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SELF NOMINATION FOR

Khosla National Awards

Resume

of

Prof. (Mrs.) M.THENMOZHIProfessor

Department of Management StudiesIndian Institute of Technology Madras,

Chennai [email protected]

Phone: +91- 9840133732

Professor Department of Management Studies, Indian Institute of Technology Madras, Chennai 600036, INDIAe-mail: [email protected](0) 91-44-22574550, (D) 91-44-22574562 (R) 91-44-24329746Fax: 91-44-22574552Homepage: https://www.doms.iitm.ac.in/index.php/mtmYou can read my working papers in http://ssrn.com/author=567794You can see my papers in https://researchgate.net/profile/Thenmozhi_Mhttps://in.linkedin.com/pub/m-thenmozhi/a/894/831https://scholar.google.com/citations?user=W-EhR2YAAAAJ&hl=enYou can see my web course on Management Science -I in http://nptel.ac.in/downloads/122106031/

https://in.linkedin.com/pub/m-thenmozhi/a/894/831

mailto:[email protected]

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BRIEF RESUMEName :Dr. M.Thenmozhi, Professor, Department of Management Studies, Indian Institute of Technology Madras, Chennai

Qualification Prizes and Awards Resource Generation

B.Com., M.Com., M.Phil., Ph.D.

Academic Experience - 29 yrs +

Anna University – 9 years 9 months IIT Madras – 20 years - Professor since 9.6.2006 Current Position : Professor(HAG) scaleNISM, Mumbai - Director, April 2018-Aug.2019

Age and date of birth, Sex57 Years, 18th July 1962, Female

Specialisation Corporate Finance and Strategy, Financial Markets and

Institutions, Market Microstructure, Computational Finance, Forecasting and Time Series Modeling, Stock and Commodity Derivatives

Administrative Positions/Responsibilities Director, NISM – Educational initiative of SEBI Area Head- Chairperson Finance Group-DoMS, IITM Senate Member, IIT Madras-since 2006 Senate Member, IISER,TVM-2018-2020 Governing Council Member, Equity Derivatives Council,

Madras Stock Exchange 2012 IITM-Board Member - Board of International and Alumni

relations, Board of academic courses, Board of academic research, Library advisory committee, Board of Infrastructure Committee, ICSR Research Fund Committee

Coordinator–Executive Programme in business administration(EPBA-2014-16,2015-17,2016-18, 2017-19)

MBA Programme Chairperson, DoMS Research Prog. Chairperson, DoMS Admissions Coordinator

Head, Management Division, Anna University (1997) Expert Member, Tamilnadu State fee Revision committee for

engineering colleges(1998)

Listed in India’s top100 Women in Finance, AIWMA, 2019 EXIM Bank ICCR Chair Professor, 2016 - ICCR, New

Delhi U.S. Fulbright-Nehru Visiting Lecturer Fellowship, 2011-

USIEF Erasmus Mundus Scholarship 2009- European Union Endeavour Executive Award (Fellowship), 2007-

Government of Australia National Award for developing the Best Manufacturing

Policy Draft for India, 2003 – FICCI & WTI, New Delhi Best Innovation in Teaching Award, 2000,Best Case

Award, 1997, Best Research Paper Award,1996- Association on Indian Management Schools (AIMS)

Emerald Outstanding Thesis Award(2013) –Narayan Best innovation in Teaching Award(2000) -AIMS Best Case writing award(1997), Best Paper awards State Player, Tamilnadu State Kho-Kho team -1974 4th Rank, M.Com, University of Madras

Publications

Journals - 79 ABDC A &IF >1.7 – 4, B -13, C-16 Conferences – National – 85+ International – 51+

Research GuidancePost-Doc - 2 Ph.D - 17+4* M.S. - 8 Developed hybrid forecasting models for stock market

trading and investing Policy implied research - information transmission between

markets, determinants of ETFs performance, Commodity price discovery factors

Innovation, technology and culture linkage to FDI, what country characteristics drive Cross border M&As

Family firms shareholding use of pledge shares, RPTs, Internationalisation and governance

Reviewer(IIMB Journal, Studies in economics and Finance, Neural computing and Applications, Applied Economics…)

