Title Dr. First Name Pankaj Last Name Sinha
Designation Professor
Department Faculty of Management Studies
Email pankaj-sinha@fms.edu
Webpage
Phone.no 9891368802
Employement Info
Employee Type Nature Of Employment
Teaching Permanent
Educational Qualifications
Degree/Certification Name Institution Year of Completion
Ph.D. - Bayesian Econometrics University of Delhi 1992
PG University of Gorakhpur 1984
Qualifications
Examination Name Conducting Body Date of Passing
NET University Grants Commission - National Educational Test 02-06-1988
Fellowship Details
Name Of Fellowship Awarding Body Fellowship Level
Junior Research Fellowship (JRF) University Grants Commission (UGC) National
Senior Research Fellowship (SRF) University Grants Commission (UGC) National
Research Supervision Overview
PhD Scholars Supervised PhD Degrees Awarded Theses Submitted
2 11 0
Research Publications
Title of Article Type of Publication Name of Journal ISSN Journal Volume Year Link to Article DOI (Digital Object Identifier)
Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion? Research Papers in Peer Reviewed Journals IM Kozhikode Society & Management Review 13(1) https://doi.org/10.1177/22779752211050693
"Effect of subprime crisis on financing decisions and capital structure of Indian firms: a pre- and post- crisis study using system GMM methodology", Journal of Advances in Management Research Research Papers in Peer Reviewed Journals "Effect of subprime crisis on financing decisions and capital structure of Indian firms: a pre- and post- crisis study using system GMM methodology", Journal of Advances in Management Research, Vol. 20(3) 2023
Modelling profitability of Indian banks Research Papers in Peer Reviewed Journals Research Journal of Social Sciences and Management vol. 1. Number 4
Price, Return and Volatility Linkages of Base Metal Futures traded in India Research Papers in Peer Reviewed Journals International Research Journal of Finance and Economics Issue 130, April 2015
Modeling exchange rate dynamics in India using stock market indices and macroeconomic variable Research Papers in Peer Reviewed Journals Global Business Review
Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm Research Papers in Peer Reviewed Journals International Journal of System Assurance Engineering and Management vol6, issue 4
Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System Research Papers in Peer Reviewed Journals Agricultural Situation in India Vol. LXXI No 8
Securities Transaction Tax and Stock Market - An Indian Experience Research Papers in Peer Reviewed Journals Finance India Vol. xxvii, No 2
Capital structure puzzle: the interrelationship between leverage, taxes, and other microeconomic factors Research Papers in Peer Reviewed Journals International Research Journal of Finance and Economics Issue 116
Role of personal taxes in capital structure decisions: Evidence from India Research Papers in Peer Reviewed Journals Business and Economic Horizons Volume 9 (3), November
Evolution of Security Transaction Tax in India Research Papers in Peer Reviewed Journals International Journal of Intelligent Technologies and Applied Statistics Vol.5, No.4
Prediction for the 2012 United States Presidential election using multiple regression model Research Papers in Peer Reviewed Journals The Journal of Prediction Markets 6 2
Algorithm for construction of a portfolio of stocks using Treynor’s ratio Research Papers in Peer Reviewed Journals Journal of Applied Research in Finance Volume IV, Issue 1(7)
Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession Research Papers in Peer Reviewed Journals Journal of Applied Economic Sciences 6(1(15)/ Sp)
Sensitivity of Bayes Estimates of Reliability and Reliable Life to a Non-Standard Prior Research Papers in Peer Reviewed Journals Defence Science Journal 42(2)
Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing Research Papers in Peer Reviewed Journals Journal of Prediction Markets, University of Buckingham Press vol. 4(2)
Hedging Greeks for a portfolio of options using linear and quadratic programming Research Papers in Peer Reviewed Journals Journal of Prediction Markets 4(1)
Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II -contaminated class of prior distributions Research Papers in Peer Reviewed Journals Defence Science Journal 60(4)
Myopic investment view of the Indian mutual fund industry Research Papers in Peer Reviewed Journals Economic and Political Weekly 26&27
Evaluation of riskiness of Indian Banks and probability of book value insolvency Research Papers in Peer Reviewed Journals International Research Journal of Finance and Economics 38
Algorithm for payoff calculation for option trading strategies using vector terminology Research Papers in Peer Reviewed Journals Journal of Applied Economic Sciences 4(2)
