Dr. Tarunika Jain Agrawal

About

Dr. Tarunika Jain Agrawal is an Assistant Professor at the Faculty of Management Studies, University of Delhi. Her research interests encompass Sustainable Finance, Capital Markets, Financial Institutions, and Behavioral Finance. Prior to her academic career, she gained valuable corporate experience working with HSBC and BNP Paribas in Paris, France, which helps her contribute to various aspects of finance education and research.

Research

• 1. The tale of two tails and stock returns for two major emerging markets, Review of Quantitaive Finance and Accounting, 2024
• 2. Bond rating determinants and modeling: evidence from India, Managerial Finance, 2022.
• 3. Disruptive innovations, fundamental strength and stock winners: Implications for stock index revisions, Vision: The Journal of Business Perspective, 2020.
• 4. Market development and policy issues for Agri derivatives in India: a study on Cotton and Mentha, Agricultural Economics Research Review, 2020.
• 5. Firm attributes, corporate fundamentals and investment strategies: An empirical study for Indian stock market, Management and Labour Studies, 2020.
• 6. Determinants of successful Agri - futures contracts in India, Asian Journal of Finance & Accounting, 2019.
• 7. Impact of commodity transaction tax on market liquidity, volatility, and government revenues: An empirical study for India, Vikalpa, 2019.
• 8. Dynamic interaction of bank risk exposures: An empirical study for the Indian banking industry, IIM Kozhikode Society & Management Review, 2018.
• 9. Domestic and International Information Linkages for Indian Commodities Market in the Pre-and Post-CTT Periods, Metamorphosis: A Journal of Management Research, 2017.
• 10. Dynamic interaction of bank risk exposures: An empirical study for the Indian banking industry, Management and Labour Studies, 2017.
• 11. Risk Management in Indian Banks: Primary Data Analysis, The IUP Journal of bank management, 2017
• 12. Market development and policy issues for agri-derivatives in India: a study of cotton and mentha, Agricultural Economics Research Review

Conferences

• 1. Presented "The tale of two tails and stock returns for two major emerging markets" at the 5th International Conference on Financial Markets & Corporate Finance (ICFMCF 2023), IIT Delhi, 6-8th July 2023
• 2. Presented and published paper “Global Capital Flows and Its Impact on Macroeconomic Variables - Evidence from India”, The Macrotheme Conference on Business and Social Science: IBIZA, SPAIN, 2013.

Research Interests

• 1. Capital Markets,
• 2. Financial Institutions
• 3. Behavioral Finance
• 4. Sustainable Finance

Books / Book Chapters

• 1. Authored book on 'Financial Markets and Institutions’, Available on Amazon
• 2. Co-authored a chapter "Emerging Regulations in Indian Commodity Markets -Taking Stock 2015-17" in Commodity Insights Yearbook, MCX 2017

Academic experience

• 1. Visiting Faculty, Department of Finance and Business Economics, University of Delhi
• 2. Assistant Professor, Department of Commerce, Sri Aurobindo College, University of Delhi

Professional Experience

• 1. Associate Equity Strategy Analyst, HSBC Global Banking and Markets (Research)
• 2. Executive Officer, Udhmodya Foundation, University of Delhi

Consulting experience

• 1. Alpha Research, Alpha Capital Ltd

In the media

• 1. Struggling to evaluate performance of mutual funds? Here is help, Economic Times, June 15, 2023
• 2. Stock market in election year: What historical returns from equity suggests, how to navigate it, Economic Times, July 20, 2023