Consultancy - 37+Rs. 5,02,68,764

Research ProjectsRs. 26,93,000 FDPs, MDPS - 20+ Rs. 16,66,060 +International NetworkingMoU –UPM, Madrid, IFMR Joint Projects – 8+ SDSU, SanDiego Univ. of Connecticut Washington University LaTrobe University Lagos Business SchoolSeminar talks and collaborative researchIndustry Networking GMMCO, L&T,

FLSmidth , NTPC RBI, NSE, MCX,

Indian Bank Ford Credit, CTS, TCS

IITM Incubated Co. - Yrs Intuition – Hashtag, Vidman Labs

Programmes organized Sponsored Projects- 16 Corporate Skill

Development Programmes-37+

FDP,MDPs- 11+ Conferences

/Seminars- 15+

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BRIEF SUMMARY PROFILE- M.THENMOZHI

M.Thenmozhi is a Professor in Finance in the Department of Management Studies of Indian Institute of Technology Madras, India. M.Thenmozhi is the former Director of the National Institute of Securities Markets (NISM), an educational initiative of the Securities and Exchange Board of India (SEBI).

She has been ranked in top 100 women in finance in India in 2019 by AIWMA. She is an Executive Endeavour fellow of the Australian Government and a recipient of Fulbright-Nehru Visiting Lecturer Fellowship and European Union Erasmus Mundus Scholarship. She is a National Award winner for developing the best manufacturing policy draft for India from the former Prime Minister Shri. Atal Bihari Vajpayee at the National Manufacturing Sector Policy Competition organized by the Federation of Indian Chambers of Commerce and Industry (FICCI) and We Think for India(WTI) Forum. She is a recipient of EXIM Bank Chair Professorship in finance offered by Indian Council for Cultural relations, Ministry of External affairs, Government of India.

She obtained her Doctorate from University of Madras and is a researcher and teacher in the area of finance for more than 30 years. She was formerly working as faculty in the Department of Management Studies of Anna University. She has international teaching/research experience with UPM, Madrid, University of Passau, Germany, Lagos Business School, Nigeria, QUT, Brisbane and San Diego State University, US.

Her areas of interest are: Corporate Finance and Strategy, Financial Markets, Computational Finance, Forecasting and Time Series Modelling, Stock and Commodity Derivatives. Her research has been primarily in the domain of corporate finance, market microstructure and financial time series modelling. She primarily works on price discovery and volatility spillover in stock market, bond market and commodity market. She has done series of work pertaining to developing hybrid models to predict stock prices and has explored the linkage of ETFs, Mutual Funds and FII flows to stock market. In recent years, she has been looking at why Indian firms are holding huge liquid cash and explore if Diversification, Promoter Ownership, Duality and Board composition impacts cash holding decisions, Institutional ownership and value creation. She has developed a validated framework to evaluate the impact of IT investment in banking sector from users perspective, developed a financial stability index and examined its transmission across global markets.

Currently, she has been working on exploring the determinants of US corporate liquidity using Flow of Funds, Governance of group and family firms, liquidity and market efficiency of Commodity Market, Geopolitical, Corruption and economic freedom impact on Cross border Mergers and Acquisitions and impact of SEBI governance norms on firm value and performance. She has won several best research awards for her research work both at the national and international levels and has published several research papers in journals like Emerging Market Review, Research in International Business and Finance, Neural Computing and Applications, Management Decision, International Journal of Banking, Accounting and Finance, International Journal of Emerging Markets, Decision, IIMB Management Review and Journal of Emerging Market Finance.

In her assignment (2018-19) as Director of National Institute of Securities Markets, which is an educational initiative of Securities Exchange Board of India (SEBI), she gave a strategic shift in academics, training and administration, started high end leadership development programmes for Board of Directors of Companies, developed new industry collaborations for short term training and international capacity building programmes, and initiated the Research focus on securities market, regulations and governance and organised several Workshops on latest regulations to connect regulators and compliants to deliberate on it in the same platform. She initiated a strong network of various academic experts and market participants to strengthen the academic systems and processes, research initiatives and dissemination of research, faculty development programmes and research networking and development of contemporary certification courses relevant to the financial market.

