Financial Markets

Trading, Pricing, Volatility and Efficiency

  • Alternative investment funds
  • Behavioral finance
  • Corporate bond market pricing, trading and efficiency
  • Financial market efficiency, asset pricing and volatility
  • Foreign exchange market: trading, parity and efficiency
  • Government debt market delivery, efficiency and trading
  • Insurance and reinsurance-pricing, default and solvency
  • Money market efficiency, delivery and volatility
  • Mutual funds, portfolio and fund management
  • Non deliverable forwards market

 Banking and Risk Management

  • Basel and bank management
  • Liquidity and asset-liability management
  • MCLR, BPLR, base rate and pricing of loans
  • Modeling credit risk, market risk and operational risk
  • Quantification, pricing and management of risk
  • Risk-based pricing
  • Techniques and principles of model validation
  • Treasury management

 Financial Inclusion and Payment System

  • Digital Finance
  • Financial inclusion measurement framework
  • Financing for micro-enterprises
  • Fraud regulation in payment system
  • Integrated payment system architecture
  • Payment banks-strategy for business expansion
  • Retail payment system
  • Risk management in payment system
  • Sustainability of SHGs
  • Unstructured and structured payment system

Derivatives: Trading, Pricing and Risk Management

  • Commodity derivatives trading, volatility and pricing
  • Credit derivatives and credit default swaps
  • Currency futures
  • Delivery and settlement system
  • Equity options valuation and pricing
  • Exchange traded funds
  • Implied volatility and volatility trading
  • Interest rate futures

High Frequency Finance

  • Assessment of trading execution cost
  • Bid-ask spreads and cost segregation
  • Big data framework for asset pricing
  • Big data modeling
  • Information asymmetry and adverse selection models
  • Limit order book dynamics
  • Market microstructure and stock exchange governance
  • Portfolio analytics

Corporate Finance

Corporate Funding and Capital Structure

  • Angel investments
  • Capital structure and liquidity
  • Crowd funding
  • Entrepreneurial finance
  • Investment uncertainty, market timing and capital
  • structure
  • Managerial behavior, agency costs and capital structure
  • Private financing
  • Profit planning and capital structure
  • Start-Up funding and valuation
  • Venture funding

Corporate Governance, Mergers and Acquisitions

  • Audit practices in corporate governance
  • Business ethics in corporate governance
  • Corporate governance and CSR
  • Corporate governance and ownership
  • Corporate profitability and governance
  • Cross border mergers and acquisitions
  • Gender diversity and governance

Corporate Dividends

  • Determinants of corporate dividend policy
  • Industry classification and dividend policy
  • Information content of dividend changes
  • Liquidity, profitability and leverage reaction to dividend change
  • Market reaction to substantial shifts in dividend policy
  • Ownership structure and dividend payouts

Working Capital Management

  • Adverse selection effects of corporate cash holdings
  • Operating Cycle and Cash Conversion Cycle
  • Corporate governance and cash holdings
  • Determinants of corporate cash holding
  • Family control and cash holdings
  • Optimum cash holding and inventory efficiency
  • Working capital efficiency and cash holdings