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Imlak Shaikh

Assistant Professor, Finance

Email : imlak.shaikh@mdi.ac.in
Phone : +91-124-4560297

Imlak Shaikh is an assistant professor of accounting and finance at MDI Gurgaon. Previously, he served as an assistant professor at the Birla Institute of Technology & Science, BITS Pilani. Shaikh has also taught at IIM Rohtak as an adjunct faculty in FPM program. 

Shaikh received his post graduation degree in commerce from the Veer Narmad South Gujarat University Surat; his Ph.D from Indian Institute of Technology Bombay (IIT-Bombay). Shaikh has been awarded with ‘Ph.D Theses Excellence Award’ from IIT-Bombay.

He has published several papers in national and international journals of repute. His area of teaching and research: Teaching Interest: Financial Management; Financial and Management Accounting; Risk Management and Insurance; Research Interest: Banking and Finance; Financial markets; Accounting and Control; Management Accounting.

Academic Achievement/Awards

Gold Medal, M.Com (Statistics) in April 2003 from South Gujarat University, Surat, Gujarat, India. University has awarded a “Gold Medal” for securing highest mark at university level.

UGC-NET-JRF (Commerce), Qualified National Education Testing and Junior
Research Fellowship exam conducted by University Grant Commission New Delhi, India, 2006 (NET) and 2008(JRF). The JRF&SRF was awarded for doing Ph.D at IIT-Bombay.

UGC-NET (Management), Qualified National Education Testing and Junior Research
Fellowship exam conducted by University Grant Commission New Delhi, India,26th June 2011 (NET).

Award for “Outstanding Research Paper” for the paper entitled “Information
Content of Implied Volatility: A Sub-Period Analysis” at the International Research Conference on Management, Banking and Finance March 5th - 6th, 2012, organized by Jamnalal Bajaj Institute of Management Studies (JBIMS), Mumbai. http://conf12.jbims.edu/results

Publications, Guest Editorial, Book Chapter

Shaikh, Imlak; 2019. “The Impact of Terrorism on Indian Securities Market.” Economic Research-Ekonomska Istraživanja 32(1): (Forthcoming) [T&F Publications, SSCI, IF =1.137, SCOPUS].

Tiwari, Ashu, Archana Patro, and Imlak Shaikh. 2019. “Information Communication Technology-Enabled Platforms and P&C Insurance Consumption: Evidence from Emerging & Developing Economies.” Review of Economics & Finance 15(1):81–95. [SCOPUS, ABDC="B"]

Shaikh, Imlak; 2019. “Behavior of Stock and Fear Index on the Terrorist Attacks: An Empirical Evidence from SENSEX and NVIX.” International Journal of Business and Economics 17(3): Forthcoming [ABDC="B"].

Tiwari, Ashu, Imlak Shaikh, and Archana Patro. 2018. “Insurance and Risk Practices: An Exploration of Religious Texts to Reveal the Evolutionary Development of Insurance Institutions.” Journal of Social and Economic Development 20(2): 274–292 [Springer Publications].

Shaikh, Imlak; 2018. “Brexit and Global Implied Volatility Indices.” P. 73–88 [Springer Publications] in Advances in Time Series Data Methods in Applied Economic Research, edited by N. Tsounis and A. Vlachvei. Switzerland AG: Springer Nature Switzerland AG.

Anwar, Mohd and Imlak Shaikh. 2018. “Banking Expansion and Income Growth in India.” Sustainability 10(8):2756 [MDPI Publications, SSCI, IF=2.75, SCOPUS].

Shaikh, Imlak; 2018. “The Brexit and Investors’ Fear.” Economic Review-EKONOMSKI PREGLED 69(4):396–422 [ESCI, SCOPUS].

Shaikh, Imlak. 2018. “Investors’ Fear and Stock Returns: Evidence from National Stock Exchange of India.” Engineering Economics 29(1):4–12 [SSCI, IF=0.76, SCOPUS, ABDC="B"].

Shaikh, Imlak. 2017. “The 2016 U.S. Presidential Election and the Stock, FX and VIX Markets.” North American Journal of Economics and Finance 42:546–563 [Elsevier Publications, SSCI, IF= 1.098, SCOPUS, ABDC= “B”].

Shaikh, Imlak, Satyendra Kr Sharma, and Anil Kumar Bhat. 2017. “Evidence Based Modelling in Management.” Journal of Modelling in Management 12(4):578–582 [Emerald Publications, ESCI, SCOPUS].

Shaikh, I., S. K. Sharma, and P. Goyal. 2016. “Evidence-Based Management Practices in Accounting and Finance.” International Journal of Management Practice 9(3):213–332 [SCOPUS].