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Ms. M.Thenmozhi Professor in Finance, Department of Management Studies, Indian Institute of Technology Madras, Chennai 600 036, India [email protected] Homepage: https://doms.iitm.ac.in/index.php/mtm, https://www.iitm.ac.in/info/fac/mtmYou can read my working papers in http://ssrn.com/author=567794You can see my papers https://www.researchgate.net/profile/Thenmozhi_MYou can see my web course on Management Science -I in http://nptel.ac.in/downloads/122106031/See https://in.linkedin.com/pub/m-thenmozhi/a/894/831

SPECIALISATION:

Corporate Finance and Strategy, Financial Markets and Institutions, Market Microstructure, Computational Finance, Forecasting and Time Series Modeling, Stock and Commodity Derivatives

ACADEMIC QUALIFICATIONSYear Degree University Specialisation

1988 Ph.D. University of Madras Finance 1984 M.Phil. University of Madras Finance 1983 M.Com. University of Madras Cost Accounting, Taxation1981 B.Com. University of Madras Corporate Accounting, Taxation1978 P.U.C. University of Madras Commerce

Other Qualifications:

P.G.D.M. (Part I and II), All India Management Association, New Delhi, 1994. Diploma in Systems Analysis and Data Processing, Annamalai University, 1990. Certificate Course in Computer Programming in Fortran, Cobol and Basics, 1987. National Education Test (Master’s Level), University Grants Commission, Government of India - UGC Junior Research fellow Examination,

1985.

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WORK EXPERIENCE

Indian Institute of Technology Madras, Chennai: Department of Management Studies / Industrial Management Division, Department of Humanities and Social Sciences

Professor (HAG Scale) From 1.7.2013 till now & Area Head- Finance 1.7.2013 to 30.6.2016Professor in Finance & Area Head- Finance 9.6.2006 to 30.6.2013Associate Professor & Area Head- Finance 26.09.2000 to 08.06.2006Assistant Professor 16.09.1998 to 25.09.2000

Director, National Institute of Securities Markets, Mumbai, April 25, 2018 to Aug.2019 – on deputation from IIT Madras Anna University, Chennai: Management Division, Department of Management Studies / Department of Management &

Entrepreneurship, College of Engineering

Assistant Professor & Head-in-charge, 17.10.1997 to 15.9.1998Management Division Assistant Professor 08.07.1993 to 16.10.1997Lecturer 12.12.1989 to 07.07.1993Visiting Faculty 30.11.1988 to 11.12.1989

Visiting Appointments:

Visiting Fellow, School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane 5.11.2007 to 21.12.2007.

Visiting Scholar, ETSII School , Universidad Politecnia de Madrid, Madrid - 9.11.2009 to 21.12.2009. – Taught International Masters course jointly - Accounting and Finance for Management

Fulbright Visiting Professor College of Business Administration, San Diego State University, San Diego, 13.1.2011 to 5.5.2011.

Visiting Professor, University of Passau, June 10 to 28th, 2010 - Taught a Master’s course : Financial Institutions and Markets - 2 credits.

Visiting EXIM Bank ICCR Chair Professor, Lagos Business School, Lagos, Nigeria, Sept.19-Oct.30, 2016, Indian Council for Cultural Relations(ICCR), Ministry of External affairs, Government of India – Teach few topics in Finance course to executive MBA – Research collaborations.

Research sabbaticalIndustry sabbatical, Cognizant Technology Solutions, 23-27, July 2012.

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Research Sabbatical with Quantitative Finance group, Tata Consultancy services 1.3.2012 to 31.3.2012 AWARDS /HONOURS

Awards

Listed in India’s Top 100 Women in Finance- 2019 - women professionals in Finance by Association of International Wealth Management of India (AIWMI), March 8, 2019.

EXIM Bank ICCR Chair Professor 2016 o Lagos Business School, Lagos, Nigeria, Sept.19-Oct.30, 2016, Indian Council for Cultural Relations(ICCR), Ministry of

External affairs, Government of India.

