of Management Ahmedabad (IIM-A).
• Bhattacherjee, P., & Mishra, S., (2024). Presented a paper titled ” Navigating ESG Portfolio Volatility Amid Oil Shocks: Hedging Effectiveness And Strategic Investments Across The Globe” held at Indian Institute of Management Raipur (IIM-R) Jointly organized by IIM A, B&C.
• Bhattacherjee, P., & Mishra, S., (2024). Presented a paper titled “ESG as a buffer: Corporate Investments in response to oil shocks”, at the International Finance Conference (2024), to be held in XLRI
• Bhattacherjee, P., & Mishra, S., (2024). Presented a paper titled “Impact of disintegrated oil shocks on global ESG stock volatility”, at the World Finance Conference (2024), Cyprus.
• Bhattacherjee, P., & Mishra, S., (2023). Presented a paper titled “Impact of asset market volatilities on asymmetric spillovers and hedging effectiveness in ESG markets: Insights from COVID-19 and Geopolitical Unrest” at the India Finance Conference (IFC), 2023, Jointly organized by IIM A, B&C and NL Dalmia Institute of Management Studies and Research.
• Bhattacherjee, P., & Mishra, S., (2023). Presented a paper titled “Investigating asymmetric return connectedness and portfolio implications of clean energy, esg etfs, and oil futures”, at ISDSI-Global conference 2023 organized by IIM Ranchi