Assistant Professor, Department of Management Sciences
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.
Office
Room No. DoMS-313,
Department of Management Sciences
IIT Kanpur,
Kanpur 208016
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
Algorithmic Trading (Spring)
Subject code: NAInstitute: IIM Shillong
Money & Central Banking(Autumn)
Subject code: BMN-695Institute: IIT Roorkee
Portfolio Management(Autumn)
Subject code: BMN-696Institute: IIT Roorkee
Security Analysis for Investments(Autumn)
Subject code: BMN-683Institute: IIT Roorkee
Indian Financial System(Spring)
Subject code: BMN-684Institute: IIT Roorkee
Modern Financial Markets & Market Microstructure(Spring)
Subject code: BMN-691Institute: IIT Roorkee
Referred Journal Papers
A-Category Publications
Tripathi, Abhinava, and Alok Dixit, Vipul. "Information content of order imbalance in an order-driven market: Indian Evidence." Finance Research Letters(2020). [ABDC A]
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]
B-Category Publications
Tripathi, Abhinava, Vipul, and Alok Dixit. "Liquidity commonality beyond best prices: Indian evidence." Journal of Asset Management4 (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 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)
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.
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)
Projects
TOPIC | STARTFIELD DATE | DESCRIPTION | FINANCIAL OUTLAY | FUNDING AGENCY |
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 | Govt. of Uttarakhand |
Ease of Doing Business (Ministry of Corporate Affairs) | 01 Jul 2021(Economics) | Study the ease of doing business parameters across different Indian states. Develop the methodology to rank the states. | Rs 5 Lakhs | Ministry of Corporate Affairs |
Supervisions
Student Name | Area of Research | Duration |
Mayank Gupta | Banking and loan loss provisions | 01 Dec 2020 – 31 Dec 2024 |
Diksha Mittal | Banking and loan loss provisions | 01 Dec 2021 – 31 Dec 2025 |
Charu Vadhava | Energy Markets | 01 Dec 2020 – 31 Dec 2024 |
Ravi Raushan Jha | Energy Markets | 01 Dec 2020 – 31 Dec 2024 |
Lagan Jindal | Mutual Funds | 01 Dec 2020 – 31 Dec 2024 |
Manisha Yadav | Mutual Funds | 01 Dec 2020 – 31 Dec 2024 |
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 |
Coursera: ML For Finance (https://www.coursera.org/certificates/machine-learning-finance-iitr)
Simplilearn: Business Analytics For Strategic Decision Making (https://www.simplilearn.com/iit-business-analytics-certification-program)
Times TSW: Certificat Program in Data Analytics (https://executive.timespro.com/course/technology-and-analytics/iit-roorkee-certificate-program-in-data-analytics/)
Upgrad Module: Inferential Statistics and Hypothesis Testing