News & Updates

2024-25

• Congratulations to Anirudh K & Aakash Ezhilan for Best Paper Award for their paper titled " Post-Earnings-Announcement Drift in India: A Dual Approach Using SUE and NLP-Based Sentiment Analysis " in 1st Annual International Student Conference, organized jointly by Jindal School of Banking & Finance and Middlesex University, Dubai in JSBF Sonepat Campus, Haryana, India

• Congratulations to Namrata Jha, Komma Sharanya, Jyoti Pandey for Track Wise Special Mention (ESG & Finance) for their paper titled" Contextualizing Firm-Level Climate Change Exposure for India " in 1st Annual International Student Conference, organized jointly by Jindal School of Banking & Finance and Middlesex University, Dubai in JSBF Sonepat Campus, Haryana, India

• Congratulations to Keeyan KR for Track Wise Special Mention (ESG & Finance) for the paper titled "Modeling for Weather-Based Derivative Pricing Using a Two Timescale Ornstein-Uhlenbeck Process" in 1st Annual International Student Conference, organized jointly by Jindal School of Banking & Finance and Middlesex University, Dubai in JSBF Sonepat Campus, Haryana, India

• Congratulation to Anish Behera, Prof. Sudeep Bapat & Prof. Piyush Pandey for Track Wise Special Mention (Fintech, AI, and Blockchain) for their paper titled "Return & Volatility Forecasting in Cryptocurrency by Combining Hybrid Framework for Detecting Jumps & Exogenous Variables: A Deep Learning Approach " in 1st Annual International Student Conference, organized jointly by Jindal School of Banking & Finance and Middlesex University, Dubai in JSBF Sonepat Campus, Haryana, India

• Aparna Bhat presented the paper titled "Disentangling the upside from the downside: variance risk premia embedded in Indian index options " in the 14th International Conference of the Financial Engineering and Banking Society, Montpellier, France

• Dr. Piyush Pandey selected as Chairperson of Technical Consultancy Committee for project ton "Framework for assessment of Business Model of Supervised Entities" 

2023-24

• Dr. Piyush Pandey selected as Member, Taskforce on Equity for MSMEs & Start-ups, CII Western Region  

• Jyoti Pandey presented the paper titled "Climate-Related News, Jumps, and Exploration of Returns with High-Frequency Data" in the International Finance Conference, 13-14 September 2024 in XLRI Jamshedpur, India 

2022-23

• Congratulations to Aparna Bhat for being awarded second Best paper award in Finance for track “Market Microstructure, Financial Markets and Asset Pricing” for the paper titled "Revisiting the variance risk premium for equity index options: Evidence from India" in Research Symposium on Finance and Economics (RSFE), IFMR GSB, Krea University, India. She also presented this paper in International Risk Management Conference, Florence, Italy 

• Bristi Bose presented the paper titled "Impact of Unconventional Monetary Policy Surprises on Financial Markets- Evidence from India" in International Risk Management Conference, Florence, Italy; 5th International Conference on Financial Markets & Corporate Finance, IIT Delhi and Research Symposium on Finance and Economics (RSFE), IFMR GSB, Krea University, India

• Aaryan Gupta presented the paper titled "Intraday Momentum & Trading Strategy: Evidence from India" in 10th International Conference on Business Analytics and Intelligence, 18-20 December 2023, IISc Bangalore

• Abhilaksh Maheshwari presented the paper titled "Deep Reinforcement Learning for Automated Stock Trading" in 10th International Conference on Business Analytics and Intelligence, 18-20 December 2023, IISc Bangalore

• Aditya Vijay Jain presented the paper titled "Portfolio Optimization Using Higher Order Moments: An Empirical Study" in 10th International Conference on Business Analytics and Intelligence, 18-20 December 2023, IISc Bangalore

2021-22

• Dr. Piyush Pandey awarded Second best research paper in Finance category by ICAI International Research Awards   

• Bristi Bose presented the paper titled "Impact of Unconventional Monetary Policy Surprises on Financial Markets- Evidence from India" in 11th India Finance Conference, IIM Calcutta 

• Aparna Bhat presented the paper titled "Revisiting the variance risk premium for equity index options: Evidence from India"  in 11th India Finance Conference, IIM Calcutta 

2020-21

• Congratulations to Chinnaraja C for being awarded Best COVID-19 related research paper award for the paper titled “Performance of Volatility asset as Hedge for investor’s portfolio against Tail Risk Events COVID19 and 2008 Financial Crisis” presented at International Risk Management Conference, Cagliari, Italy 

• Congratulation to Dr. Bhaskar Chhimwal for being awarded Best Paper Award for his paper titled "Prediction of Investment Flow and Investment Decision of Various Investors: Artificial Neural Network Approach”  coauthored with Dr. Piyush Pandey & Prof. Varadraj Bapat presented at 8th International Conference on Business Analytics and Intelligence (ICBAI), IIM Bangalore

• Dr. Gagan Sharma presented the paper titled "ESG Country Ratings and its Impact on Sovereign Borrowing Costs and Credit Risk: An Emerging Markets Study “  coauthored with Dr. Piyush Pandey & Arpan Chattopadhyay  in 8th Pan IIM World Management Conference, IIM Kozhikode and 8th International Conference on Business Analytics and Intelligence (ICBAI), IIM Bangalore 

2019-2020

• Dr. Bhaskar Chhimwal presented the paper titled  “Revisiting Momentum Strategy: A New Paradigm for Investment Management” coauthored with Dr. Piyush Pandey & Prof. Varadraj Bapat in 27th Annual Virtual Conference of the Multinational Finance Society