U.S. Fulbright-Nehru Visiting Lecturer Fellowship 2010-11o Fulbright Visiting Professor from 13.1.2011 to 5.5.2011 at College of Business Administration, San Diego State University,

San Diego

European Union Erasmus Mundus Scholarship 2009-2010 o Visiting Scholar from 9.11.2009 to 21.12.2009 at ETSII School, Universidad Politecnia de Madrid, Madrid, Spain

Australian Government Endeavour Executive Award (Fellowship) 2007 Department of Education, Science and Training, Government of Australia

o Visiting Fellow from 5.11.2007 to 21.12.2007 at School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane

National Award for developing the Best Manufacturing Policy Draft for India from the former Prime Minister Shri. Atal Bihari Vajpayee (2003), National Manufacturing Sector Policy Competition organized by the Federation of Indian Chambers of Commerce and Industry(FICCI) and We Think for India(WTI) Forum, Delhi. Our team was identified as ‘equal among the top three drafts’ out of 167 drafts received.

o The draft manufacturing policy for India was developed taking into consideration India’s developing strategy since independence and role of manufacturing for India in the context of its size, demographic skill, competencies and employment, the role of small scale and cottage industries, global competitiveness and cross country comparison on manufacturing. The strengths, weaknesses, opportunities and threats of 14 industries coming under the manufacturing sector was analysed and evolved strategies for action. A working model was developed for the Implementation of the Manufacturing Policy.

Recipient of National Junior Research Fellowship, National Education Test (Master’s Level), University Grants Commission, Government of India, 1985

Best Innovation in Teaching Award – 2000, Association of Indian Management Schools, Annual Convention, IIM, Bangalore.

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Best Research Paper Award 1996, Association of Indian Management Schools, Annual Convention - Best Research Paper -Competition for Young Faculty Members. Best Case Award – 1997, Association of Indian Management Schools, Annual Convention, Case Writing Competition for Young

Faculty Members.

Honours/Achievements

Started an IITM Incubated Company – Yrs’ Intuitions – Faculty Promoter : M.Thenmozhi with MBA student of IITM – Alumni – D.Vivek.- Dec. 2012

o Social Media Development and Consulting Company – focusing on content development and development of web applications in social media.

Governing Council Member, Equity Derivatives Council, Madras Stock Exchange - 2012.

Member, Securities Exchange Board of India Research Advisory Committee (RAC) – 2018 -19

Academic Achievements

Fourth Rank of University of Madras, in M.Com. Degree course in 1983. First Rank (All India Level) in the subject “Research Methodology”, in P.G.D.M. – Part II Examination conducted by AIMA,

Delhi in June 1992. First Rank (All India Level) in the subject “Mathematics and Statistics for Management” in P.G.D.M. – Part I Examination

conducted by AIMA, Delhi in May 1991. School Best All Rounder Prize, Bournvita, 1975.

Research Achievements:

www.ssrn.com : For Several months : Author: M.Thenmozhi (Author ID: 567794) “You are currently in the top 10% of Authors on SSRN by total new downloads within the last 12 months” – [email protected]. Recent August, September, October 2017, June 2019

Research paper "Forecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models", was listed on SSRN's Top Ten download list several times. See http://papers.ssrn.com/abstract=876556.

Research paper FORECASTING STOCK INDEX MOVEMENT: A COMPARISON OF SUPPORT VECTOR MACHINES AND RANDOM FORESTS, Most downloaded paper 5,537 TOTAL DOWNLOADS, see: https://ssrn.com/abstract=876544.


http://www.ssrn.com/

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Best Research Paper Awards

M.S. Student: S. Priya, International Conference on Emerging Financial Markets, PSG Institute of Management, Coimbatore, 2007 Ph.D student: Manish Kumar, International Conference, COSMAR, Indian Institute of Science, Bangalore, 2005 M.S. student: S.Radha, Third National Conference on Business Research, PSG College of Technology, Coimbatore,2004 M.S. student: R. Kishore Kumar, International Conference - COSMAR 2002, Indian Institute of Science, Bangalore, 2002. International Conference on Accounting in a Changing Perspective, Calcutta, 1997. Doctoral Best Paper award, Bansal, S., & Thenmozhi, M. (2017). “Does Increasing Controlled Ownership affect Board

Independence?” 5th PAN-IIM World Management Conference, Indian Institute of Management Lucknow, India,14-16 Dec 2017. Best Research Paper Award - Bansal, S., & Thenmozhi, M. (2017). “Does CEO Duality Affect Board Independence? Moderating

impact of founder ownership and family blockholding” 18th World Business Research Conference, San Francisco,USA, 2-3 Nov,2017.

