Soumya Guha Deb

Soumya Guha Deb
Soumya Guha Deb
Department
Associate Professor
Email
soumya@iimsambalpur.ac.in
Contact No
+91 9938853926

Dr. Soumya G Deb holds a PhD (FPM) from IIM-Calcutta. Prior to that he did PGDBM from IIM-Calcutta and his bachelor’s in engineering from Jadavpur University, Calcutta. He worked in industry for about a decade before coming to academics. He teaches courses in Finance, for doctoral and post graduate programs at IIM Sambalpur. Before joining IIM-SBP he was working as a full-time faculty in the finance area at Xavier Institute of Management Bhubaneswar (XIMB) during the period 2007-2018. He is an active researcher and has several publications in nationally and internationally reputed journals. His research interests are in the areas of Mutual funds, Corporate Finance, Investments and Portfolio Management, Asset Pricing, Causality and Volatility in Financial markets etc. He is also reviewer of research papers in several reputed journals published by SAGE, Springer, Emerald, Elsevier.

  • Seminar Course in Investments and Financial Markets ( Doctoral course , IIM -SBP)
  • Finance Theory –II (Doctoral Course for XLRI)
  • Corporate Finance/Financial Management ( IIM-SBP, XLRI, XIMB)
  • Financial Institutions Markets and Instruments (IIM Indore)
  • Financial Institutions and Markets (2.0 credits) (XIMB)
  • Financial Services (IIM-SBP, XIMB)
  • Investments / Security Analysis and Portfolio Management (XIMB)
  • Advanced Corporate Finance (1.5 credits)(XIMB)
  • International Finance (XIMB)
  • Fixed Income Securities and Markets (IIM-SBP, XIMB)

A: Published Papers in Tiered Journals

1)    2022: R Dasgupta & Deb, S.G (Accepted and forthcoming). “Role of Corporate Governance in moderating the risk-return paradox: cross country evidence.” Journal of Contemporary Accounting & Economics, (Elsevier, ABDC: A )

2)    2022: Deb, S.G & Thakruta R. (Accepted and forthcoming). “Limited effectiveness of IT/IS investments in an Emerging Economy: Evidence from India and implications.”  The DATA BASE for Advances in Information Systems, ( ACM, SIGMIS, ABDC: A, Scopus: Q1,  Scopus h index: 57 )

3)    2022: Kumar, R., Deb, S. G., & Mukherjee, S (Accepted and forthcoming). “Deciphering the Corporate Mind: Capturing Early Warning Signals in Non-Numeric Communication Channels Using Computational Intelligence.” Advances in Accounting Behavioral Research (Emerald, ABDC: A).

 

4)    2022: Deb, S.G & Ganguly S. K ( Accepted and forthcoming) “ Public Sector Bank Dominated Financing and Earning Quality: Indian Evidence.” Journal of Asia Business Studies. (Emerald, ABDC: C). ( https://doi.org/10.1108/JABS-03-2021-0116)

 

5)    2021Deb, S.G. Banerjee P "Impact of Quality of Involvement of VC/PE in IPO Firms: Evidence from India". Journal of Alternative Investments 24 (2) 49-67;  (Institutional Investor Journals Group, ABDC: B), ( https://doi.org/10.3905/jai.2021.1.138)

 

6)    2021: Ganguli, S. & Deb, S. G. Board composition, ownership structure and firm performance: New Indian evidence. International Journal of Disclosure and Governance. (Palgrave Macmillan ABDC: B). (https://doi.org/10.1057/s41310-021-00113-5)

 

7)  2021Sengupta, A., Deb, S.G., & Mittal, S. The Underlying motivational process behind portfolio diversification choice decisions of individual investors: An experimental design. Journal of Behavioral and Experimental Finance, Vol,29,2021. (Elsevier, ABDC: A) ( https://doi.org/10.1016/j.jbef.2020.100452)

 

8)    2020: Deb, S. G. Institutional preference for corporate governance and firm characteristics: new evidence from India. Journal of Public Affairs (Wiley-Blackwell, ABDC: B) (https://doi.org/10.1002/pa.2540).

