|
|
|
|
Abhinava Tripathi
PhD (IIM Lucknow)
|
Email: abhinavat[AT]iitk.ac.in
Office Phone: 0512-259-2339
|
Assistant Professor, Department of Management Sciences
Research Interest
Financial Markets, Market microstructure, Liquidity, Market Efficiency, Banking, Corporate Banking, Credit risk management in Banking, Project Finance, Investment Management, Derivatives, Security Analysis and Portfolio Management, Corporate Finance, Financial Management, Corporate Valuation and Restructuring, R programming: Quantitative applications in Finance with R, Accounting, Financial Accounting, Management Accounting.
|
|
|
|
Education
- Ph.D., Finance and Accounting, IIM Lucknow, July 2017 - June 2020
- MBA, Finance and Accounting, IIM Kozhikode, 2011
(CAT: 99.6%)
- B-Tech, Chemical Engineering, IIT Roorkee, 2008
Website(s)
|
-
Assistant Professor
01 August 2022 - Present, IIT Kanpur
-
Assistant Professor
01 Jul 2020 – 25 July 2022, IIT Roorkee
-
Manager
01 Sep 2015 - 31 Mar 2017, ICICI Bank (Large Corporate Division)
-
Credit Analyst
01 Aug 2013 - 30 Aug 2015 ICRA
-
Deputy Manager
01 Jun 2011 - 30 Sep 2013, SBI Capital Markets (Investment Banking and Project Finance)
Temporary positions (in parallel with the regular position)
-
Visiting Associate Professor (Investment Analysis and Portfolio Management)
01 Jun 2022 - 24 Oct 2022, St. Petersburg Polytech University, Russia
-
Visiting Assistant Professor (Algorithmic Trading)
01 Dec 2021- 31 Mar 2022, IIM Shillong
Sponsored Research and Consultance Projects
|
TOPIC
|
STARTFIELD DATE
|
DESCRIPTION
|
FINANCIAL OUTLAY
|
FUNDING AGENCY
|
|
Financial and Economic Viability of the Kalpasar Project.
|
01 Sept. 2022 (Consultancy)
|
Govt. of Gujarat, awarded to Grant Thornton and GT-Infra): Engaged on behalf of Grant Thorton
Assessing the financial and economic viability of the various sub-projects and at the aggregate level for Kalpasar
Transaction structuring for the project to increase its financial and operational viability
Quantification of socioeconomic benefits from the project, using the shadow cost factor approach
|
Overall project cost of more than Rs 1 Lakh Crore.
|
Govt of Gujarat
|
|
Transaction Advisory to Uttarakhand Sugars
|
01 Feb 2021 (Consultancy)
|
UK Govt. intends to revive its Sitarganj Mill by providing it on as is basis in PPP mode by offering it on lease to create an integrated plant facility. The consultancy assignment involves the examination of the financial viability of the Sugar mill under the proposed scheme. In addition, the assignment also involves transaction advisory, which includes Bid advisory and preparation of transaction documents (e.g., Request for proposal, Concession agreement, Project Information Memorandum, Project Viability Report).
|
Construction of Integrated Sugarmill Complex in Uttarakhand (Rs 100-180 crore project cost). Consultancy award Rs 5 Lakhs
|
Govt. of Uttarakhand
|
|
Ease of Doing Business (Ministry of Corporate Affairs)
|
01 Jul 2021 (Sponsored Research)
|
Study the ease of doing business parameters across different Indian states. Develop the methodology to rank thestates.
|
Rs 5 Lakhs
|
Ministry of Corporate Affairs
|
Memberships
-
National Stock Exchange of India (NSE):
01 Jul 2021 - Present
Advisory to NSE on development of courses, training programs, guest lectures
-
Uttarakhand (UK) Govt.:
01 Jul 2020 - Present
Project/Consultancy related advisory to UK Govt.
|
Course Title
|
Subject Code
|
Institute
|
|
Security Analysis for Investments
|
MBA770M
|
IIT Kanpur
|
|
Portfolio Management
|
MBA780M
|
IIT Kanpur
|
|
Introduction to Management (Finance)
|
DMS-201
|
IIT Kanpur
|
|
Algorithmic Trading
|
|
IIM Shillong
|
|
Money & Central Banking
|
BMN-695
|
IIT Roorkee
|
|
Portfolio Management
|
BMN-696
|
IIT Roorkee
|
|
Security Analysis forInvestments
|
BMN-683
|
IIT Roorkee
|
|
Indian Financial System
|
BMN-684
|
IIT Roorkee
|
|
Modern Financial Markets& Market Microstructure
|
BMN-691
|
IIT Roorkee
|
Supervisions
|
Ph.D. Supervision as Main Advisor
|
|
Ph.D. Scholar
|
Thesis Title
|
Status
|
|
Manisha Yadav
|
Prospect Theory, Investor Sentiment, and MAX effect: Evidence from ESG Funds and Cryptocurrencies.
