Faisal Nazir Zargar
- ROLE:Senior Lecturer Accounting and Finance
- CONTACT:+971 04 367 8100
- EMAIL:[email protected]
Biography
Dr. Faisal holds a PhD in Finance from the Indian Institute of Management Kashipur, an MBA in Finance from Jamia Millia Islamia, and a BBA from IUST Awantipora.
He began his academic career as an Assistant Professor in Finance at the International Management Institute, New Delhi, and later joined BITS Pilani Dubai Campus, UAE, where he also served as the Deputy Head of the Department of Management Studies.
His teaching and learning interests are diverse and include Corporate Finance, Financial & Management Accounting, Derivatives & Risk Management, Financial Analytics, and Financial Econometrics.
Qualifications
- Ph.D. (Finance), Indian Institute of Management Kashipur, India
- M.B.A. (Finance), Jamia Millia Islamia New Delhi, India
- B.B.A., Islamic University of Science & Technology Awantipora, J&K, India
Previous Positions
- Assistant Professor in Finance, Department of Management Studies, BITS Pilani Dubai Campus, UAE (2021-2024)
- Deputy Head, Department of Management Studies, BITS Pilani Dubai Campus, UAE (2022-2024)
- Assistant Professor in Finance, International Management Institute New Delhi, India (2019-2021)
Awards and Achievements
- Recipient, 2024 “Best Paper Award” based on the research paper presented at Middlesex University Dubai, UAE
- Recipient, 2023 “Best Paper Award” based on the research paper presented at Middlesex University Dubai, UAE
- Recipient, 2018 “Best Paper Award” based on the research paper presented at Indian Institute of Foreign Trade, India
- 2015 - Junior Research Fellowship, University Grants Commission, India
Referee for Journals
- International Review of Economics and Finance
- Finance Research Letters
- Resources Policy
- The Journal of Sustainable Finance and Investment
- International Journal of Emerging Markets
Research Interests
- Volatility Modeling
- Asset Pricing
- Cryptoeconomics
- Climate & Sustainable Finance
- GCC Stock Markets
Selected Publications
- Zargar, F. N., Mohnot, R., Hamouda, F., & Arfaoui, N. (2024). Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets. Resources Policy, 92, 105032
- Gunwant, D. F., Rather, S. R., & Zargar, F. N. (2024). Oil Price Volatility Shocks and the Macroeconomic Indicators: Evidence from Saudi Arabia. International Journal of Energy Economics and Policy, 14(3), 138-141
- Zargar, F. N., & Kumar, D. (2023). Market fear, investor mood, sentiment, economic uncertainty and tourism sector in the United States amid COVID-19 pandemic: A spillover analysis. Tourism Economics, 29(2), 551-558
- Zargar, F. N., & Kumar, D. (2022). Covid-19 and cryptocurrency market: impact on return, volatility and liquidity. Journal of Prediction Markets, 16(2)
- Zargar, F. N., & Kumar, D. (2020). Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis. International Review of Economics & Finance, 67, 25-41
- Zargar, F. N., & Kumar, D. (2020). Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. The Quarterly Review of Economics and Finance, 77, 271-285
- Zargar, F. N., & Kumar, D. (2019). Informational inefficiency of Bitcoin: A study based on high-frequency data. Research in International Business and Finance, 47, 344-353
- Zargar, F. N., & Kumar, D. (2019). Long range dependence in the Bitcoin market: A study based on high-frequency data. Physica A: Statistical Mechanics and its Applications, 515, 625-640
- Zargar, F. N., Tiwari, A. K., & Olayeni, O. R. (2019). Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis. Applied Economics Letters, 26(12), 999-1006
