Research Group

PhD Students

MS Students

2015-2016

1.  Sumit Kumar Sharma: 11916740

      Title: Testing Output Gap and Economic Uncertainty as an Explicator of Stock Market Returns

2016-2017

2. Amit Sharma: 12817095
   Title: On the Hedging Effectiveness of Clean Energy Equities

3. Kritika Awasthi: 12817363
   Title: When US Sneezes, Clichés Spread:  How Do the Commodity Index Funds React Then?

4. Nilay Jain: 12817449
   Title: On the Dynamics of Fiscal Policy in India? Is It Procyclical or Countercyclical?

5. Amit Kumar: 12817097
   Title: Stock Markets Volatility around National Elections: A case study of BRICS Nations

6. Ravi Prakash: 12817566

     Title: An Intraday Analysis of US Dollar Exchange Rate and Crude Oil

7. Jitendera Singh: 12817326

      Title: An Analysis of Dynamic Coherence Between Emerging Markets Equities and Commodities Index Funds

8. Johnson Kujur: 12817328

     Title: On the Determinants of US Portfolio Investment in BRICS

2017-2018

9.  Abhishek Kumar: 13817030

    Title: Measuring the Idiosyncratic Risk of Clean energy firms

10. Ramprasad Verma: 13817552

Title: Measuring the Systemic Risks of Indian Banks using Networks

11.  Hitesh Menghwani: 13817310

Title: Modelling the Extreme Jump in Commodity Derivatives Funds

12. Sonal Yadav: 13817705

Title: On the Determinants of Real Estate Stock Returns of India

13. Shahbaz Belim: 13816638

Title: Measuring the Impact of Fiscal Policy

14. Deepika Kumawat: 13817237

Title: On the Volatility Linkages of OVX with Major Energy Products

2018-2019

15. Akshay Wadhwani: 14063

Title: A TENET Analysis of Indian Banks and Firms

16. Ashutosh Kumar: 14149

Title: Analyzing the Impact of Banking Supervision and Capital Flows for Emerging Markets.

17. Pranay Shah: 14481

Title: Modelling the Systemic Risk of Indian Banks

18. Akash Gupta: 14047

Title: High is Good or Low is Good? An Analysis of Interest Regime and Banks ‘Earnings

19. Neha Byadwal: 14817421

Title: The Impact of Interest Rate Variations on Foreign Exchange Derivatives

20. Bhaskar Pathak: 14178

Title: An Analysis of Interconnectedness between Banks and NBFCs

21. Ayush Agrawal: 14161

Title: An Econometric Analysis of Dynamic Spillover Among Major Commodities Indices

22. Shubham Gupta: 14673

Title: A Quantile Causality Analysis of Global Commodity and Equities Indices

23. Shiv Ratan Tiwari: 14650

Title: VaR of VAR and Its Testing in Systemic Risk

24. Swapnil Goyal: 14739

Title: Measuring the Level of Firm’s Distress and Loaning Behavior

2019-2020

25. Manish Chauhan: 15817375

Title: Nowcasting Quarterly GDP using Dynamic Factor Models

26. Shreya Shree: 15817694

Title: Estimating the Impact of Political Connections of Firms on their Corporate Environment Responsibility using Regression Discontinuity Design

27. Harsh Surana: 15917268

Title: Are Consensus Analyst Stock Recommendations Valuable?

28. Ramnarayan Jat: 15817565

Title: Impact of Open Market Operations Purchase on Government Bond Yield and Stock Return

29. Abhigyan Rai: 15817011

Title: The Effect of Monetary Policy Surprises on Credit Costs and Economic Activity in the Indian Economy Context

30. Prashant Kumar: 15917514

Title: Estimating Connectedness between Technology Companies and Clean Energy Companies

31. Prashast Jaipurkar: 15817518

Title: Asset Quality, Non-Interest Income and Profitability of Indian Banks – A Brief Overview

32. Nazneen Mansoori: 15817441

Title: Analysing the Prospect of Insolvency Resolution in India

Undergraduate Projects:

2016

1.      Kartikey Bhargav: 14309

Title: Managing the Impossible Trinity of India’s Economy

2.      Prashant Kumar: 150514

Title: Government Ownership and Debt Choice

3.      Lokesh Kumar

Title: Modelling the Hedging Effectiveness of Commodity Derivatives

2017

4.      Harsh Surana (150268) and Ramnarayan Jat (15817565)

Title: Measuring the Economic Uncertainty of India

5.      Himanshu Gupta (160290)

Title: A Primer on Finance

6.      Nazneen Mansoori (150441)

Title: Stock Market Integration in BRICS countries

7.      Sachin Angural (160597) and Anurag Chanani (160138)

Title: An Exploratory Analysis of Different Measures of Systemic Risk

 2018

8.      Anubhav Agarwal (160136)

Title: Connectedness Between Banks’ Stock Prices and Predicting Their Movement

9.      Priyesh Zalani (160522)

Title: Measuring conditional hedge ratios and downside risk

10.  Saransh Bhatnagar (150637)

Title: Forecasting Nikkei Index using ARIMA and LSTM

11.  Kisley Jha (160334)

Title: Quantile Hedge Ratio and Causality: Indian Commodity Market

12.  Shubham Tak (16817676)

Title: Why Do Option Return Change Sign from Day to Night?

2019

13.  Gravit Tak (160262)

Title: How Indian Stock Market Reacts to Tariff Changes between US and China

14.  Shreyash Raj (170682) and Vipin (170800)

Title: Effect of Innovation of Credit Ratings in Indian Market

15.  Shitij Singh (170664)

Title: Market Microstructure and High-Frequency Finance

16.  Kislay Kumar Jha (160334)

Title: Herding Behaviour Around COVID-19

2020

17.  Tanmay Batra (160740)

Title: Measuring Skewness Premia

18.  Alok Kumar Rajwanshi (160084)

Title: The Construction of Optimal Portfolio Using Single Index Model

19.  Sachin Angural (160597) and Anurag Chanani (160138)

Title: Betting against Correlation: Measuring Hedging Effectiveness of Commodities

20.  Smarth Gupta (160695)

      Title: Analysing the Impact of COVID-19 Outbreak from Investors' Perspective