Molla Ramizur Rahman

Overview:

Dr. Molla Ramizur Rahman is an Assistant Professor of Indian Institute of Management Bodh Gaya, in the area of Finance and Accounting. He obtained his PhD in Finance from Vinod Gupta School of Management, Indian Institute of Technology Kharagpur with the thesis titled “Systemic Risk of the Indian Banking System”. He received his Bachelor of Engineering in Electrical and Electronics securing First Class with Distinction from Visvesvaraya Technological University, and a Master of Management Studies in Finance from the University of Mumbai. His research interest includes financial stability, banking, stock market integration, systemic risk, financial network, etc. 

He has published papers in journals like Technological Forecasting and Social Change, International Review of Financial Analysis, Journal of International Financial Markets Institutions and Money, Finance Research Letters, Journal of Economic Asymmetries, Journal of Risk Finance, and Cogent Economics and Finance . He has been a finalist in the AFAANZ (Accounting & Finance Association of Australia and New Zealand) Finance SIG and InSPiR2eS 2021 Research PITCH Event. In this event, six teams across the globe qualified first two rounds representing the final. He has been awarded the “Outstanding Student Award” for MBA class 2015-2017. He also won the “Best Paper Award” at ICIMIA Conference 2017 by IEEE Bangalore, AIMS Silver Medal for “Best Paper” by Association of Indian Management School at 28th AIMS Convention 2016, Ranchi, and “Best Paper Presenter” award at INDIA Conference 2016. 

                         

Academic background:

• Ph.D., Indian Institute of Technology Kharagpur
• Master of Management Studies (MMS), University of Mumbai
• Bachelor of Engineering (BE), Visvesvaraya Technological University

Teaching Interests:

• Corporate Finance
• Financial Management
• International Finance
• Security Analysis and Portfolio Management

Research Interests:

• FinTech
• Sustainable finance
• Climate finance
• Systemic risk
• Contagion effect and network theory
• Financial interconnectedness and crisis

View Research Profile

Publications:

• Boubaker, S., Karim, S., Naeem, M. A., & Rahman, M. R. (2024). On the prediction of systemic risk tolerance of cryptocurrencies. Technological Forecasting and Social Change, 198, 122963, Scopus Indexed, ABDC: A.
• Rahman, M. R., Misra, A. K., & Kumar, S. (2024). A financial supply chain on corporate working capital and interbank lines of credit. International Review of Financial Analysis, 91, 102965, Scopus Indexed, ABDC: A.
• Rahman, M. R., Misra, A. K., Lucey, B. M., Mohapatra, S., & Kumar, S. (2023). Network Structure and Risk-Adjusted Return Approach to Stock Indices Integration: A Study on Asia-Pacific Countries. Journal of International Financial Markets, Institutions and Money, 101819, Scopus Indexed, ABDC: A.
• Mohapatra, S., Misra, A. K., & Rahman, M. R. (2023). Impact of banking sector competition on emerging market banks’ safety and soundness–A study on Indian Banks. Cogent Economics & Finance, 11(1), 2216980, ABDC: B.
• Ahmed, S., Assaf, R., Rahman, M. R., & Tabassum, F. (2023). Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis. The Journal of Economic Asymmetries, 28, e00306, Scopus Indexed, ABDC: B.
• Kumar, G., Rahman, M. R., Rajverma, A., & Misra, A. K. (2023). Predicting systemic risk of banks: a machine learning approach. Journal of Modelling in Management.
• Misra, A. K., Rahman, M. R., & Tiwari, A. K. (2023). A risk-neutral approach to the RAROC method of loan pricing using account-level data. The Journal of Risk Finance, 24 (2), pp. 212-225, Scopus Indexed, ABDC: B.
• Prasad, S., Mohapatra, S., Rahman, M. R., & Puniyani, A. (2022). Investor Sentiment Index: A Systematic Review. International Journal of Financial Studies, 11(1), 6, Scopus Indexed, ABDC: B.
• Akhtaruzzaman, M., Boubaker, S., Nguyen, D. K., & Rahman, M. R. (2022). Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis. Finance Research Letters, 102787, Scopus Indexed, ABDC: A. 
• Rahman, M. R., & Misra, A. K. (2021). Bank Competition Using Networks: A Study on an Emerging Economy. Journal of Risk and Financial Management, 14(9), 402. Web of Science Indexed, ABDC: B.
• Kumar, G., Misra, A. K., Pant, A., & Rahman, M. R. (2020). Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks. Global Business Review. Scopus Indexed, ABDC: C. 
• Roy, S., Misra, A. K., Padhan, P. C., & Rahman, M. R. (2019). Interrelationship among Liquidity, Regulatory Capital and Profitability-A Study on Indian Banks. Cogent Economics & Finance, 7(1). Scopus Indexed, ABDC: B.

Book Chapter:

• Rahman, M. R., Bharadwaj, A., & Mitra, P. (2022). Knowledge Extraction from Abnormal Stock Returns: Evidence from Indian Stock Market. Machine Learning, Blockchain Technologies and Big Data Analytics, Chap. 23, pp. 517-535, DOI: 10.1049/PBSE016E_ch23, Publisher: IET.
• Rahman, M. R. (2021). Algorithmic Trading Using Trend Following Strategy: Evidence from Indian Information Technology Stocks. Data Science and Data Analytics: Opportunities and Challenges, CRC Press, 293.
• Rahman, M. R. (2017, February). Analysis of portfolio with public and private banking stocks in India—A study from 2011 to 2016. Innovative Mechanisms for Industry Applications (ICIMIA), 2017 International Conference on (pp. 671-675). IEEE. Scopus Indexed.
• Rahman, M. R. (2016). Analyzing the performance of a software and IT growth with special reference to India. Information Systems Design and Intelligent Applications (pp. 591-598). Springer, New Delhi. Scopus Indexed.

Conferences:

• “Are green cryptocurrencies sustainable during a crisis?”, 6th International Conference on Entrepreneurship for Sustainability & Impact(ESI), Organized by Qatar University, 17-19^th October, 2023, Doha, Qatar.
• “Risk Sharing Framework and Systemic Tolerance: Double Layer Network Approach”, International Society for the Advancement of Financial Economics, 05-06 December 2022, Ho Chi Minh City, Vietnam (Online).
• “Does Geopolitical Risk forms Interconnectedness in Stock Markets Returns: Evidence from Russian-Ukraine Crisis”, 2022 Vietnam Symposium in Banking and Finance (VSBF2022), 27-29 October 2022, Hanoi, Vietnam. 
• “Impact of Bank Competition on Systemic Risk and its Stability”, 4th International Conference in Banking & Finance, 25-26th February 2022, Organized by IMI Bhubaneswar.
• “Systemic Risk Sharing Framework of Cryptocurrencies”, Cryptocurrency Research Conference 2021, 16-17 September, 2021, Organized by The Centre of Digital Finance, University of Southampton and The ICMA Centre, University of Reading.
• “Analysis of portfolio with public and private banking stocks in India”, ICIMIA - IEEE sponsored conference, 21st -23rd February 2017, Bangalore.