Specialization

Economics, Econometrics and Finance

Email

asah259@gmail.com

BRIEF PROFILE :-Presently I am working as Associate Professor in the area of Economics & Finance in Thapar University, Patiala. I am a doctorate in Economics from Central University of Hyderabad and there are 30 research publications to my credit having more than 15 years of teaching experience. Two of my research publications were selected for IIM Kozhikode and IIM Kolkata international conferences. In addition, I have published 2 books on Data Analytics using MS Excel.  My areas of interest are Financial Markets and Macroeconomics and have got expertise in GRETL, Eviews and Data Analysis in Excel as well. Two books and a research project for National Stock Exchange (NSE) on Stock Market Seasonality are my other credentials.

WORK EXPERIENCE:      More than 17 years of Teaching Experience

July 2021 to Present   Associate Professor in Econometrics & Engineering Economics, Thapar University, Patiala.

b) Jan 2019 to June 2021 Assistant Professor (AP-III) in Econometrics & Engineering Economics, Thapar University, Patiala.

c) Feb 2016 to Dec 2018 Assistant Professor (AP-II) in Econometrics & Engineering Economics, Thapar University, Patiala.

d)June 2012 to Jan 2016  Assistant Professor in Econometrics & Engineering Economics, Thapar University, Patiala.       

e) Jan 2007 to June 2012 Assistant Professor in Econometrics & Managerial Economics, University of Petroleum& Energy Studies, Dehradun

• Taught Econometrics & Economics in several Management courses like MBA (O&G), MBA (Aviation), MBA (Power), etc.

 

EDUCATION :-

Central University of Hyderabad, Hyderabad
Ph. D in Derivatives Markets, Oct 2010                                               
Central University of Hyderabad, Hyderabad
M.Phil in Futures Markets, Dec, 2004                                        
Passed with first Division (61%)

Central University of Hyderabad, Hyderabad                                    
MA in Economics, June 2002                                        
Passed with first Division (61%) 

Utkal University, Cuttuck, Orissa                                         
B.A. in Economics (with honours), June 2000                                                         
Passed with honours and distinction (61%)

RESEACRH:-Fields of Concentration                   

INTEREST :-Financial Econometrics, Econometrics & Macroeconomics 

COURSE WORK :-Econometrics-I, Econometrics-II, Econometrics-III, Econometrics-IV Microeconomics, Macroeconomics, International Trade and Payments, International Finance, Research Methodology, Theory of Growth, Theory of Planning and Development, Public Economics, Indian Economy, Optimization.

BOOKS 

1.  Published “Data Analysis Using Microsoft Excel” from Excel Books, New Delhi, 2009.

2. “Statistics for Management Using Microsoft Excel” IK International, New Delhi, 2013.

3. ‘Introductory Econometrics Using MS Excel’ Published Kindle Version on Amazon, 2017.

4. ‘Introduction to Econometrics Using Excel & Jamovi’ Cambridge Scholars Publishing (under publication)

RESEARCH PROJECT :-Research Project for National Stock Exchange (NSE) titled “Stock Market Seasonality: A Study of the Indian Stock Market” 2009.

THESIS GUIDANCE :-Corporate Performance: A Panel Data Study of Selected Companies (M.Phil), along with Prof. Ravi Kiran, 2013

MGNERGA and its impact on Punjab (M.Phil), along with Prof. Ravi Kiran, 2013.

TRAINING PROGRAM:- Conducted Training Program on ‘Decision Making Skills’ for employees of Indian Oil Corporation Ltd, Digboi, Assam. Nov 2007.  

WORKSHOP                       

1. “Business Data Analysis Using SPSS/EViews” organized by IILM, Greater Noida, July 2008. 

2.“Five Days Workshop on Research Methodology using SPSS” organized by University of Petroleum and Energy Studies, Gurgoan, July 2007.

3. “Capacity Building for Research Methodology” organized by Institute of Public Enterprise sponsored by ICSSR.

4. ‘Multivariate Advanced Data Analytics for Marketing’ organized by ABV-IIITM, Gwalior, 2013.

PAPERS Journals

1. Sheena Chhabra, Ravi Kiran, N. Sah, (2017) "Information asymmetry leads to underpricing: validation through SEM for Indian IPOs", Program, Vol. 51 Issue: 2, pp.116-131.

2. “Customer satisfaction using website functionality, perceived usability and perceived usefulness towards online shopping: an emerging economy case”, (Urvashi T. & Kiran, R.), Information Development, 32(5): pp.1657-1673, first published on December 8, 2015.

3. “Understanding online shopping adoption in India: unified theory of acceptance and use of technology 2 (UTAUT2) with perceived risk application”, (Urvashi T. & Kiran, R.), Service Science, 8(4): 420-437, 2016.