Shaikh, Imlak and Shabda Singh. 2016. “A Study of Out-of-Pocket Health Expenditures: A Case of South Asian Countries.” Journal of Health Management 18(4):625–637 [Sage Publications, ESCI, SCOPUS].

Shaikh, Imlak and Puja Padhi. 2016. “On the Relationship between Implied Volatility Index and Equity Index Returns.” Journal of Economic Studies 43(1):27–47 [Emerald Publications, ESCI, SCOPUS, ABDC="B”].

Shaikh, Imlak; and Puja Padhi. 2015. “The Behavior of Option’s Implied Volatility Index: A Case of India VIX.” Business: Theory & Practice - Verslas: Teorija Ir Praktika 16(2):149–158 [SCOPUS].

Shaikh, Imlak and Puja Padhi. 2015. “On the Relationship of Ex-Ante and Ex-Post Volatility: A Sub-Period Analysis of S&P CNX Nifty Index Options.” Journal of Emerging Market Finance 14(2):140–175 [Sage Publications, ESCI, SCOPUS, ABDC="B"].

Shaikh, Imlak and Puja Padhi. 2015. “A Study of Market Efficiency from Option Prices Evidence from the National Stock Exchange of India.” Journal Transition Studies Review 22(1):69–88 [SCOPUS].

Shaikh, Imlak. 2015. “On the Relationship between Implied Volatility Index and Realized Return Volatility.” Research Bulletin (ISSN 2230 9241) 41(3):1–9.

Shaikh, Imlak and Puja Padhi. 2015. “The Implied Volatility Index: Is ‘Investor Fear Gauge’ or ‘Forward-Looking’?” Borsa Istanbul Review 15(1):44–52 [Elsevier Publications, ESCI, SCOPUS].

Shaikh, Imlak and Puja Padhi. 2014. “India VIX Is ‘Investor Fear Gauge’ or ‘Forward-Looking’?” P. ISBN No 9789383842728 in Management Innovation and Intervention for Sustainable Development, edited by Smita Sukla. Excel Publication.

Shaikh, Imlak and Puja Padhi. 2014. “Investors’ ‘Fear’ and ‘Greed’ Index: A Case India Volatility Index (IVIX).” Research Bulletin (ISSN 2230 9241) XXXIX(2):216–28.

Shaikh, Imlak and Suresh Kumar Jakhar. 2014. “The Behavior of Investor’s-Fear-Gauge-Index on Scheduled Macroeconomic Communications.” Procedia - Social and Behavioral Sciences 133:151–159 [Elsevier Publications].

Shaikh, Imlak and Puja Padhi. 2014. “Stylized Patterns of Implied Volatility in India: A Case Study of NSE Nifty Options.” Journal of Indian Business Research 6(3):231–254 [Emerald Publications, ESCI, SCOPUS].

Padhi, Puja and Imlak Shaikh. 2014. “On the Relationship of Implied, Realized and Historical Volatility: Evidence from NSE Equity Index Options.” Journal of Business Economics and Management 15(5):915–934 [T&F Publications, SSCI=1.503, SCOPUS, ABDC= “B”]

Shaikh, Imlak and Puja Padhi. 2014. “Inter-Temporal Relationship between India VIX and Nifty Equity Index.” Decision 41(4):439–448[Springer Publications].

Shaikh, Imlak and Puja Padhi. 2014. “The Forecasting Performance of Implied Volatility Index: Evidence from India VIX.” Economic Change and Restructuring 47(4):251–274 [Springer Publicastions, [ESCI, SCOPUS, ABDC= “B”]

Shaikh, Imlak and Puja Padhi. 2013. “The Information Content of Macroeconomic News.” Procedia Economics and Finance 5(13):686–695 [Elsevier Publications].

Shaikh, I. and P. Padhi. 2013. “On the Linkages among Ex-Ante and Ex-Post Volatility: Evidence from NSE Options Market (India).” Global Business Review 14(3):487–505 [Sage Publications, ESCI, SCOPUS].

Shaikh, I. and P. Padhi. 2013. “Macroeconomic Announcements and the Implied Volatility Index: Evidence from India VIX.” Margin: The Journal of Applied Economic Research 7(4):417–442 [Sage Publications, ESCI, SCOPUS].

Shaikh, Imlak and Puja Padhi. 2013. “A Simultaneous Equation Approach on the Relationship between Implied, Realised and Historical Volatility.” Asia-Pacific Journal of Management Research and Innovation 9(2):139–155 [Sage Publications].

Shaikh, Imlak and Puja Padhi. 2013. “RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX.” Transition Studies Review 19(4):445–460 [Springer Publications, SCOPUS].

Shaikh, Imlak and Puja Padhi. 2013. “The Information Content of Implied Volatility Index (India VIX).” Global Business Perspectives 1(4):359–378 [Springer Publications].