Emerald Best Research Paper Award, Anuja Sethiya and Thenmozhi M.(2017)"Which type of Blockholder Promoters prefer more Leverage?” International Conference on Financial Markets and Corporate Finance (ICFMCF) 2017, IIT Kharagpur, India - July 7-8, 2017

Emerald Best Thesis award : P.C. Narayan, Cross border acquisitions involving emerging markets, 2014.

State level Achievement

Tamilnadu State Player, Tamilnadu State Kho-Kho Team at the All India Kho-Kho Competition, Bhopal, 1974.

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Summary of Research - M.Thenmozhi

RESEARCH CONTRIBUTIONS

A. POLICY IMPLICATION BASED RESEARCH

We developed one of the Best Manufacturing Policy Draft for India and received an award from the former Prime Minister Shri. Atal Bihari Vajpayee (2003), National Manufacturing Sector Policy Competition organized by the Federation of Indian Chambers of Commerce and Industry(FICCI) and We Think for India(WTI) Forum, Delhi.

We developed and validated scales to o measure health care service provider, community health worker, health insurer and hospital service quality under Community Based

Health Insurance Schemes from beneficiaries perspective.o measure perceived organizational support, organizational citizenship behavior and work experience impact on job performance among

medical personnel in primary health centres(PHCs) in Tamilnadu. o measure information quality, service quality, systems quality and infrastructure quality of IT investment in banking sector from users

perspective. We prove through an experiment that Clause 49(2005) of SEBI has an impact on firm governance and provide evidence on the impact of SEBI

regulations. We explore factors that drive aggregate US corporate and non-corporate liquidity in long run Currently we are

o Examining if traded or hedged derivatives cause systemic risk in banking sectoro Examining the effectiveness of monitoring by Audit Committee on regulatory Compliance on corporate social responsibilityo Role of digiltisaltion and innovation on FDI in emerging, developed and developing economies

B. IMPROVING CORPORATE PERFORMANCE

We developed a framework to identify when Indian firms prefer to choose Non-traditional Debt Financing(2005), developed an entropy measure to capture extent of diversification of Indian firms and examine the impact of Ownership Structure, Industry Structure and Firm Size on a firm’s Diversification – Performance relationship for a fifteen-year period (2009), examine if rule of law/ country level corporate governance/corruption index – what matters for effective performance of acquisitions involving emerging markets, particularly for ADTE( Acquirer Developed Target Emerging) and AETD (Acquirer Emerging Target Developed) acquisitions(2013). We look at why Indian firms are holding huge liquid cash and explore if diversification, promoter ownership and Board composition impacts cash holdings and value creation.

Currently we are

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o exploring how family firms succeed in internationalizationo exploring role of controlling shareholders (i.e. promoters) in family and group firms in related party transactions, board independence,

CEO duality and Institutional ownership. o Role of audit committee, women directors on firm value and Related Party trnsactionso exploring if excess cash is connected to related party transactions in group firms. o exploring if economic freedom impacts cross border acquisitions performance o examine the role of corruption, religious distance and political affinity in cross border acquisitions involving emerging markets.

C. FINANCIAL AND TIME SERIES MODELING

We experiment and prove that ARIMA-EGARCH models are superior to ARIMA models to predict short term interest rates in India and test for Fishers’ hypothesis, Expectation theory and develop a structural model for short term interest rates(2006).

We experiment with real data sets to prove that artificial neural network(ANN) models are superior to traditional time series model in forecasting exchange rate(2003) stock returns(2006), interest rates(2007). We experiment with various algorithms of ANN and develop hybrid ARIMA-ANN forecast models (2007). We empirically prove that Support vector Machines (SVM) outperform ANN, Random Forest Regression and ARIMA in financial forecasting (2009). Hybrid ARIMA-EGARCH-SVM model outperforms ARIMA-EGARCH-ANN and SVM model(2014).

We experiment and develop hybrid models to forecast financial time series and validate its use for stock market trading with real time data sets across global financial markets suitable for algorithmic trading. Hybrid Support vector machines based models outperform Hybrid Artificial neural network based models in forecasting stock returns and robust for different input variables (Technical indicators, auto-regressive lags and global stock market cues), rolling sample, during crisis period and different economic cycles, and evaluated on a range of trading strategies using multiple objectives.

