Research
Below, you’ll find details my research work. For questions on any specific publication, feel free to send me an email.
Published Research
Incorporating green assets in equity portfolios (Sole-Author), Finance Research Letters, 2023
The cross-section of Indian stock returns: evidence using machine learning (with Vedprakash Meshram), Applied Economics, 2022. Link
ARE FACTOR INVESTING STRATEGIES SUCCESSFUL OUT-OF-SAMPLE: EVIDENCE FROM THE NIFTY INDICES (Sole-Author), Applied Finance Letters, 2022. Link
Predicting Intraday cryptocurrency returns–A Sparse Signals approach (with Vedprakash Meshram), Journal of Prediction Markets, 2021. Link
Multi-factor asset pricing models in emerging and developed markets (with Madhumita Chakraborty), Managerial Finance, 2020. Link
Aggregate earnings and gross domestic product: International evidence (with Madhumita Chakraborty), Applied Economics, 2020. Link
Investor reaction to extreme price shocks in stock markets: A cross country examination (with Madhumita Chakraborty and Udayan Sharma), IIMB Management Review, 2019. Link
Asset pricing factors and future economic growth (with Madhumita Chakraborty), Economics Letters, 2018. Link
Quality investing in the Indian stock market (with Madhumita Chakraborty), Managerial Finance, 2018. Link
Work-In-Progress
Extreme bound analysis for out-of-sample forecasting.
A comprehensive overview of asset pricing anomalies in India
Is a mean-variance optimal factor priced in the cross-section of stock return?
Hedging inflationary risks: A tracking portfolio approach.