Faculty Details

Faculty Detail

Faisal Nazir  Zargar

Specialization
:
Finance
Designation
:
Assistant Professor
Email
:
faisal.nazir@imi.edu

Faisal Nazir  Zargar

Ph.D., Indian Institute of Management Kashipur (IIM Kashipur)

 

Faisal Nazir  Zargar

Faisal is Ph.D. in Finance from IIM Kashipur. His primary research interest is volatility modeling. His other research interests include Financial Risk Management, Asset Pricing, Cryptoeconomics, Investor Sentiment, etc. He has published 07 research papers in ABDC listed journals.

He received the Best Paper Award at Sixth Empirical Issues in International Trade and Finance (EIITF) organized by Indian Institute of Foreign Trade (IIFT) in December 2018. He has received reviewer recognition by Elsevier for the review contributed to the journals. He was awarded Junior Research Fellowship (JRF) in 2014 by University Grants Commission (UGC), India.

His teaching portfolio includes courses like Corporate Finance, Financial Derivatives, Financial Time-series Analysis, Financial Risk Management, Trading Strategy Implementation and High-Frequency Finance. He plans to experiment with his pedagogical style. He plans to use the advancement in academic research in classroom teaching. Also, all the courses are full of hands-on and implementation of tools and techniques using market data. He intends to make use of analytical tools like MS Excel, R, and MATLAB. The courses will provide the practitioner’s perspective in different aspects of finance.

Faisal Nazir  Zargar

1. Zargar, F. N., & Kumar, D. (2020). Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis. International Review of Economics & Finance. [Ranked ‘A’ in ABDC Rankings]

2. Zargar, F. N., & Kumar, D. (2019). Long range dependence in the Bitcoin market: A study based on high-frequency data. Physica A: Statistical Mechanics and its Applications515, 625-640. [Ranked ‘A’ in ABDC Rankings] 

3. Zargar, F. N., & Kumar, D. (2019). Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. The Quarterly Review of Economics and Finance. [Ranked ‘B’ in ABDC Rankings]

4. Zargar, F. N., & Kumar, D. (2019). Informational inefficiency of Bitcoin: A study based on high-frequency data. Research in International Business and Finance47, 344-353. [Ranked ‘B’ in ABDC Rankings] 

5. Zargar, F.N., A.K. Tiwari, and O.R. Olayeni. Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis. Applied Economics Letters, 2019. 26(12): p. 999-1006. [Ranked ‘B’ in ABDC Rankings] 

6. Zargar, F.N. and Kumar, D. (2019) Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level. Theoretical Economics Letters, 9, 21-32. [Ranked ‘B’ in ABDC Rankings]

7. Zargar, F. N., & Kumar, D. (2018). Forecasting Value-at-Risk (VaR) in the Major Asian Economies. Theoretical Economics Letters8(09), 1565. [Ranked ‘B’ in ABDC Rankings] 

Faisal Nazir  Zargar

2019: Presented a paper at International Conference on Business, Management, and Finance (ICBMF) at University of Roehampton London, UK

2018: Won the Best Paper Award at Sixth Empirical Issues in International Trade and Finance at IIFT New Delhi, India

2018: Presented a paper at India Finance Conference at IIM Kolkata, India

2017: Presented a paper at Doctoral Colloquium at IIT Bombay, India

2016: Presented a paper at Doctoral Consortium at IISC Bangalore, India

2015: Presented a paper at India Finance Conference at IIM Ahmedabad, India

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