Dr.

SMRK Samarakoon

Orchid ID 0000-0001-8616-3393

Senior Lecturer Grade II

Department of Finance

kithsiri@sjp.ac.lk

BIO

Academic and researcher with over 11 years of experience in Quantitative Finance. I obtained my PhD in Finance from IIT Kharagpur - India, focusing on derivative pricing.

TEACHING INTERESTS

  • Financial Risk management
  • Financial Derivatives/ Commodity Derivatives/ Weather Derivatives
  • Python for Finance/ Financial Analytics/ Machine Learning in Finance
  • Actuarial Science
  • Financial time Series Econometrics with R and Python

RESEARCH INTERESTS

  • Index Futures Mispricing
  • Financial derivatives Markets
  • Futures Market Spillovers (Commodity/Financial/Energy/Carbon Derivatives) and connectedness & Wavelets
  • Tail Risk - VaR ES EVT Copula and Tail Risk Transmission among Markets

ACADEMIC QUALIFICATIONS

  • Doctor of Philosophy (PhD) in Finance, Vinod Gupta School of Management, Indian Institute of Technology - Kharagpur, India (2025)
  • MSc in Financial Mathematics, University of Moratuwa, Sri Lanka (2020)
  • MSc in Applied Finance, University of Sri Jayewardenepura, Sri Lanka (2019)
  • BSc (Special) in Accountancy and Business Finance, Wayamba University of Sri Lanka, Sri Lanka (2013)

PUBLICATIONS

Book

Python for Finance

2027-01-01 World Scientific

Book

Financial Time Series Analysis

2026-12-01 WORLD SCIENTIFIC (EUROPE)

Journal Article

Hedging tail risk in foreign exchange markets: A copula-GARCH-EVT approach

2026-06-16 International Review of Financial Analysis

SMRK Samarakoon, NS Nanayakkara, Rudra P Pradhan

Journal Article

Does Doing Good Pay Off? Mapping Disclosure Dynamics, Intellectual Structure, and Emerging Frontiers

2026-02-27 Corporate Social Responsibility and Environmental Management

Laxman Tandan; Rudra P. Pradhan; S. M. R. K. Samarakoon; Manju Jayakumar

Journal Article

Navigating financial interconnectivity: analyzing oil, exchange rates and US market influences on Asia-Pacific equities using the time-varying parameter vector autoregressive connectedness approach

2026-01-13 Journal of Economic Studies

S. M. N. N. Sarathkumara ; S. M. R. K. Samarakoon ; Rudra P. Pradhan

Journal Article

Gender representation in Indian corporate reports: A textual analytics approach

2026-01-01 Journal of Economics and Business

Rudra P. Pradhan , SMRK Samarakoon , SMNN Sarathkumara

Journal Article

How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures

2026-01-01 Renewable Energy

S.M.R.K. Samarakoon, Rudra P. Pradhan

Journal Article

Clear or confusing? How financial report readability and tone are associated with dividend payouts in Indian corporations

2025-12-01 The Quarterly Review of Economics and Finance

Rudra P. Pradhan , S.M.R.K. Samarakoon , B.A.C.H. Wijesinghe , Rana P. Maradana

Journal Article

Financial derivatives usage dynamics in Asia Pacific region

2025-12-01 Pacific-Basin Finance Journal

S.M.R.K. Samarakoon , Rudra P. Pradhan , G.G. Chathuranga

Journal Article

Index futures mispricing: A global phenomenon? A comparative analysis of market dynamics

2025-11-01 Borsa Istanbul Review

S.M.R.K. Samarakoon, Rudra P. Pradhan, D.A.M. Perera

Journal Article

Global ambitions, local challenges: The complex dynamics of graduate migration intentions in an emerging economy

2025-05-01 International Journal of Educational Development

Journal Article

From complexity to clarity: unraveling the determinants of annual report readability and tone in an emerging market

2025-04-24 Quality & Quantity

Journal Article

Fiscal signals in frontier markets: unveiling the impact of government budget announcements on stock returns

2025-02-06 Macroeconomics and Finance in Emerging Market Economies

Journal Article

Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions

2025-01-01 The North American Journal of Economics and Finance

Journal Article

Annual report readability, ESG disclosure, and risk perspectives of Indian firms: the mediating role of corporate governance and earnings management

2024-11-27 International Journal of Disclosure and Governance

Journal Article

Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures

2024-11-14 Managerial Finance

Journal Article

What determines the success of equity derivatives markets? A global perspective

2024-10-01 Borsa Istanbul Review

Journal Article

Financial Derivatives Usage and Firm Value in Turbulent Periods: Comparative Evidence from India during the COVID-19 Crisis

2024-06-04 Asia-Pacific Financial Markets

Journal Article

Dynamics of Price and Volatility Spillovers Among Stock and Foreign Exchanges: Evidence from South Asian Countries

2024-06-01 Journal of Economic Development

Journal Article

Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures

2024-01-01 Managerial Finance

Journal Article

What determines the success of equity derivatives markets? A global perspective

2023-01-01 Borsa Istanbul Review

Journal Article

Impact of dividend policy on stock price volatility and market value of the firm: Evidence from Sri Lankan manufacturing companies

2016-01-01 Corporate Ownership and Control

MEDIA APPEARANCES