Hi, I am Pranjal. I started my PhD journey at the F&A area in IIMA in 2018. I hope to finish it by March 2023. This page gives a brief on my research interests and the ongoing work that I am associated with. 

Research interests:

Corporate finance with particular focus on buybacks.


Information in the prices of traded financial derivatives.


Pricing of options.


Financial networks.

Published papers:


 
Bansal, A., Gopalakrishnan, B., Jacob, J., & Srivastava, P. (2022). Impact of operational fragility on stock returns: Lessons from COVIDÔÇÉ19 crisis. International Review of Finance.. (http://doi.org/10.1111/irfi.12374)


Mishra, A., Srivastava, P., & Chakrabarti, A. S. (2021). ‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets. Quantitative Finance, 1-29. (https://doi.org/10.1080/14697688.2021.2006281)








Professional Experience:

PhD candidate, F&A area, IIM-A (2018-)
MBA(Fin and Ops)-DoMS IIT-R (2010-12)

B-Tech (ECE)- VIT Vellore (2006-10)


Working Papers:


Working paper on the impact of a minimum buyback requirement in open market repurchases, co-authored with Joshy Jacob (Assoc. Prof., IIM-A) and Ajay Pandey (Prof., IIM-A).  Link: https://web.iima.ac.in/assets/snippets/workingpaperpdf/19211601592021-04-02.pdf

Newspaper Articles/Mentions

1.An article on the effectiveness of the Repo rate in a high liquidity regime, written along with Sumit Saurav (PhD student, IIM-A). Link: https://www.thehindubusinessline.com/opinion/is-repo-rbis-policy-rate/article32242097.ece 

Newspaper discussion on our paper on COVID-19 market reaction in India. Link: https://timesofindia.indiatimes.com/city/ahmedabad/pharma-telecom-gained-during-crisis/articleshow/76413694.cms