• Ph.D in Finance
• UGC NET in Management
• MBA in Finance

Research Interests

• Volatility prediction
• Spillover volatility
• Corporate Finance
• Corporate Social Responsibility

Teaching Interests

• Corporate Finance
• Security analysis and Valuation
• Portfolio Management
• Financial Derivative
• Financial Econometrics

• Teaching and Research experience of over 12 years at IIFT, Amity University (Noida), Fortune Institute of International Business, RDIAS to name a few.
• Presently working as Assistant Professor (Finance) at IIFT.
• Academic Administration: Head FDP and Research, Guest editor (SCOPUS indexed Journal), organized international conference in capacity of conference co-chair and coordinator.

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:

• Guest Editor - Journal of Content Community and Communication (2023): Will Metaverse be the future space of Communication? (SCOPUS)
• Guest Editor - International Journal of Public Sector Performance Management (2021): Fostering Innovation in Business Practices: Role of the Public Sector (SCOPUS)