Bayesian Optimization Analysis with MLII -Contaminated Prior Research Papers in Peer Reviewed Journals Journal of Applied Statistics 35(3)
Hierarchical Bayes Prediction for the 2008 US Presidential Election Research Papers in Peer Reviewed Journals Journal of Prediction Markets 2(3)
Robustness of Predictive Density and Optimal Treatment Allocation to Non-Normal Prior for the Mean Research Papers in Peer Reviewed Journals Journal of the Korean Statistical Society 22(2)
Sensitivity of Bayesian Sampling Inspection Schemes to a Non-Normal Prior Distribution Research Papers in Peer Reviewed Journals Journal of Applied Statistics 19(1)
Competition and Market Power of Microfinance institution in India Research Papers in Peer Reviewed Journals The Microfinance Review Volume X I (2)
Impact of size and earnings on speed of partial adjustment to target leverage: a study of Indian companies using two-step system GMM. Research Papers in Peer Reviewed Journals International Journal of System Assurance Engineering and Management
Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation Research Papers in Peer Reviewed Journals IIM Ranchi Journal of Management Studies
Timing the Downside Risk in Mutual Funds: Indian Evidence. Research Papers in Peer Reviewed Journals Interdisciplinary Research in Technology and Management
Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM Research Papers in Peer Reviewed Journals FINANCE INDIA Vol. XXXV No. 3, September 2021
Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks, Margin Research Papers in Peer Reviewed Journals The Journal of Applied Economic Research Vol 15: 2
Prediction for the 2020 United States Presidential election using machine learning algorithm: Lasso regression Research Papers in Peer Reviewed Journals Journal of Prediction Markets Vol. 15 No 2
Financial Constraints, Stock Returns and R&D in Indian Stock Market, Vision Research Papers in Peer Reviewed Journals The Journal of Business Perspective Volume: 25 issue: 2
Determinants, Persistence and value implications of liquidity creation: An evidence from Indian Banks. Research Papers in Peer Reviewed Journals Journal of Asia Business Studies
Performance of Self-help Groups in India Research Papers in Peer Reviewed Journals Economic Political Weekly LVI No 5
Behaviour of Asset Pricing in pre and post Crisis Period: evidence from India Research Papers in Peer Reviewed Journals Finance India Vol XXXIV NO.3
Market Structure and Competition in the Indian Microfinance Sector Research Papers in Peer Reviewed Journals VIKALPA The Journal for Decision Makers 44(4) 44(4)
Behavior of Indian sectoral stock price indices in the post-subprime crisis period Research Papers in Peer Reviewed Journals Journal of Advances in Management Research Vol. 12 Issue 1
Dynamics of Estimation of Liquidity Creation by banks in India. Research Papers in Peer Reviewed Journals Indian Journal of Economics No 396, Vol. C
Relationship between Financial Stability, Concentration and Competition in Indian Banking Sector Research Papers in Peer Reviewed Journals Journal of Business Studies Vol.10
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model Research Papers in Peer Reviewed Journals The Journal of Prediction Markets Vol 12, No 1
Dynamics of Competition in the Indian Banking Sector Research Papers in Peer Reviewed Journals Economic Political Weekly March 31, 2018 vol LIII No 13
Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model Research Papers in Peer Reviewed Journals The Journal of Prediction Markets Vol 12
Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivariate GJR-GARCH Research Papers in Peer Reviewed Journals Global Business Review 17(5)
Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework Research Papers in Peer Reviewed Journals Journal of System Assurance Engineering and Management 7
Market Valuation and Risk Assessment of Indian Banks using Black-Scholes -Merton Model Research Papers in Peer Reviewed Journals Finance India Vol. XXX No 1
Operational risk: Impact Assessment of the revised standardized approach on Indian Banks Research Papers in Peer Reviewed Journals Journal of Operational Risk vol. 11, No 2
Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models Research Papers in Peer Reviewed Journals Journal of Emerging Market Finance 15(1)
Impact of non-normal return and market capitalization on the estimation of VaR Research Papers in Peer Reviewed Journals Journal of Indian Business Research Vol. 7 Iss: 3
Honors and Awards
Name of the Award Awarding Body Award Category Level Award Date
Gold Medal in M.Sc. Examination University of Gorakhpur Academic University 31-07-1984
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