Ayesha Siddiqui

Name: Ayesha Siddiqui, Ph.D. Phone no: - Email:-Career Summary I have completed my Doctor of Philosophy from the Department of Commerce, Aligarh Muslim University, Aligarh. My PhD research was based on the “An empirical analysis of stock indices of BRICS nation’s since-2004”. The outcome/results of my research highlighted that among some of the pairs of the BRICS market that does not show any cointegration, investors can gain abnormal profit in those market by constructing portfolio. There is volatility spillover among the BRICS stock market hence, displaying there is information transmission among these markets, turbulence in one market will have information to the other market, but frequency and level of transmission is different among different markets. For data analysis various econometrics tools that were employed which include: Stationarity test (ADF, PP and KPSS test), VAR (Vector Auto Regression Model, Sims (1980)), Variance Decomposition Analysis, Impulse Response Function, Granger Causality test, Johansen Cointegration test, Gregory Hansen Single Structural Break Model(1996), Hathemi-J double structural break model (2008), BEKK-GARCH, CCC-GARCH and DCC-GARCH model (MGARCH Model)and diagnostic test (Ljung- Box test, McLeod-Li test (Univariate Diagnostic). Ljung- Box Q test, ARCH LM test (Multivariate Diagnostic))are used in the study. Univarate GARCH model (E-GARCH and GJR-GARCH) were used in the different study. Major Academic and Research Interests ➢ ➢ ➢ ➢ ➢ Financial Econometrics Structural Break International Finance Stock Markets Volatility Modelling 1 Academic Qualification Education- PhD in Commerce – “An empirical analysis of stock indices of BRICS nation’s since-2004” at Department of Commerce, Aligarh Muslim University, Aligarh 2012 - 2014 Master’s in commerce (Finance and Accounting) Department of Commerce, Aligarh Muslim University, Aligarh 2009 - 2012 Bachelor’s in commerce University of Allahabad, Allahabad Senior Secondary (Commerce) (CBSE) Lion’s School, Mirzapur - 2006 - 2007 Higher Secondary (ICSE) St. Mary’s School, Mirzapur Grants, Honors, Awards & Fellowships ➢ Awarded UGC Maulana Azad National Fellowship-SRF, Govt. of India, 2017-19. ➢ Awarded UGC Maulana Azad National Fellowship-JRF, Govt. of India, 2015-17. ➢ Awarded merit cum means central Government scholarship, Govt. of India. ➢ Awarded state Post Metric Scholarship, Govt. of Uttar Pradesh. Work Experience ➢ Served as Research Fellow at Aligarh Muslim University, Department of Commerce. ➢ Junior Research Fellow-. ➢ Senior Research Fellow-. ➢ Worked as a core team member in Organizing Committee in National Seminar on “Goods & Service Tax: Emerging Issues and Challenges”, Sponsored by Indian Council of Social Science Research (ICSSR) organized by Department of Commerce, Aligarh Muslim University Aligarh, 24th February 2018. ➢ Member of Organizing Committee in National Seminar on “Goods & Service Tax: Emerging Issues and Challenges”, Sponsored by Indian Council of Social Science Research (ICSSR) organized by Department of Commerce, Aligarh Muslim University Aligarh, 24th February 2018. ➢ Member of Organizing Committee in National Seminar on “Cashless Economy”, organized by Department of Commerce, Aligarh Muslim University Aligarh, 2017. ➢ Member of Editorial Board of Newsletter (“The Reformist”) Published by K.A Nizami Center, AMU, Aligarh. ➢ Member of Editorial Board of Newsletter (“Econometrics”) by student of Department of Commerce, AMU, Aligarh. 2 ➢ Member of Organizing committee in an International Conference on “Make in India: Campaign for inclusive growth-Initiatives and challenges”, organized by Department of Commerce, Aligarh Muslim University, Aligarh, 2016. ➢ Volunteered in Alumni Meet-2016 organized by the Office of the Alumni Affairs, Aligarh Muslim University, Aligarh, 2016. Publications and Presentations Journal Publications ➢ Siddiqui, A., and Shamim, M. (2016) “Impact of microfinance initiatives on poverty reduction in Bhutan”, 2016(Vol.III)” Rural Development in Bhutan-Prospects and Challenges "in International Journal of Bhutan, ISBN-. ➢ Siddiqui, A., and Shamim, M. (2016). “The Impact of ‘Make in India’ Initiative on Stock Market Performance” Journal of Intellectual Studies and Theories Conference proceeding of Make in India International Conference, D/O Commerce, A.M.U. Aligarh, Special Issue: JUL-DEC, Vol. II, pg-610, 2010. ISSN NO (Online- Conference Presentations ➢ Presented paper on “A Study of Regime Shift among BRICS Stock Market: Evidence from Non-Linear Cointegartion Test”. CRISIL Doctoral Symposium of the India Finance Conference, IIM Ahmedabad, December 19-21, 2019. ➢ Presented paper on “Impact of microfinance initiatives on poverty reduction in Bhutan”; in a two-day International Conference at Gaeddu College, Royal University of Bhutan, 2016. ➢ Presented paper on “The Impact of ‘Make in India’ Initiative on Stock Market Performance” in an