We initially prove that o Artificial Neural Networks (ANN) outperform ARIMA, ARIMA-ARCH, and ARIMA-GARCH models o Support Vector Machines (SVM) outperform other machine learning techniques such as ANN, Random Forest Regression and

traditional models including ARIMA in financial forecasting. o Hybrid models are better

Hybrid ARIMA-ANN better than independent ARIMA, ANN Hybrid ARIMA-EGARCH-SVM model outperforms ARIMA-EGARCH-ANN and SVM model Hybrid SVM-GA simulated trading Model using global cues suitable for algorithmic trading.

The outcome stimulated a series of model development using ANN and SVM in financial forecasting and we strongly recommend use of customised hybrid models for (algorithmic) trading (including emerging market price transmission in the model), to generate better returns in day trading.

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o We also explain crude oil dynamics using Markov switching Model and Wavelet theory

D. IMPROVING MARKET MICROSTRUCTURE

We empirically prove that volatility in spot market has reduced due to introduction of derivatives - first study on Indian derivatives and most cited. We extend by examining volatility spillover, the relationship among hedging, speculation and arbitrage in futures and spot market and the presence of expiration day/ week effect in stock market(2005). We extend this to gold, silver and crude oil market (2008-9).

We further look at why wheat, maize and barley prices are increasing greater than inflation and link it to commodity and oil futures market(2014-5).

We establish linkage of FII flows, mutual funds and stock returns, how stock price reacts to liquidity and volatility changes around bonus and rights issue announcements ( 2009).

We model the asymmetric relationship between the India Volatility Index (India VIX) and stock market returns, and set the ground for introduction of the derivatives based on India VIX (2014).

We explored illiquidity and speculation in currency options market, linked Investor sentiment to volatility and stock returns co-movement. We explore what drives fund flows to Exchange traded funds(ETFs) vs. Mutual funds in India, drivers of performance of global gold ETFs and

impact of India Country ETFs on India stock index movement. We examine the information flow and volatility movement across food commodities and examine the extent to which cross-commodity futures

and spot serve as price discovery vehicle. Currently, we are attempting to

Examine the impact of commodity transaction tax on commodity returns and volatility Examine the liquidity and market efficiency of commodity market using intraday prices of various commodities.

CURRENT AREAS OF RESEARCH Impact of Promoter blockholdings in R&D SEBI regulations on Governance and Practice - case study CSR, Ownership and Firm value Digitilsation, Innovation and FDI – developed and developing economies Liquidity in commodity markets Arbitrage, Hedging and Speculation in Crude oil futures market RPT, Women Director and Audit committee -Impact on Firm value Ownership Pattern and Board Characteristics Impact on CSR Spending: Emerging Economies

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Gender Diversity Impact on Corporate Social Responsibility: Emerging Economies Family Firms and CSR spending on Community, Environmental and Education activities: Emerging Economies

RESEARCH GUIDANCE

Current Students: Ph.D -4

CompletedPost Doc - Completed -2

Ph.D – Completed -17

M.S. by Research – Completed – 9

M.Tech / M/B.A Projects - 65

B.Tech Projects – Completed- 13

Current Students: Ph.D -4

Name Topic Year of joiningKameshwari Vissa Cross Border Mergers and Acquisitions in India 2017Sharon Christina Tensingh Liquidity and Market efficiency in Commodity Market 2015V.Vijayagopal Family business Performance and Internationalization 2015

Nachiketa MisraPrice leadership and Volatility Spillover between Spot and Futures Market using intra-day data 2004

Post Doc - Completed -2

Abhijeet Chandra Investor sentiment and asset pricing (2012-14)

Lakshmi,P. Determinants of Aggregate Fund flows of US Private and Non-finance firms(2015-17)

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Ph.D – Completed -17

Sl.No. Name Topic Co-guideYear of award

1 Preeti, S.K.Factors Influencing Non-Traditional Debt Financing by Corporates: A Study Based on Selected Manufacturing Companies in India - 2005

2Sony Thomas, M.

