Dr. Gaurav Kumar

PhD IIT Kharagpur

Faculty of Financial Engineering

School of Management and Entrepreneurship

IIT Jodhpur

Contact:

Email: gauravkumar@iitj.ac.in

Awards/Honors

Junior Research Fellowship (2013), University Grants Commission, Government of India


Dr. Kumar has done his postdoc in the area of financial data analytics from University College Dublin (UCD). He has obtained PhD degree in the area of Market Microstructure from Indian Institute of Technology (IIT), Kharagpur, and MBA degree from Indian Institute of Foreign Trade (IIFT), Delhi and B Tech from MNNIT, Allahabad. He has studied liquidity of midcap stocks as an area of research for his doctoral thesis. He has industry experience in SAP ERP consulting while working for Tata Consultancy Services (TCS). He has received many awards and grants including UGC Junior Research Fellowship (JRF). His research work is presented at various International conferences at American Economic Association (USA), ICMA centre (London), Corvinus University (Hungary), La Trobe University (Melbourne), IIM Ahmedabad, IIT Madras, IIT Kharagpur, and IIT Kanpur

Research Interests

Financial Management

Teaching Interests

Cost and Management Accounting

Financial Data Analytics




Publications

JOURNAL PUBLICATIONS

          • Kumar, G., Misra, A.K., Rahman, M. And Pant, A. (2020). Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks, Global Business Review (SCOPUS, ABDC “C”).

          • Kumar, G. and Misra, A.K. (2019). Liquidity-adjusted CAPM — An empirical analysis on Indian stock market, Cogent Economics & Finance (SSCI, SCOPUS, ABDC“B”), https://doi.org/10.1080/23322039.2019.1573471

          • Kumar, G. and Misra, A.K. (2020). Long Run Commonality in Indian Stocks: Empirical Evidence from National Stock Exchange of India, Journal of Indian Business Research (SCOPUS, ABDC “C”). https://doi.org/10.1108/JIBR-09-2016- 0091

          • Kumar, G. and Misra, A.K. (2018). Commonality in liquidity: Evidence from India’s National Stock Exchange, Journal of Asian Economics (SSCI, SCOPUS, ABDC“B”),https://doi.org/10.1016/j.asieco.2018.09.001

          • Kumar, G., Muckley, C.B., Pham, L. and Ryan, D. (2018): Can alert models for fraud protect the elderly clients of a financial institution? The European Journal of Finance (SSCI, SCOPUS, ABS “3”, ABDC “A”), https://doi.org/10.1080/1351847X.2018.1552603

          • Kumar, G. and Misra, A.K. (2017). Liquidity Beta Dynamics on Indian Stock Market, Journal of Management Research ( ABDC “C”), Volume 17, Issue- 1

          • Kumar, G. and Misra, A.K. (2015). Analysis of Liquidity-Study on Indian Mid-Cap Stocks, International Journal of Economics and Finance, 7, 10

          • Kumar, G. and Misra, A.K. (2015). Closer View at the Stock Market Liquidity: A Literature Review, Asian Journal of Finance & Accounting( ABDC “C”), 7, 2


COMMUNICATED ARTICLES

  • Why do Firms buy back Shares? A Machine Learning Framework with Prof. Gabriel (University of Laval, Canada), submitted for review at International Review of Financial Analysis (IRFA), Elsevier, ABDC "A" category

  • Management Choice of Share Buyback Method in an Emerging Economy: A Machine Learning Perspective, submitted to Financial Innovation, Springer (Scopus Index)

  • Board Characteristics and Liquidity: Evidence from Indian banks, Second revision in Journal of Public Affairs, Wiley (Scopus, ABDC "B")

Conferences

  • “Commonality in Liquidity- New evidence from National Stock Exchange India”, Financial Markets and Corporate Governance Conference 2018, La Trobe University, Melbourne (Australia), April 2018

  • “Commonality in Liquidity- New evidence from National Stock Exchange India”, American Economic Association (AEA), Philadelphia (USA), January 2018

  • “Commonality in Liquidity- New evidence from National Stock Exchange India”, 8th Annual Financial Market Liquidity Conference, Corvinus University (Hungary), November 2017

  • “Financial Institution Alert Models for Elderly Financial Exploitation”, Recent Developments in Econometrics and Financial Data Science, ICMA Centre, Henley Business School, University of Reading(UK), November 2017

  • “Commonality Dynamics Across Industries: Empirical study on India's NIFTY50”, International Conference on Financial Markets and Corporate Finance (ICFMCF), IIT Kanpur (India), July 2018

  • “Systematic Liquidity in Long Run: Industry Perspective on NIFTY50”, 5th International Conference on Empirical Issues in International Trade and Finance (EIITF), IIFT Kolkata (India), December 2016

  • “Industry-wide Commonality in Emerging Markets: A study on India’s NIFTY50”, 4th Pan-IIM World Management Conference, IIM Ahmedabad(India), December 2016

  • “Intraday Liquidity Patterns and Commonality in Liquidity: A Study of NIFTY50”, International Conference on Financial Markets and Corporate Finance (ICFMCF), IIT Madras (India), August 2016

  • “Sectoral Intraday Liquidity Patterns in Limit Order Books on NSE”, Management Doctoral Colloquium (MDC), IIT Kharagpur (India), February 2016

  • “Liquidity in Emerging Markets: A Literature Review”, Management Doctoral Colloquium (MDC), IIT Kharagpur (India), February 2015

Membership of Board/Advisory Committee:

  • Member of School Library Committee

  • Lifetime Member, The Indian Econometric Society (TIES), India