International Conference on “Make in India: Campaign for inclusive growth-Initiatives and challenges”, Organized by Department of Commerce, Aligarh Muslim University Aligarh, 2016. (won 2nd prize in paper presentation) ➢ Presented paper on “Application of e-commerce is effective in formulating business strategies” in a two-day Workshop of “E-commerce and Applications” (ECA-2014), held at Women's Polytechnic Aligarh Muslim University, 2014(won 2nd prize in paper presentation). Workshop and Conference Attended/Participations ➢ Participated in a CRISIL Doctoral Symposium of the India Finance Conference, IIM Ahmedabad, December 19-21, 2019. ➢ Attended a Workshop on Time Series Econometrics organized by the Department of Economic and Department of West Asian and North African Studies, Aligarh Muslim University in collaboration with the Indian Econometrics Society, Aligarh, January 1420, 2019. ➢ Attended a Workshop on Financial Time-Series Modelling in R (FinMODE-2018) conducted by the Department of Economic Sciences, Indian Institute of Technology, 3 Kanpur, Sponsored by Center for Development of Technical Education (CDTE), September 24-28, 2018 ➢ Attended a Workshop on Financial Time-Series Modelling in R (FinMODE-2017) conducted by the Department of Economic Sciences, Indian Institute of Technology, Kanpur, September 05-09,2017. ➢ Participated in a National Seminar on “Cashless Economy”, organized by Department of Commerce, Aligarh Muslim University Aligarh, 2017. ➢ Participated in Short-term Course on Workshop for Research Scholars (Department of Commerce), UGC Human Resource Development Center (HRDC), November 24-30, 2016. ➢ Participated in an International Ten-day Research methodology workshop and a two-day Conference at Royal University of Bhutan, 2016. ➢ Participated in two-day International Conference at Gaeddu College, Royal University of Bhutan, 2016. ➢ Participated in an International Conference on “Make in India: Campaign for inclusive growth-Initiatives and challenges”, Organized by Department of Commerce, Aligarh Muslim University Aligarh, 2016. ➢ Participated in a National Research Methodology Workshop in Social Sciences, organized by Association of Indian Universities, at JNU, New Delhi, 12-16, October 2015. ➢ Attended a two-day Workshop of “E-commerce and Applications” (ECA-2014), held at Women's Polytechnic Aligarh Muslim University, 2014. ➢ Attended a 6th national conference on CSR-2014, Al-Barkat Institute of Management, Aligarh, 2014. ➢ Successfully completed training in the course of “Entrepreneurship Orientation Program me” organized by NSIC, a Government of India Enterprise, 2013. Key Skills ➢ Software: RATS, STATA, GAUSS (Basic), SPSS, E-Views, R-Software (Basic). ➢ Operating Systems: Windows and Ubuntu. ➢ Languages Known: English, Hindi Educational and Co-curricular Activities ➢ Won First prize in the webinar competition organized by the Department of Commerce, Aligarh Muslim University on ‘E-panel discussion on challenges amidst Covid-19’, June 20-21, 2020. ➢ Served as Session Rapporteur and Valedictory Rapporteur in One-week National Workshop in Skills Trends and Skills Need in Tourism Sector in India, Sponsored by Ministry of Tourism, organized by Department of Commerce, Aligarh Muslim University, September 23-28, 2019. 4 ➢ Member of Organizing Committee in National Seminar on “Goods & Service Tax: Emerging Issues and Challenges”, Sponsored by Indian Council of Social Science Research (ICSSR) organized by Department of Commerce, Aligarh Muslim University Aligarh, 24th February 2018. ➢ Member of Organizing Committee in National Seminar on “Cashless Economy”, organized by Department of Commerce, Aligarh Muslim University Aligarh, 2017. ➢ Member of Editorial Board of Newsletter (“The Reformist”) Published by K.A Nizami Center, AMU, Aligarh. ➢ Member of Editorial Board of Newsletter (“Econometrics”) by student of Department of Commerce, AMU, Aligarh. ➢ Member of Organizing committee in an International Conference on “Make in India: Campaign for inclusive growth-Initiatives and challenges”, organized by Department of Commerce, Aligarh Muslim University, Aligarh, 2016. ➢ Volunteered in Alumni Meet-2016 organized by the Office of the Alumni Affairs, Aligarh Muslim University, Aligarh, 2016. Co-curricular activities ➢ Member of organizing committee at Istalazza an Open University Commerce Fest, Aligarh Muslim University, Aligarh, April 2016. ➢ Coordinator of Literary Events at Istalazza an Open University fest, Aligarh Muslim University, Aligarh, April 2016. ➢ Organized a cultural event at Indira Gandhi Hall at Aligarh Muslim University, Aligarh 2013 ➢ Won 1st prize in dialogue writing in a hall event at Aligarh Muslim University, 2014 ➢ Won 3rd prize in ad-mad in an inter-hall event at Aligarh Muslim University,2014 Declaration: I do hereby declare that all the information furnished above is true to the best of my knowledge and belief. Ayesha Siddiqui 5