Faculty Details

Prof. Soumya Guha Deb

Professor, Finance
FPM(IIMC), PGDBM(IIMC), BCE(Hons)(JU)
Phone:
Email:soumya@ximb.ac.in
Home Page:

Teaching Interests

Corporate Finance, Equity Analysis, Portfolio Management, Financial Institutions, Markets and Services, International Finance, Derivatives.

Research Interests

Research Interest are in the area of equity markets, market efficiency,asset pricing models, portfolio management,derivatives and risk management

Administrative Responsibilities


Associate editor of Institute Journal : Vilakshan

Member : AACSB ( AOL) team for School of BM

Coordinator ( Finance Area ) --July : 2014: June: 2015

Coordinator : PGP : 1st May 2010 ---- May 2011

Coordinator ( Accounting and Finance area ) -- May 2008- May 2010

Other Membership

Member : Indian Institute of Engineers
Member : Indian Concrete Institute

Research & Publications

#Journal

2017, JOURNAL: Abnormal Returns Using Accounting Information within a Value Portfolio, Accounting Research Journal , EMERALD, UK (ABDC-B, ABS-2)

2017, JOURNAL: Long run performance of SEOs: new evidence from India, Economic and Political Weekly, Sameeksha Trust, India(ABDC-B)

2017, JOURNAL: A VaR based downside risk analysis of Indian Equity Mutual Funds in the Pre and Post Global Financial Crisis Periods, Journal of Emerging Market Finance, SAGE(ABDC-B, ABS-2)

2015, Journal: Equity Performance of Zero Debt Firms vis-à-vis Their Leveraged Counterparts, Global Business Review, SAGE, India (ABDC-C)

2015, Journal: Long Run performance of Rights Issues and FPOs : Evidence from India, NSE ( NSE working paper series)

2015, Journal: The Choice Between QIP and Rights : Evidence From India , Global Business Review, SAGE , India (ABDC-C)

2014, Journal: Stylized patterns of Volatility in Indian Equity Market during Pre And Post Global Meltdown: A Time-Series Analysis, IRJFE ,International research Journal of Finance and Economics(Scopus Indexed,ABDC-tier C)

2013, Journal: Institutional Preference for firm attributes: Evidence from India, IUP Journal of Applied Finance, Vol 19 (2)

2012, Journal: Value Versus Growth : Evidence from India, IUP Journal of Applied Fnance , Vol 18(2)

2011, Journal: Are Equity Betas Stable : Evidence from India , IUP Journal of Applied Finance , Vol 17 (4)

2009, Journal: Some Insights Into IPO Underpricing in India, Vilakshan, the bi- annual Journal of XIMB

2009, Journal: Downside Risk Analysis of Indian Equity Mutual Funds : a Value at Risk Approach, International Research Journal of Finance and Economics( ABDC-C)

2008, Journal: Does Stock Market Development Cause Economic Growth? Evidence from India, International Research Journal of Finance and Economics( ABDC-C), Vol 21

2008, Journal: • Volatility in Indian Equity Market during Pre and Post F&O period : a time series analysis , Vilakshan, the bi- annual Journal of XIMB

2007, Journal: i. ‘A Study of Market Timing and Stock Selection Ability of Mutual Funds in India- an empirical exploration’, Vikalpa, SAGE,Vol 32(2)

2007, Journal: Persistence in performance of Indian Equity Mutual Funds: An Empirical Investigation, Elsevier,Management review : IIMB ,( scopus indexed, ABDC: tier B), Vol 20(2)

2007, Journal: Performance of Equity Mutual Funds in India vis –a vis their style benchmarks: an empirical exploration, IUP Journal of Applied Finance, Vol 14(1)

2006, Journal: Value Premium In Indian Equity Market During 1990 To 2005: Market Evidence, IUP Journal of Applied Finance

0, Journal: Abnormal Returns Using Accounting Information within a Value Portfolio, Emerald

#Book

2011, Book: Performance Evaluation of Indian Equity Funds , Lambert Academic Publishing, Germany

#Book Chapter

2006, Chapter: “Do Winner Funds repeat: An empirical Exploration with Indian Equity Mutual Funds”:published as a book chapter in Advances in Business and Finance Studies, 2006, Investment Management and Asset Pricin, ICFAI University Press

#Working Paper

2017, WorkingPaper: Is Low Leverage Policy a boon or bane for shareholders : Evidence from India ,

2017, WorkingPaper: Board Composition, Ownership Structure and Firm Performance: New Indian Evidence,

2017, WorkingPaper: Preferred firm atributes by Institutional investors ; indian evidence ,

2016, WorkingPaper: Are the SEO issuing firms creating value for their shareholders post issue? Evidence from India ,

2016, WorkingPaper: Winners and Losers in Different Sub-periods in Indian Equity Market: Importance of Market-Capitalization and Price-to-Book Ratio,India Finance Conference,2015,

2016, WorkingPaper: Assessing the role of median portfolios in value-premium and size-premium,

2016, WorkingPaper: Downside Risk Analysis of Indian Equity Mutual Funds in the Pre and Post Global Financial Crisis Periods Using A Value At Risk Framework ,

Conference/Seminar/FDP/Training/Workshop

2015, Conference-Attended: Long Run equity and operating performance of SEOs: Evidence from India,presented in IFC,2015, Venue: IIM-A, B, C

2015, Conference-Attended: Impact of Low Leverage Policy on Firm Performance: Evidence from India , IFC 2015, Venue: IIM-A, B & C

2015, Conference-Attended: Winners and Losers in Different Sub-periods in Indian Equity Market: Importance of Market-Capitalization and Price-to-Book Ratio,India Finance Conference,2015, Venue: IIM-A, B, C

2014, Conference-Attended: Short-Term and Long-Term Performance of Indian IPOs: Comparison of Two Exchanges, Venue:

2013, Conference-Attended: Abnormal Returns to a Fundamental Analysis Strategy: Evidence from India , Venue:

2012, Conference-Attended: Qualified Institutional Placement : An Exploratory study in the Indian Context, Venue:

2010, Conference-Attended: Risk Adjusted Performance of Indian IPOs, Venue:

2007, Conference-Attended: i. ‘Estimated Weekly Value at Risk vis-à-vis Actual Downsides of Indian Equity Mutual Funds: An Empirical Exploration’, Venue:

2006, Conference-Attended: i. ‘Do Winner Funds Repeat? An Empirical Exploration with Indian Equity Mutual Funds’, Venue:

Projects / Consultancy

2014, PPT Sevottam Audit , Client: Paradeep Port Trust , Status: Completed

Work Experience

About nine years in various capacities from Graduate trainee Engineer to Senior Project Manager in the construction and project finance industry.

Hobbies

Food, Sports, Music