Preeti Roy

Research

News

Feb, 2023 Joined as Assistant Professor in the Department of Management Studies & Industrial Engineering, IIT (ISM) Dhanbad.
Dec, 2022 A Paper presented at World Finance and Banking Symposium (WFBS) 2022 held at Miami, Florida International University. [16-17 December 2022]
Sep, 2022 Best Paper Award at International Conference on Sustainable Goals (ICSG) 2022 held at IIM Bodhgaya in collaboration with the Cambridge Centre for Environment, Energy and Natural Resource Governance, University of Cambridge. [16-17 September 2022]
July, 2022 Extremely delighted to share my new piece of work recently published in Energy Economics, titled "What do we know about the idiosyncratic risk of clean energy equities?"
March, 2022 Excellence Award at 2nd AIMA-ICRC Case Writing Competition and Conference (CWCC) 2022 organized by All India Management Association – India Case Research Centre. [24-26 March 2022]

Research Interests:

  • Clean energy finance
  • ESG and Asset Pricing
  • Market Micro-structure
  • Investor sentiment and Text Analysis

    • CEF ESG AP IS MS TM

Ongoing Projects

July 10, 2022 - 2023
  • Liquidity beta anomaly
  • Organisational capital and Indian firm Dynamics
  • ESG and Indian capital market efficiency
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    Completed Projects

    July 10, 2022
  • Clean energy stock returns and idiosyncratic volatility
  • Idiosyncratic risk puzzle and arbitrage score
  • ESG and Financial Risk
  • ESG and value & economic relevance
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    Mentored Students [Thesis/Research]

    UG Students

    • Sanidhya Agarwal, Department of Economic Sciences, IIT Kanpur
      • Title: Demestifying Idiosyncratic Volatility Puzzle for clean energy stocks

    • Khushbu Kumawat, Department of Economic Sciences, IIT Kanpur
      • Title: Does Liquidity Beta Anomaly Hold for India? Firm-Level Evidence from Twin Episodes of Crisiss

    PG Students

    • Vishal Kumar, Department of Management Studies, IIT(ISM) Dhanbad
      • Title: Assessing the Performance of Investing Strategy in the Clean Energy Equities

    • Deepanwita Das, Department of Management Studies, IIT(ISM) Dhanbad
      • Title: Digital Financial Inclusion: Exploring Solutions for women inclusivity

    • Abhijit Meshram, Department of Management Studies, IIT(ISM) Dhanbad
      • Title: Influence of News Media on Indian Stock

    • Rupayan Das, Department of Management Studies, IIT(ISM) Dhanbad
      • Title: Empirical Study on Key Factors Driving Strategic Entrepreneurial Activity

    • Shyam Verma, Department of Management Studies, IIT(ISM) Dhanbad
      • Title: Enhancing Algorithmic Trading Performance through Machine Learning Techniques

    • Onima Priyadarshi, Department of Management Studies, IIT(ISM) Dhanbad
      • Title: Delhi House Price Prediction