About Us

PUBLICATION (ABDC-A Rated Journal)   

• Singh, S., Vandana, Yadav, M.P., Power, G.J. (2023). Does financial development improve economic growth? The role of asymmetrical relationships. Global Finance Journal, https://doi.org/10.1016/j.gfj.2023.100831.
• Goodell, J.W., Yadav, M.P, Abedin, M.J., Malhotra, N., (2023). Traditional Assets, Digital Assets and Renewable Energy: Investigating Connectedness during COVID-19 and the Russia-Ukraine war, Finance Research Letters, https://doi.org/10.1016/j.frl.2023.104323.
• Ragh, C., Sharif, T., Mahesh, R., Yadav, M.P., Abedin, M., (2023). Do market, resource and knowledge distance impact inbound cross-border acquisition? Global Finance Journal,http://dx.doi.org/10.1016/j.gfj.2023.100862.
• Yadav, M.P., Rao, A., Abedin, M.J., Tabassum, S & Lucey, B. (2023). The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world. Finance Research Letters, https://doi.org/10.1016/j.frl.2023.103952.
• Rajwani, S., Tiwari, A., Yadav, M.P., Sharma, S. (2023). Dynamic linkages of energy commodities with bullion and metal Market: evidence of portfolio hedging. American Business Review, http://dx.doi.org/10.37625/abr.26.148-179.
• Yadav, M.P., Bhatia, S., Singh, N & Islam, Tarikul (2022). Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging, Annals of Operation Research, https://doi.org/10.1007/s10479-022-04538-1.
• Goodell et al. (2022). Time and Frequency Connectedness of Green Equity Indices: Uncovering a Socially Important Link to Bitcoin. International Review of Financial Analysis, 84, 102379.
• Saini, N. et al. (2022). Non-financial disclosures and sustainable development: A scientometric analysis. Journal of Cleaner Production,https://doi.org/10.1016/j.jclepro.2022.135173, 1-20.
• Yadav, M.P. et al. (2022). Exploring Time and Frequency Linkages of Green Bond with Renewable Energy and Crypto Market. Annals of Operation Research, https://doi.org/10.1007/s10479-022-05074-8.
• Ashok, S. et al., (2022). Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience, Finance Research Letters, 47(B), 102728.

PUBLICATION (ABDC-B Rated Journal)

• Yadav, M., Tabassum, S., AlQudah, A.A. et al., (2024). Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage. Comput Econ, https://doi.org/10.1007/s10614-023-10523-y
• Nepal, R., Yadav, M.P., Katoch, R., Gupta, H., Kumar, A. (2024). Co-movement between carbon emissions and forex market: A tale of COVID-19 outbreak and Russia-Ukraine invasion. Resource Policy, DOI: 10.1016/j.resourpol.2024.104853.
• Yadav, M.P., Ashok, A., Hesary, F.T., Dhingra, D., Mishra, N., Malhotra, N., (2023). Uncovering time and frequency co-movement among green bonds, energy commodities and stock market. Studies in Economics and Finance, DOI: 10.1108/SEF-03-2023-0126.
• Yadav M.P., Sharif T., Ashock S., Dhingra D., Abedin M.Z. (2023). Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets, Research in International Business and Finance, 65, 101948.
• Malhotra, G., Yadav, M.P., Tondon, P. & Sinha, N. (2023). An investigation on dynamic connectedness of commodity market with financial market during the Russia-Ukraine invasion. Benchmarking: An international Journal. DOI 10.1108/BIJ-11-2022-0727.
• Yadav, M.P, Mishra, N, & A, Shruti (2023). Dynamic connectedness of green bond with financial markets of European countries under OECD economies, Economic Change and Restructuring, 56(1), 609-631.
• Ashmita Kesar, B. Kamaiah, P.K Jana & M.P. Yadav, M.P. (2022). The Asymmetric Relationship between Corruption, Political Stability and Economic Growth: New Evidence from BRICS Countries, Indian Economic Journal,1-22,https://doi.org/10.1177%2F00194662221082204.
• Kesar, A., Kamaiah, B., Kumar, P., Yadav,M.P., (2022). Dynamics of governance, gross capital formation, and growth: Evidence from Brazil, Russia, India, China, and South Africa, Journal of Public Affairs, http://dx.doi.org/10.1002/pa.2831.
• Yadav, M.P. and Pandey, Asheesh (2020). Volatility Spillover between Indian and MINT Stock Exchanges: Portfolio Diversification Implication. Indian Economic Journal,67(4), 299-311.

