Books

2018 - 2023:
    Journal Articles
  1. Roy, P. , Ahmad, W., Sadorsky, P., and Phani, B. V.,“What do we know about the idiosyncratic risk of clean energy equities? ”, Energy Economics , 112(8), 106167, 2022.

  2. Siddiqui, S., and Roy, P., “Probing Cross-Market Diversification: Opportunities in Energy Commodities”, Finance India , 36(3), 1043-1068, 2022.

  3. Siddiqui, S., and Roy, P., “Asymmetric Effects of Exchange Rate and Its Relationship with Foreign Investments: A Case of Indian Stock Market”, Vision: The Journal of Business Perspective , 25(4), 415-427, 2021.

  4. Khan, M. A., Roy, P., Siddiqui, S., and Alakkas, A. A., “Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks, Complexity , 8360778, 2021.

  5. Siddiqui, S., and Roy, P., “Stock Return Dynamics and Portfolio Hedging: A Case of Leading Oil Consuming Economies”, SCMS: Journal of Indian Management , 15(2), 91-105, 2021.

  6. Siddiqui, S., and Roy, P., “Asymmetric information linkages across select futures and spot indices: Evidence using Wavelet- based GARCH model”, Journal of Advances in Management Research, 17(3), 397-419, 2020.


  7. Case Studies
  8. Saurabh, S. and Roy, P., "Signs of Financial Distress at Jet Airways – The Way Forward”, AIMA India Case Research Centre, Product Number: 529, 2022.

  9. Siddiqui, S. and Roy, P., “Airtel Payments Bank Limited: Furthering Financial Inclusion”, Ivey Publishing, Business School at Western University Canada, Product Number: 9B19M001, 2019.


  10. Book Chapters
  11. Dhanagare, A., Saurabh, S. and Roy, P., "Consumer Investment Behavior”, A Research Agenda for Consumer Financial Behavior – Edward Elgar Publishing, June 2023.


  12. Conference Papers

  13. Does ESG Disclosure offer value and economic relevance during COVID-19 pandemic uncertainty? (co-authored with Prof. Suman Saurabh), Indian Finance Conference, 19th 21th December, 2022, IIM Calcutta, India.

  14. Does ESG Disclosure offer value and economic relevance during COVID-19 pandemic uncertainty? (co-authored with Prof. Suman Saurabh), World Finance and Banking Symposium, 16th 17th December, 2022, Florida International University, Miami.

  15. Exploring the Systemic Risk from Global Risk Spillover Networks: Evidence from Ex-ante Volatility Measures (co-authored with Prof. Wasim Ahmad), 8th International Conference on Empirical Issues in International Trade and Finance, 15th 16th December, 2022, IIFT, New Delhi, India.

  16. Does Liquidity Beta Anomaly Hold for India? Firm-Level Evidence from Twin Episodes of Crisis (co-authored with Prof. Wasim Ahmad & khushbu Kumawat), 8th Indian Finance Conference, 15th 16th December, 2022, IIFT, New Delhi, India.

  17. Does the ESG disclosure during uncertain environment offers substantial opportunities in Indian stock market? (co-authored with Prof. Suman Saurabh), International Conference on Sustainable Development Goals- 2022, organized by IIM Bodhgaya, on 16th 17th September, 2022. (Best Paper Award)

  18. Modelling the Idiosyncratic Risk of Clean Energy Equities (co-authored with Prof. Wasim Ahmad), 4th International Conference on Financial Markets and Corporate Finance, 7th 9th July, 2022, IIT Bombay, India.

  19. ESG Disclosure and Firm Risk: A Case of India’s Environmentally Sensitive Sector (co-authored with Prof. Suman Saurabh), 12th Conference on Excellence in Research and Education, 3rd5th June, 2022, IIM Indore, India.

  20. Signs of Financial Distress at Jet Airways – The Way Forward (co-authored with Prof. Suman Saurabh), 2nd AIMA-ICRC, Case Writing Competition and Conference, 24th 25th March, New Delhi, India. (Excellence Award)

  21. Non-financial Disclosure and Firm Risk: A Case of India’s Environmentally Sensitive Sector (co-authored with Prof. Suman Saurabh), International Conference on Banking and Finance, 25th 26th February, 2022, IMI Bhubaneshwar, India.

  22. ESG and Corporate Financial Performance: A Meta-Analysis (co-authored with Prof. Monica Singhania), XVI International Conference on Public Policy and Management, 23rd 25th August, 2021, IIM Bangalore, Bangalore, India.

  23. Systemic Risk in Select Indian Banks: Evidence from Aggregated and Dis- aggregated Analysis(co-authored with Prof. Saif Siddiqui), 6th International Management Conference on Advances in Management through Research, Innovation and Technology, Organized by Fortune Institute of International Business, 2020, 16th18th December, 2020, New Delhi, India. (Best Paper Award in Finance Track)

  24. Wavelet Based Information and Portfolio Management: A Tale of Emerging Futures Market (co-authored with Prof. Saif Siddiqui), 7th PAN IIM World Management Conference, 2019, 12th 14th December, 2019, IIM Rohtak, India.

  25. Modelling Cross-Market Volatility and Co-Movement (co-authored with Prof. Saif Siddiqui), 2nd International Conference on “Contemporary Issues in Economics, Management and Business”, 2019, 26th 27th November, 2019, Hanoi, Vietnam.

  26. Asymmetric Effects of Exchange Rate and Foreign Institutional Investments in India: A Nonlinear ARDL Approach (co-authored with Prof. Saif Siddiqui), 6th International Conference on Business Analytics and Intelligence (ICBAI) 2018, 20th 22nd December 2018, IISc Bangalore, India.

  27. Nonlinear Exchange Rate Movements and Relation with FII’s and Nifty 50 (co-authored with Prof. Saif Siddiqui), 6th IIFT Conference on Empirical Issues in International Trade and Finance, 13th 14th December 2018, New Delhi.

  28. Examining Asymmetric Relationship between India VIX, Nifty 50 Returns and Trading Volume: A case of Quantile Regression (co-authored with Prof. Saif Siddiqui), First PAN IIT International Management Conference 2018, November 30- December 2, 2018, IIT Roorkee, Uttarakhand, India. (Emerald Best Paper Award )

  29. Stock, Energy and Foreign Exchange Markets in India: Modelling Volatility Persistence and Co-movement (co-authored with Prof. Saif Siddiqui), Global Business Research Symposium, 29th 30th November, 2018, University of Riverside, USA.

  30. Co-integrating among Brent Crude Oil, Nifty 50 and Exchange Rate: An ARDL –Bounds Testing Approach (co-authored with Prof. Saif Siddiqui), 3rd International Conference on Financial Markets and Corporate Finance, 12th14thJuly, 2018, Indian Institute of Technology Kanpur, India.