 

9)   2020: Deb, S.G. & Banerjee P. Performance of VC/PE backed IPOs: new insights from India. Global Business Review (SAGE, ABDC: C) (Sep,2020) https://doi.org/10.1177/0972150920950543

 

10)    2020: Das Gupta, R., & Deb, S. G. (2020). Exploring the Relationship between Risk and Performance in Listed Indian Firms. International Journal of the Economics of Business,(vol 27, Issue 3). (Taylor and Francis, ABDC: B).( https://doi.org/10.1080/13571516.2020.1767981)

11) 2020: Kumar, R., Deb, S. G., & Mukherjee, S. (2020). Do words reveal the latent truth? Identifying communication patterns of corporate losers. Journal of Behavioral and Experimental Finance, 100291. (Elsevier, ABDC: A).( Vol 26,June 2020).( https://doi.org/10.1016/j.jbef.2020.100291

12) 2020:  Pathak, J & Deb, S. G (2020). Stylized Patterns in implied volatility indices and stock market returns: a cross country analysis across developed and emerging markets, Cogent Journal of Economics and Finance. (Vol.8, Issue 1) (Taylor and Francis, ABDC: B).( https://doi.org/10.1080/23322039.2020.1723185)

13) 2020Mahapatra, B., Mohapatra, S., Samanta, B., & Deb, S. G. (2019). An Investigation of Portfolio Optimization using Modified NSGA-II Algorithm. South Asian Journal of Management26(4), 133-150.  AMDISA, ABDC: C).

14) 2019Deb, S. G., & Mishra, B. (2019). A new insight into value premium and size premium. IIMB Management Review31(4), 324-335.(Elsevier, ABDC: B). https://doi.org/10.1016/j.iimb.2019.07.004

 

15) 2019Deb, S. G., Mishra, S., & Banerjee, P. (2019). Stock market, banking sector and economic growth: A cross-country analysis over different economic cycles. Studies in Economics and Finance36(3), 348-364. Emerald, (ABDC: B). https://www.emerald.com/insight/content/doi/10.1108/SEF-02-2017-0046/full/html

 

16) 2019Deb, S. G. (2019). A VaR-based downside risk analysis of Indian equity mutual funds in the pre-and post-global financial crisis periods. Journal of Emerging Market Finance18(2), 210-236., (SAGE, ABDC: B).( https://doi.org/10.1177/0972652719846348

 

17) 2019Deb, S. G. (2019). Persistence in performance of actively managed equity mutual funds: New Indian evidence. IIMB Management Review31(2), 145-156. (Elsevier, ABDC: B). (https://doi.org/10.1016/j.iimb.2019.03.014)

 

18) 2018Mishra, S., & Deb, S. G. (2018). Predictors of firm growth in India: An exploratory analysis using accounting information. Cogent Economics & Finance6(1), (Taylor and Francis, ABDC: B).( https://doi.org/10.1080/23322039.2018.1553571

 

19) 2018Thakurta, R., & Guha Deb, S. (2018). IS/IT investments and firm performance: Indian evidence. Journal of Global Information Technology Management21(3), 188-207. (Taylor and Francis, ABDC : B). (https://doi.org/10.1080/1097198X.2018.1498274

20) 2018Deb, S. G., & Banerjee, P. (2018). Low leverage policy: a boon or bane for Indian shareholders. Journal of Asia Business Studies. (Emerald, ABDC : C).

21) 2018Deb, S. G. (2018). Institutional Investors and firm characteristics: New evidence from India. Research in International Business and Finance46, 30-42(Elsevier ABDC: B).

22) 2017Deb, S. G. (2017). Long run performance of SEOs: new evidence from India, Economic and Political Weekly,52(12).(Sameeksha Trust India, ABDC: B)

23) 2017Banerjee, P., & Deb, S. G. (2017). Abnormal returns using accounting information within a value portfolio. Accounting Research Journal.30(1). (Emerald, ABDC: B).