PUBLICATION IN SCOPUS/WOS/ABDC-C

•  Sharma, S., Aggarwal, V., Dixit, N. & Yadav, M.P. (2023). Time and Frequency Connectedness Among Emerging Markets and QGREEN, FinTech and Artificial Intelligence-Based Index: Lessons from the Outbreak of COVID-19, Vision: The Journal of Business Perspective, DOI: 10.1177/09722629221141553, 1-11
• Yadav, M.P. et al., (2022). Do Green Bonds Offer a Diversification Opportunity During COVID19? - An Empirical Evidence from Energy, Crypto, and Carbon Markets, Environmental Science and Pollution Research, http://dx.doi.org/10.1007/s11356-022-22492-0.

• G,R, Irfan, W. A., Tahir & Yadav, M.P.,(2022). Impact of COVID-19 Outbreak on the Stock Market: An Evidence from Select Economies. Business Perspectives and Research, http://dx.doi.org/10.1177/22785337211073635.
  
• Sinha, N., Yadav, M.P., Sachdeva, T. (2022). Corporate Social Responsibility and Financial Performance of selected companies in India: An Event Study Approach, International Journal of Business and Globalization, 32(2), 322-335.
• Yadav, M.P., Sharma, S. & Bhardwaj, I. (2022). Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. Asia-Pac Financ Markets,https://doi.org/10.1007/s10690-022-09381-9.
• Khera, A., Goyal, A & Yadav, M.P. (2022). Capturing the stock market volatility: a study of sectoral indices in India using symmetric GARCH models. International Journal of Management of Practice, 15(6), 820-833.
• Yadav, M.P, Khera, A & Dhanda, N. (2022). A Panel Approach on Stock Returns: Evidence from Indian Banking Sector. JIMS 8M: The Journal of Indian Management and Strategy, DOI No. 10.5958/0973-9343.2022.00029.1.
• Yadav, MP, Khera, Aastha & Mishra, Nandita (2021). Empirical Relationship between Macroeconomic Variables and Stock Market: Evidence from India, Management and Labour Studies, pp.1-11.
• Sharma, Sudhi, Yadav, M.P. & Jha, Babita (2021). Impact of the COVID-19 outbreak on the currency exchanges of selected countries, International Journal of Sociotechnology and Knowledge Development, 14(2), 73-91.
• Yadav, Shubhankar & Yadav, MP (2021). Female director and Agency cost: Does board gender diversity at Indian corporate board reduce agency conflict?, Transnational Market Journal.
• Yadav, MP & Sinha, Neena (2021). Investigating the impact of Corporate Social Responsibility on Competitive Performance: An Empirical Study Based on Panel Data Analysis, FIIB Business Review, DOI: 10.1177/23197145211015443, 1-9.
• Sharma, S., Aggarwal, V. and Yadav, M.P. (2020). Comparison of linear and non-linear GARCH models for forecasting volatility of select emerging countries, Journal of Advances in Management Research, https://doi.org/10.1108/JAMR-07-2020-0152.
• Khera, Aastha and M.P. Yadav (2020). Predicting the volatility in stock return of Emerging Economy: An empirical approach. Theoretical and Applied Economics,4(625), 233-244.
• Yadav, M.P, Vasakarla, Vani & Arora M (2020). Volatility Spillover: Equity Markets to Commodity Markets, SCMS Journal of Indian Management, XVII (3), 103-113.
• Yadav, MP, Arora, Madhu, Kumari, Sunil, Nandal, Sanjay (2020). Students’ perception on digital learning during lockdown period in India: An empirical study of rural and urban community. Journal of content, community and communication,6, 107-116.
• M.P. Yadav and M. Arora (2020). Testing of Weak Market Efficiency in Indian Stock market using Variance Ratio Test, Int. J. Public Sector Performance Management,6(5), 632-641.
• Sharma, Sudhi and Yadav, Miklesh (2020), Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices, Theoretical and Applied Economics, XXVII, 2(623), Summer, 289-300.
• Rai, Kamini, Dua, Shikha and Yadav, M (2019). Association of Financial Attitude, Financial Behaviour and Financial Knowledge towards financial literacy: A structural Equation Modeling. FIIB Business Review, 8(1), 51-60.
• Yadav, M.P. & Sharma, S. (2019). Do Indian Banks Impacted from the Gigantic Entry of Insolvency and Bankruptcy Code? A Study on NPA’s and Stock Prices. Empirical Economic Letters.
• Yadav, M.P and Sharma, S. (2019). A Manifestation of the Robustness of Sharpe Index Model. Journal of Adv Research in Dynamical & Control System, 11(10), 986-1000.
• Sinha N., Sachdeva T., and Yadav M.P (2018). Investigating Relationship between Corporate Social Responsibility and Financial Performance using Structural Equation Modelling. Management and Labour Studies, 43(3), 1-17.
• Mittal, Ruhee; Yadav, Miklesh; Gupta, Surbhi (2017). Empowering women of India with micro-finance: A case study of Delhi region. JIMS8M:The Journal of Indian Management & Strategy, 22(2), 58-64.
• Poonam, K., Madhu, A., and Yadav, M.P. (2017). An empirical research on role of Banks in women empowerment. JIMS8M: Journal of Indian Management & Strategy, 22(2), 40-44.