4. “The influence of website functionality, drivers and perceived risk on customer satisfaction in online shopping: An emerging economy case” (Urvashi T. & Kiran, R.), Information Systems and e-Business Management. DOI: 10.1007/s10257-017-0341-3, 2017.

5. “Stress management through regulation of blood pressure among college students” (Joshi.A., Kiran, R.& Singla,H.), Work, Vol.54, No.3, pp-745-752, IOS Press, 2016.
6. “An Expreimental analysis to monitor and manage stress among Engineering Students Using Galvanic Skin Response Meter” (Joshi.A.& Kiran, R.), Work56, No.3, pp-409-420, IOS Press, 2017.

7. “Analyzing Deterrents to Online Retailing: A Study of Users and Non Users in India”, (Urvashi T. & Kiran, R.), Global Business and Management Research: An International Journal, 7(4): 21-41., 2015.

8. “Analyzing Customer Satisfaction: Users Perspective towards Online Shopping” (Urvashi T. & Kiran, R.), Nankai Business Review International, 2017.
9. “Understanding barriers and drivers to online shopping: an emerging economy case” (Urvashi T. & Kiran, R.), International Journal of Electronic Business, 13(2/3): 216-243., 2017.

10. Behaviour of Stock Return Volatility in India: A Study in the Context of the US Sub-Prime Crisis, Decision, 38, Issue 3, pp. 26-38, IIM, Calcutta.

11. “Hedging Effectiveness of Index Futures Contract: The Case of S&P CNX Nifty” (Krishan K.Pandey), Global Journal of Finance and Management, 3, No.1, 2011.

12. “Index Futures Trading, Information and Stock Market Volatility: Evidence from the Indian Derivatives Market.” Gitam Journal of Management, Vol.5, No.4, Oct-Dec 2007,
13. “Price Discovery in Cash and Futures Market: The Case of S&P Nifty Futures” (With Anil Kumar), The ICFAI Journal of Applied Finance.12 No.4, April 2006,
14. “Some Aspects of Futures Trading in India: The Case of S&P Nifty Futures”, The ICFAI Journal of Derivatives Markets, Vol.III, January 2006
15. “Lead-lag and Long-Term Relationship between S&P CNX Nifty and Nifty Futures” (with Dr. G. Omkarnath), April 2005, The ICFAI Journal of Applied Finance.
16. “Is Futures Rate an Unbiased Predictor of Future Spot Rate?” (With Dr. G. Omkarnth) July 2005, The ICFAI Journal of Derivatives Markets.
17. “Money Demand Function in India before and after Liberalization” (with Y.G. Sivaram), The ICFAI Journal of Monetary Economics, III, No.4, 2005.
18. “Direct Institutional Credit to Agriculture and Allied Activities –Changing Scenario”, The ICFAI Journal of Agricultural Economics, Vol.III (2), 2005.
19. “Fiscal Deficit and Macroeconomic Instability: The Case of India”, The ICFAI Journal of Public Finance, Vol.III, No.3, 2005.

Conferences

1. “Behaviour of Stock Return Volatility in India: A Study in the Context of the US Sub-Prime Crisis” paper presented in the International Finance Conference held on Jan 9-12, 2011 conducted by Indian Institute of Management (IIM-C) Calcutta.

2. “Dynamic Relationship among FIIs, Mutual Funds and Stock Returns Volatility: A Study of Indian Stock Market” paper presented in International Conference on Financial Sector Reforms and the Indian Economy held on November 11-13, 2010 at Indian Institute of Management (IIM-Kozhikode).

3. “Derivatives and Volatility: A Study of the Indian Stock Markets” paper presented in the National Institute of Capital Market (formally, UTI Institute of Capital Markets) held on Dec 19-20, 2005 and was adjudged as outstanding paper. This paper is also available on Social Science Research Network (SSRN) website.

4. “Do Institutional Investors Destabilize the Indian Stock Markets?” paper presented in International Conference held at Goa on July 16^th -17^th, 2005 jointly conducted by Goa Institute of Management (GIM) and Institute of Financial Management and Research (IFMR).

5. “Are There Trends towards Market Efficiency: A Study of the Indian Stock Markets” paper presented in December, 2005, International Conference on Business and Finance, ICFAI Business School-India and Philadelphia University-USA, Hyderabad.

Magazines Articles

1. “Volatility: Friend or Foe” published in ICFAI Reader, July 2006.
2. “Sensex, S&P500 and Nikkei 225: Searching for Nexus” published in Portfolio Organiser, September, 2006.
3. “Stock market and Forex Market: Exploring the Link” published in Treasury Management, November, 2006.
4. “Why we must worry for Economic Growth Rate?”, Avantha Times, 2013.

ACHIEVEMENT 

A Cash Award of Rupee 10, 000 for the outstanding paper presented at  9^th Indian Capital Market Conference, December, 2005, Indian Institute of Capital Market (Formerly known as UTI Institute of Capital Market), Mumbai.