24) 2015Banerjee, P., & Deb, S. G. (2015). The Choice between QIP and Rights Issue: Evidence from India. Global Business Review16(5_suppl), 155S-174S. (SAGE ABDC C).

25) 2015Deb, S. G., & Banerjee, P. (2015). Equity performance of zero-debt firms vis-à-vis their leveraged counterparts. Global Business Review16(5), 800-811., Vol 16, 5 (SAGE ABDC: C).

26) 2008Deb, S. G., Chakrabarti, B. B., & Banerjee, A. (2008). Persistence in performance of Indian equity mutual funds: an empirical investigation. IIMB Management Review20(2), 145-156. (Elsevier, ABDC: B).

 

B: Papers Under Review (In Tiered Journals)

1)    Impact of corporate governance on the risk-return paradox – a cross country analysis

2)    Nexus between Energy consumption, economic development and financial sector development : a cross country analysis

3)   IPO underpricing and short term performance : a comparative analysis during the COVID-19 pandemic and tranquil periods in a cross country setting.

4)    Impact of curtailing dealer commission on mutual fund flows : new evidence from India

5)  Nexus between working capital management, capital expenditure and managerial ability --insights from Transportation and logistics industry

6)   Interlinkage between Corporate Social, Environmental Performance and Financial Performance: Firm-mediators in a Multi-country Context

 

C: Other Published papers

1)   2015: Long run performance of Rights Issues and FPOs: evidence from India, NSE Working Paper, (Co-author; K Chaitanya)

2)    2014: Stylized patterns of Volatility in Indian Equity Market during Pre-and Post Global Meltdown: A Time-Series Analysis, International Research Journal of Finance and Economics, Vol 125, UK.

3)    2013: Institutional preference for firm attributes: evidence from India; IUP Journal of Applied Finance, (Co-authors: Dr. Pradip Banerjee and Dr Prithviraj Banerjee)

4)     2012: Value versus growth: evidence from India; IUP Journal of Applied Finance

5)   2011: Are equity betas stable: evidence from Indian equity markets, IUP Journal of Applied Finance, (Co-author: SagarikaMisra)

6)     2009: Some Insights into IPO Underpricing in India; Vilakshan, the bi-annual Journal of XIMB.

7)   2009: Downside Risk Analysis of Indian Equity Mutual Funds: a Value at Risk Approach; International Research Journal of Finance and Economics, (Co-author: Dr. Ashok Banerjee, IIM-C).

8)    2008: Volatility in Indian equity market during pre-and post F&O period: a time series analysis, Vilakshan, the bi-annual Journal of XIMB (Co-author: Dr Jaydip Mukherjee).

9)    2008: Does Stock Market Development Cause Economic Growth? Evidence from India; International Research Journal of Finance and Economics, Vol 21 (Co-author: Dr. Jaydip Mukherjee, IIFT).

10) 2007: A study of market timing and stock selection ability of mutual funds in India- an empirical exploration, Vikalpa, Management Journal of IIM Ahmedabad, (Co-author: Dr Ashok Banerjee and Dr B B Chakrabarti, IIM-C).

11) 2007: Performance of Equity Mutual Funds in India vis –a vis their style benchmarks: an empirical exploration; IUP Journal of Applied Finance, (Co-authors: Dr Ashok Banerjee and Dr B B Chakrabarti, IIM-C).

12)  2006: Value premium in Indian equity market during 1990 to 2005: market evidence; IUP Journal of Applied Finance (Co-authors: Dr Ashok Banerjee and Dr B B Chakrabarti, IIM-C).

D: Accepted and presented in National and International Conferences

1)     2021: PE/VC Exits: The latent signals from PE/VC exits in IPOs: Do they offload lemons :: ISDSI conference at Nagpur, India

2)    2021: Back-Testing of Popular VaR models: new evidence from Alternate Investment Funds: India Finance Conference :2022

3)    2021: Some insights into IPO underpricing and short term performance: a cross country study during two major crises scenarios: Global Finance Conference.

4)    2020: Revisiting Bowman’s Paradox in a cross country set-up : 14th ISDSI Annual Conference at IIM Raipur, India.