Presentation:

• Research paper presented on Spillover effect among green bonds, bullion and metal market, in Indian Institute of Management (IIM), Indore, June 2022
• Research paper presented on Volatility Spillover from the Chinese Stock Market to G20 Stock Markets in the Wake of Pandemic COVID-19 in Third SEBI-NISM Conference, February 2022
• Research Paper presented on “Random Walk Model using Variance Ratio: Top ten stock exchanges in world” in first PAN IIT, Roorkee, November, 2018
• Research Paper presented on “A gender outlook on E-wallet in India” in CERE, IIM Indore on May 3-May 6, 2018.

Delivered Session as a guest speaker in Workshops/FDPs

• Workshop on Application of various tools and techniques in CHRIST University Deemed to be University, Delhi, NCR on July 30, 2022.
• Multivariate GARCH at Amity College of Commerce and Finance, Amity University, Noida from January 12-14, 2022.
• 5-day FDP on Time Series Analysis at Institute of Management Studies, BHU, Varansi Dec 29 & 30, 2021.
• 7-day FDP on Academic writing and Development of Research Acumen from November 15 to 21, 2021 at Shardha University, Greater Noida.
• One week Faculty Development Programme on basics of data analytics at NDIM, Delhi from July 16 to July 22, 2021.
• FDP on Advanced Time Series Regression at ACCF, Amity University Noida from June 21-25, 2021.
• FDP on Advanced Time Series Analysis at Sharda University on March 8 to March 15, 2021.
• FDP on Advanced Panel Data Analysis on March 1-2, 2021 at Kurukshetra University.
• Data Analytics using RStudio on January 31, 2021 at Maharshi University, Noida.
• FDP on Advanced Panel Data Analysis from December 14 to December 18, 2020 at ACCF, Amity University, Noida.
• Session on STTP on Econometrics using RStudio at PCNACET Bangalore on September October 12 and 13, 2020.
• Workshop on Advanced Time Series Analysis at Fortune Institute of International Business (FIIB), Delhi on September 18-19, 2020.
• FDP on Time Series Analysis at Ramanujan College, University of Delhi on July 22, 2020.
• E-FDP on Panel Data Analysis at Aligarh Muslim University from May 10 to May 12, 2020.
• Online session on Statistical tools used in Finance area on March 29, 2020 at NIT, Kurukshetra University.
•  Workshop on Time Series Analysis on March 2, 2020 at Maharshi University of Information Technology (MUIT), Noida.
• Refresher Courses on Time Series Analysis on December 16, 2019 in USMS, GGSIPU, Delhi.
• FDP on Thesis Writing and Data Analysis on April 23-24, 2019 at Himalayan Garhwal University, Garhwal.
•  FDP on Advanced Data Analysis on March 29, 2019 at Sri Guru Gobind Singh College of Commerce, University of Delhi.
• FDP on Time Series and Panel Data analysis from March 4 to March 10, 2019 at University School of Management, Kurukshetra University.
•  Workshop on Time Series Analysis on May 20, 2018, at RDIAS, Rohini, Delhi.

Editorship: