Saif Siddiqui

Saif Siddiqui
Jamia Millia Islamia · Centre for Management Studies

PhD , M.Com

About

33
Publications
9,245
Reads
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109
Citations
Additional affiliations
April 2008 - present
Jamia Millia Islamia
Position
  • Professor (Assistant)

Publications

Publications (33)
Article
Purpose The paper aims to resolve the ongoing issue of asset pricing in indexed based investments, primarily in Sukuks. It is to be done by modeling the returns of S&P MENA (Middle East and North Africa) Sukuk index (SPS), S&P MENA bonds indices (SPM) and Dow Jones MENA (DJM) equity index using system equations and to find out cointegration among t...
Article
Full-text available
Exposure of the banking system to the Global Financial Crisis attracted attention to the study of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the Indian banking sector. Based on market capitalization, three public sector banks and three from the private sector were taken. Data are taken from the year...
Article
Emerging markets, including India, are witnessing an influx of foreign capital. The article investigates the role of exchange rate which influences both the net foreign institutional investments (FIIs) and the stock markets, using monthly data, from January 2008 to May 2018. The effects of real effective exchange rate are studied through non-linear...
Article
Purpose The study investigates the amplitude and direction of the movement of information between spot and futures indices. The study progresses to account for the investor's heterogeneity and compare the evolving structure of investors in emerging and developed economies. Further, the structural linkages in terms of returns and variance have been...
Article
Full-text available
Commodities play a vital role in the development of emerging economies, like India. From this perspective, the study presents dynamic correlation in the prices of gold, crude oil, exchange rate and Indian stock market from April 01, 2014 to March 28, 2018. VARMA-BEKK-GARCH model is estimated for return and volatility spillovers across markets. Bidi...
Article
Full-text available
The study explored a vital issue on market microstructure that is the relationship between volatility, index returns and trading volume within the Indian stock market. The daily closing prices of select indices, from 2 March 2009 to 31 July 2018, were taken. The investor’s fear index India Volatility Index (VIX) was used as an implied volatility me...
Article
The combination of entrepreneurship and strategic management, called strategic entrepreneurship, is still in its infancy, as Hitt et al. proposed it in the year 2001. Since then researchers have continuously pushed their limits to explore it on different fronts and domains. But, so far, a mutual consent on what actually constitutes it has not been...
Chapter
Change in oil prices may have a different impact on different countries due to various factors such as their relative position as oil importers or exporters, different tax structures. Oil price affects Indian economy. A small rise in oil price leads to an increase in prices of goods and services. It is also affected by the exchange rate and effects...
Article
In developing nations like India, entrepreneurship can be a solution of many economy-related problems; to achieve this, high level of entrepreneurial intensity (EI) is to be ensured. EI measures the focus and commitment of an entrepreneur towards his/her venture. It can influence performance of firms, provide sustainable advantage to individuals, s...
Article
The deepest downturn has been recently faced by oil industry. This sinking price was first observed in June 2014 and it moved further down. This change affected the investment pattern of many companies and leads to a decline in corporate margins and influence investments in stock markets. Keeping in view this important relationship, here, we propos...
Article
The Charanka Solar Park, one of the world’s largest multi-developer and multi-beneficiary solar parks, is the hub of solar power production in India. It contributes about 6 per cent to the total solar power production in the country. Although solar power is more expensive than the traditional power in the country, its sheen is still not high to mak...
Article
Shariah indices can be used to construct socially reliable investment products that are attractive for those, who do not wish to invest in undesired business. National Stock Exchange of India introduced Nifty 50 Shariah and Nifty 500 Shariah indices to provide alternative i The study is an attempt to reveal the relationship between Nifty 50 Shariah...
Article
Secondary market is an integral part any economy. Stock market in India is immensely volatile. Any insight into this market is always encouraged. This paper is an attempt which tries to convert the dynamics of stock returns into a mathematical model. It is a part of the PhD research of the two authors. It is based on the concept of Arbitrage Pricin...
Article
Stock market efficiency is and important parameter to gauge the efficiency of a financial system. It assumes extreme importance especially in developing countries like India. The efficiency of Indian stock markets, especially the leading stock exchange of India - the NSE, attracts the attention of researchers and analysts in view of recent fluctuat...
Article
Full-text available
The question of Islamic economy being a social economy rather than a viable economy has been raised and debated time over time. To prove the viability of Islamic financial system as an alternative to the interest based financial system, it is an imperative to prove its commercial viability over the modern financial system. To provide Islamic econom...
Article
There are certain factors that help a person to grow as a leader. These factors, skills and abilities determine the effectiveness of leadership and the method of leading too. This observable set of abilities may be inherited, inborn or developed with experience and learning. These factors differ from person to person, due to this verity; a person e...
Article
In India, the history of life insurance dates back to the year 1818, with the Oriental Lie Insurance Company in Calcutta. At that time a higher premium was charged for Indian lives than the English lives, as Indian lives were considered riskier for coverage. In 1870, the first company to charge same premium for both Indian and non-Indian lives was,...
Article
Poverty is an economic condition of lacking basic necessities needed to live a reasonable life. This include need for money, food, water, education, and shelter. Poverty reduction is a process, aiming to reduce the level of poverty in a group of people or countries. World Bank suggests that poverty can be reduced by various means and methods, which...
Article
Present Management Case discusses a situation for possible expansion of a start up entrepreneurial venture, Texon Enterprise. This enterprise wants to establish,Texon as a national brand. Owner-Mangers trying to find an answer to a question that should they accept an offer from a big and widely accepted brand in India, Bajaj. Or they should strive...
Article
In recent years, globalisation, economic assimilation and integration among countries and their financial markets have increased interdependency among major world stock markets. This increased interdependency among the worldwide stock markets may have impacts on the global investors for their assets allocation decision and on the economic policies...
Article
Entrepreneurial leadership is taken as an interdisciplinary field of study, which integrates entrepreneurship with leadership to create some thing of enormous worth. Entrepreneurial leadership involves behaving and acting with entrepreneurship in the interests of the organization for the growth of all stakeholders involved and realizing the propose...

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