|
Complete: Assistant Professor at Jindal School of Banking and Finance
|
|
Charu Vadhava
|
Market Efficiency: Evidence from the global carbon markets
|
Internal Submission Done. External Defense Awaited
|
|
Lagan Jindal
|
Green Mutual Funds: An Empirical Analysis
|
Internal Submission Done. External Defense Awaited
|
|
Mayank Gupta
|
Earnings Management and ESG: Evidence from Banking Sector
|
Internal Submission Done. External Defense Awaited
|
|
Ravi Raushan Jha
|
Essays on volatility spillovers, hedging, and diversification in carbon markets: Evidence from Europe and China
|
In progress
|
|
Diksha Mittal
|
Loan Loss Provisions & Earnings Management: Contemporary Trends in Banking
|
In progress
|
|
Ankit Agarwal
|
Essays on Energy Market
|
In progress
|
MDPs/FDPs
|
Name of event
|
Duration
|
Institute
|
|
TEQIP: Open Source Tools for scientific computing
|
28 Dec 2020 – 01 Jan 2022
|
IIT Roorkee
|
|
FDP on Advanced Research Methods with R
|
14 Aug 2021 – 28 Aug 2021
|
Self Finance
|
|
NPTEL
|
Advanced Financial Analytics
|
NPTEL
|
|
NPTEL
|
Artificial Intelligence (AI) for Investments
|
NPTEL
|
|
NPTEL
|
Advanced Algorithmic Trading and Portfolio Management
|
NPTEL
|
|
NPTEL
|
Advanced R Programming for Data Analytics in Business
|
NPTEL
|
|
NPTEL
|
Advanced Financial Instruments for Sustainable Business and Decentralized Markets
|
NPTEL
|
|
Coursera
|
Machine Learning for Finance
|
Coursera
|
|
Simplilearn
|
Data Analytics
|
IIT Kanpur
|
|
Jaro
|
Data Science and Business Analytics
|
IIT Guwahati
|
|
Intellipat
|
Investment Banking
|
IIT Guwahati
|
A*/A-Category Publications
-
Tripathi, Abhinava, Jha, Ravi Raushan, Vadhava, Charu “A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022).” Energy Economics (2025). [ABDC A*]
-
Tripathi, Abhinava, Jha, Ravi Raushan, Vadhava, Charu “Pricing efficiency of European carbon futures market during the COVID-19 pandemic.” Australian Journal of Management (2024). [ABDC A]
-
Tripathi, Abhinava, Dixit, Alok “Global component of sentiment in futures markets: evidence from Covid-19 pandemic.” American Business Review (2023). [ABDC A]
-
Tripathi, Abhinava, Dixit, Alok, and Vipul. " Liquidity commonality in the cryptocurrency market." Applied Economics (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 Dixit, Alok. "Liquidity commonality in extreme quantiles: Indian evidence." Finance Research Letters (2020). [ABDC A]
-
Tripathi, Abhinava, and Dixit, Alok, Vipul. "Information content of order imbalance in an order-driven market: Indian Evidence." Finance Research Letters (2020). [ABDC A]
-
Pandey, Ashish; and Tripathi, Abhinava; Guhathakurta, Kousik. " The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions." Finance Research Letters (2022). [ABDC A]
B-Category Publications
-
Tripathi, Abhinava, Vipul, and Dixit, Alok. "Liquidity commonality beyond best prices: Indian evidence." Journal of Asset Management 21.4 (2020): 355-373. [ABDC B]
-
Tripathi, Abhinava, and Dixit, Alok, Vipul. "Liquidity of financial markets: a review." Studies in Economics and Finance (2019).[ABDC B]
-
Tripathi, Abhinava, and Dixit, Alok, Vipul. "Limit order books: a systematic review of literature." Qualitative Research in Financial Markets (2020). [ABDC B]
-
Tripathi, Abhinava, Vipul, and Dixit, Alok. " The arrival of information and price adjustment across extreme quantiles: Global evidence." IIM Kozhikode Society and Management Review (2020). [ABS 2]
-
Tripathi, Abhinava. "Adaptive market hypothesis and investor sentiments: global evidence." Managerial Finance (2020). [ABDC B]
Reviewer
My reviewer responsibilities include the following journals:
-
Finance Research Letters (ABDC A),
-
Journal of Behavioral 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)
Office
Room No. DoMS-313,
Department of Management Sciences
IIT Kanpur,
Kanpur 208016
Office Phone: 0512-259-2339 (O)
Email: abhinavat[AT]iitk.ac.in
|
|
|
