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

Research & Publications

#Journal

2018, JOURNAL: Institutional Investors and firm characteristics: new evidence from India, Elservier , Netherlands,Link

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

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

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

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

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

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) ,Link

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

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

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

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

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

2008, Journal: Persistence in performance of Indian Equity Mutual Funds: An Empirical Investigation, Elsevier,Management review : IIMB ,( scopus indexed, ABDC: tier B), Vol 20(2),Link

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

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,Link

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),Link

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) ,Link

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

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

#Book

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

#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 ,Link

#Working Paper

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

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

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

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

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, , Link

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

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 , , Link

Conference/Seminar

2018, Conference-Attended: Assessing predictability of firm revenue growth using financial information: New evidence from India , Venue: Goa

2018, Conference-Attended: RBSA of actively managed equity mutual funds: new Indian evidence, Venue: Goa

2017, Conference-Attended: Return-based style analysis of actively managed equity mutual funds: new Indian evidence, Venue: Kolkata, J D Birla Institute

2017, Conference-Attended: Negotiated Bank Finance, Earning Quality and Firm Characteristics : Indian Evidence , Venue: Cambridge , The ACRN Oxford Centre for Interdisciplinary Research

2017, Conference-Attended: Revisiting Bowman’s paradox in accounting risk and return: new Indian evidence, Venue: IIT-KGP,

2017, Conference-Attended: Returns to active management : new evidence from India, Venue: IIT-KGP

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