5)     2019: Do Machines learn: Identifying Winners within a Value portfolio : 13th Annual Conference 13th Annual ISDSI conference at Bhubaneswar, India

6)     2019: Performance of VC/PE backed IPOs: new evidence from India: Third Annual Conference on Banking & Finance, IMI Bhubaneswar. Bhubaneswar.

7)    2018: Impact of IS/IT Investments on Firm Performance in the Indian Context: A Plan of Inquiry : Pacific Asia Conference on Information Systems (PACIS), Yokohama, Japan

8)   2017: Preferred firm attributes by institutional investors: new evidence from India, Annual International Conference on Accounting and Finance, Singapore

9)     2015: Long run equity and operating performance of SEOs: evidence from India, (Co-author: SagarikaMisra, BIMTECH): India Finance Conference-IIM-Calcutta

10)  2014: Short-Term and Long-Term Performance of Indian IPOs: Comparison of Two Exchanges (Co-author: Dr. Banikanta Misra): India Finance Conference-IIM-Bangalore

11)  2013: Abnormal Returns to a Fundamental Analysis Strategy: Evidence from India; India Finance Conference-IIM-Ahmedabad (Co-authors: Dr. Pradip Banerjee and Dr. Prithviraj Banerjee)

12)  2012: Qualified Institutional Placement: An Exploratory study in the Indian Context; India Finance Conference at IIM Calcutta, (Co-authors: Dr. Pradip Banerjee and Dr. Prithviraj Banerjee)

13)  2010: Risk Adjusted Performance of Indian IPOs, India Finance Conference, IIM- Calcutta (Co-author: Dr. Banikanta Misra, XIMB)

14)  2007: Estimated weekly value at risk vis-à-vis actual downsides of Indian equity mutual funds: an empirical exploration; Academy of Economics and Finance Conference, USA, (Co-authors: Dr. B.B Chakrabarti and Dr. Ashok Banerjee, IIM-C)

15)  2006: Do Winner Funds repeat? An Empirical Exploration with Indian Equity Mutual Funds’, International Conference on Business and Finance organized by ICFAI university and Philadelphia University USA, (Co-authors: Dr B B Chakrabarti and Dr Ashok Banerjee, IIM-C)

E. Working papers

1)     PE/VC Exits: The latent signals from PE/VC exits in IPOs: Do they offload lemons Performance of debt free firms—a cross country analysis

2)     Back-Testing of Popular VaR models: new evidence from Alternate Investment Funds:

3)    Some insights into IPO underpricing and short term performance: a cross country study during two major crises scenarios

4)     Institutional Investment and ESG performance of Corporates

5)     Working Capital management and managerial ability

6)     Product market fluidity, Working Capital management and managerial ability

7)     Underwriter quality -- and Performance of SEOs.. cross country evidence

 

F. Research Monograph/Book Chapters

·  2011: Performance Evaluation of Indian Equity Funds; Lambert Academic Publishing, Saarbrucken, Germany

·  2007: Do Winner Funds repeat: An empirical Exploration with Indian Equity Mutual Funds; book chapter in Advances in Business and Finance Studies, 2006, Investment Management and Asset Pricing Section, IUP?

 

G. Other Research related engagements

Reviewer of research papers for the following journals:

·  Research in International Business and Finance ( Elsevier)

·  Asia Pacific Financial Markets( Springer)

·  Emerging Markets Finance and Trade ( Taylor and Francis)

·  Journal od Decision Sciences ( Wiley)

·  Economic and political weekly Sameeksha Trust)

·  IIMB-Management Review ( Elsevier)

·  Vikalpa, (Management journal of IIM-A) (SAGE)

·  Decision (Management journal of IIM-C) ( Springer)

·  Books and book chapters from publishers like Oxford, Tata McGraw Hill etc.

·  Associate Editor of ‘Vilakshan’ the management journal of XIMB

 

Consultancy / Training

Have taken sessions for numerous MDPs and in-company training programs on behalf of XIMB. Have been part of the multi-crore Sevottamaudit consultancy project for PPL on behalf of XIMB.