Abhinava Tripathi - Department of Management Studies,Indian Institute of Technology Roorkee
Abhinava Tripathi
Abhinava Tripathi Assistant professor abhinava.tripathi@ms.iitr.ac.in 7905975201 Website
Areas of Interest
  • 1) Financial Markets, Market microstructure, Liquidity, Market Efficiency, 2)Banking, Corporate Banking, Credit risk management in Banking, Project Finance, 3) Investment Management, Derivatives, Security Analysis and Portfolio Management, 4) Corporate Finance, Financial Management, Corporate Valuation and Restructuring, 5) R programming:, Quantitative applications in Finance with R, 6) Accounting, Financial Accounting, Management Accounting
Professional Background
2015-01-011 year ManagerICICI Bank (Large Corporate divison)
2013-01-012 years Credit AnalystICRA
2011-01-012 years Deputy ManagerSBI Capital Markets (Investment Banking and Project Finance)
Educational Details
Ph.D. (July 2017 to June 2020)Finance and AccountingIIM Lucknow2020
MBAFinance and AccountingIIM Kozhikode2011
B-TechChemical EngineeringIIT Roorkee2008
Sponsored Research Projects
TopicFunding AgencyStart DatePeriod
Transaction Advisory to Uttarakhand SugarsGovt. of Uttarakhand2021-02-012 months
Teaching Engagements
TitleCourse CodeClass NameSemester
Money & Central BankingBMN-695MBA II YearAutumn
Portfolio ManagementBMN-696MBA II YearAutumn
Security Analysis for InvestmentsBMN-683MBA II YearAutumn
Indian Financial SystemBMN-684MBA II YearSpring
Modern Financial Markets & Market MicrostructureNewMBA I YearSpring
PHDs Supervised
TopicScholar NameStatus of PHDRegistration Date
Banking and loan loss provisionsMayank GuptaO2020-12
Energy MarketsCharu VadhvaO2020-12
Energy MarketsRavi Raushan JhaO2020-12
Mutual FundsLagan JindalO2020-12
Mutual FundsManisha YadavO2020-12
Visits to outside institutions
Institute VisitedPurpose of VisitDate
IIT KanpurGuest Lecture on R : FinMODE 20212021-02-15
MNIT JaipurAICTE ATAL: Guest Lecture on Data Analytics with R2021-12-17
NITTTR ChandigarhFree and Open Source Software (FOSS) Tools for Effective Teaching-Learning2021-02-19
BNM Institute of Technology, BengaluruAICTE ATAL: Big Data Text Analytics2021-09-24
Participation in short term courses
Couse NameSponsored ByDate
TEQIP: Open Source Tools for scientific computingIIT Roorkee2020-12
FDP on Advanced Research Methods with RSelf Finance2021-08
Refereed Journal Papers and Reviewer Responsibilities

A-Category Publications

Tripathi, Abhinava, and Alok Dixit, Vipul. "Liquidity commonality in the cryptocurrency market.Applied Economics (2021). [ABDC A]

Pandey Ashish, Tripathi Abhinava, and Kousik Guhathakurta . "The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions." Finance Research Letters (2021). [ABDC A]

Tripathi, Abhinava and Pandey Ashish. "Information dissemination across global markets during the spread of COVID-19 pandemic." International Review of Economics & Finance (2021). [ABDC A]

Tripathi, Abhinava, Vipul, and Alok Dixit. "Liquidity commonality in extreme quantiles: Indian evidence." Finance Research Letters (2020): 101448. [ABDC A]

Tripathi, Abhinava, and Alok Dixit, Vipul. "Information content of order imbalance in an order-driven market: Indian Evidence." Finance Research Letters (2020). [ABDC A]


B-Category Publications


Tripathi, Abhinava, Vipul, and Alok Dixit. "Liquidity commonality beyond best prices: Indian evidence." Journal of Asset Management 21.4 (2020): 355-373. [ABDC B]

Tripathi, Abhinava, and Alok Dixit, Vipul. "Liquidity of financial markets: a review." Studies in Economics and Finance (2019). [ABDC B]

Tripathi, Abhinava, and Alok Dixit, Vipul. "Limit order books: a systematic review of literature." Qualitative Research in Financial Markets (2020). [ABDC B]

Tripathi, Abhinava, Vipul, and Alok Dixit. "Adaptive market hypothesis and investor sentiments: global evidence." Managerial Finance (2020). [ABDC B]

Tripathi, Abhinava. "Arrival of information and price adjustment: global evidence." IIM Kozhikode Management Society Review (2020). [ABS 2]



My reviewer responsibilities include the following journals Finance Research Letters (ABDC A), Journal of Behavioral and Experimental Finance (ABDC A), International Review of Economics and Finance (ABDC A), Journal of Asset Management (ABDC B), Qualitative Research in Financial Markets (ABDC B)



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Credits : Information Management Group, IIT Roorkee
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