Lecturer
- About
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- School/Department
- Business School
Biography
Dr. Pranjal Srivastava is a Lecturer/Assistant Professor in Finance at the University of Aberdeen. He joined the University in August 2023, after getting his Ph.D. from Indian Institute of Management, Ahmedabad (India). He also holds an MBA from Indian Institute of Technology, Roorkee (India) and a B. Tech from Vellore Institute of Technology, Vellore (India).
He has worked in the finance industry for about 6 years. His roles included credit appraisal of MSME borrowers at Bank of India and a FP&A manager at Ford Motors.
His research interests lie in financial market efficiency, buybacks and derivatives.
Latest Publications
Oil price volatility and tail risk dynamics in the Indian stock market: Insights from the CAViaR and TVP-VAR Models
International Review of Finance, vol. 25, no. 4, e70044Contributions to Journals: ArticlesDoes government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market
Journal of Corporate Finance, vol. 94, 102832Contributions to Journals: ArticlesImpact of operational fragility on stock returns: Lessons from COVID‐19 crisis
International Review of Finance, vol. 22, no. 2, pp. 365-398Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1111/irfi.12374
‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets
Quantitative Finance, vol. 22, no. 5, pp. 943-971Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1080/14697688.2021.2006281
- [ONLINE] Link to working paper
- Teaching
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Teaching Responsibilities
Current Courses:
FI3009-Corporate Financial Theory (UG)
FI3514-Fixed Income Securities (UG)
BU5034-Issues in Corporate Finance (PG)
BU5526-Portfolio Analysis (PG)
BU593Y-Investment Projects (PG)
- Publications
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Page 1 of 1 Results 1 to 4 of 4
Oil price volatility and tail risk dynamics in the Indian stock market: Insights from the CAViaR and TVP-VAR Models
International Review of Finance, vol. 25, no. 4, e70044Contributions to Journals: ArticlesDoes government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market
Journal of Corporate Finance, vol. 94, 102832Contributions to Journals: ArticlesImpact of operational fragility on stock returns: Lessons from COVID‐19 crisis
International Review of Finance, vol. 22, no. 2, pp. 365-398Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1111/irfi.12374
‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets
Quantitative Finance, vol. 22, no. 5, pp. 943-971Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1080/14697688.2021.2006281
- [ONLINE] Link to working paper
