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
| From | Period | Position | Organisation |
|---|---|---|---|
| 2015-01-01 | 1 year | Manager | ICICI Bank (Large Corporate divison) |
| 2013-01-01 | 2 years | Credit Analyst | ICRA |
| 2011-01-01 | 2 years | Deputy Manager | SBI Capital Markets (Investment Banking and Project Finance) |
Educational Details
| Degree | Subject | University | Year |
|---|---|---|---|
| Ph.D. (July 2017 to June 2020) | Finance and Accounting | IIM Lucknow | 2020 |
| MBA | Finance and Accounting | IIM Kozhikode | 2011 |
| B-Tech | Chemical Engineering | IIT Roorkee | 2008 |
Sponsored Research Projects
| Topic | Funding Agency | Start Date | Period |
|---|---|---|---|
| Transaction Advisory to Uttarakhand Sugars | Govt. of Uttarakhand | 2021-02-01 | 2 months |
Teaching Engagements
| Title | Course Code | Class Name | Semester |
|---|---|---|---|
| Money & Central Banking | BMN-695 | MBA II Year | Autumn |
| Portfolio Management | BMN-696 | MBA II Year | Autumn |
| Security Analysis for Investments | BMN-683 | MBA II Year | Autumn |
| Indian Financial System | BMN-684 | MBA II Year | Spring |
| Modern Financial Markets & Market Microstructure | New | MBA I Year | Spring |
PHDs Supervised
| Topic | Scholar Name | Status of PHD | Registration Date |
|---|---|---|---|
| Banking and loan loss provisions | Mayank Gupta | O | 2020-12 |
| Energy Markets | Charu Vadhva | O | 2020-12 |
| Energy Markets | Ravi Raushan Jha | O | 2020-12 |
| Mutual Funds | Lagan Jindal | O | 2020-12 |
| Mutual Funds | Manisha Yadav | O | 2020-12 |
Visits to outside institutions
| Institute Visited | Purpose of Visit | Date |
|---|---|---|
| IIT Kanpur | Guest Lecture on R : FinMODE 2021 | 2021-02-15 |
| MNIT Jaipur | AICTE ATAL: Guest Lecture on Data Analytics with R | 2021-12-17 |
| NITTTR Chandigarh | Free and Open Source Software (FOSS) Tools for Effective Teaching-Learning | 2021-02-19 |
| BNM Institute of Technology, Bengaluru | AICTE ATAL: Big Data Text Analytics | 2021-09-24 |
Participation in short term courses
| Couse Name | Sponsored By | Date |
|---|---|---|
| TEQIP: Open Source Tools for scientific computing | IIT Roorkee | 2020-12 |
| FDP on Advanced Research Methods with R | Self Finance | 2021-08 |
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]
Reviewer
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)