Interdependence and Dynamic Linkages Between S&P CNX Nifty Futures And Spot Market: With Specific Reference to Volatility, Expiration and Price Discovery Effects - 2006

3Madhuri Malhotra

Stock Price Reaction, Liquidity and Volatility Changes around Bonus and Rights Issue Announcements G.Arun Kumar 2009

4Suresh Srinivasan

Effect of Ownership and Industry structure on Corporate Diversification and Performance P.Vijayaraghavan 2009

5Lawrence Harold

Evaluation of Information System in Financial Services sector: A Process based Approach - 2011

6 Manish KumarForecasting and Modeling Financial Time Series using Hybrid Linear and Nonlinear Models - 2011

7 Sumathi, G.N.Effect of strategic HRM practices on Employee performance: with reference to Primary Health Care Centres T.J.Kamalanabhan 2012

8Narayanan, P.C.

Cross-border Acquisitions Involving Emerging Market Firms: A Study of the Impact of Country and Deal Characteristics on Value Creation - 2013

9 Elango, J.Evaluation of Stakeholders Efficacy under Community Based Health Insurance Schemes: Beneficiaries Perspective - 2013

10 Lalita AnandImpact of firm determinants, Promoter ownership, Board Structure and macroeconomic Factors on Cash Holdings. 2015

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11 Narend, S. Exchange Traded funds-Price Discovery and Volatility Spillover 2017

12 Shipra MauryaCross-Commodity Price Transmission, Comovement and Volatility Dynamics 2017

13Shashank Bansal

Ownership Structure, Board Composition and Related Party Transactions: An Emerging Market Perspective

T.J.Kamalanabhan 2019

14Shyaam Prasadh R.

Impact of Country Characteristics on Cross- Border Acquisition Volume and Ownership Stake

T.J.Kamalanabhan 2020

15 Kayalvizhi,PNImpact of Technology, Digitalization and Financial Sector Development on Inward FDI- Cross country Analysis 2019*

16Aghila Sasidharan

Impact of Board Composition and Audit Committee on Related Party Transactions

Submitted 2020

17 Anuja SethiyaImpact of Blockholder Promoters on Debt Financing, Research and Development and Product Market Competition Submitted 2020

Submitted 2020

M.S. by Research – Completed – 9

Name of the Student Topic Year of Completion1 Kishore Kumar, R. Futures Trading and Spot Price Volatility of Nifty

Index Futures2002

2 Manish Kumar Modeling Exchange Rates using Artificial Neural Network

2004

3 Radha, S. Forecasting Short Term Interest Rates using Univariate and Structural Models

2005

4 Priya, S. Price Discovery and Volatility Spillover in Gold, Silver and Crude Oil Spot and futures markets

2008

5 Karthika S.Nair Effect of macroeconomic factors on Treasury Bond returns and Volatility in Emerging and Developed markets

2012

6 Sarath Chand, G. Hybrid GA-SVM Multi-strategy Simulated Trading Model using Global Stock Market Cues

2014

7 Mahalakshmi, S. Effect of Firm characteristics and Diversification on Cash holdings and Firm Value

2013

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8 Srinivasan, N. Oil Price Determinants and Co-Movement Dynamics, September, 2016.

2016

9 Hemamalini S Comovement of banking stress across borders in short run and long run

Thesis submitted 2019

Journal Publications

National International

a. No. of research papers published (After obtaining Ph.D Degree only needs to be mentioned) (Mention the details like, Name of the Journal, Title, Date of publication, Referred journal or not, No. of citations if any, etc., in a separate sheet)

41 (36 refereed + others 5) +Working papers 4 20 + 12* under review

www.ssrn.com : For Several months : Author: M.Thenmozhi (Author ID: 567794) “You are currently in the top 10% of Authors on SSRN by total new downloads within the last 12 months” – [email protected]. Recent August, September, October 2017, June 2019

o Author Statistics as of 22.3.2020 (out of 432,911 authors in SSRN, based only on Publicly Available, Downloadable Papers) : Author: M.Thenmozhi (Author ID: 567794)

2,415 is your AUTHOR RANK, based on 14,877 TOTAL DOWNLOADS.

Research paper "Forecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models", was listed on SSRN's Top Ten download list several times. See http://papers.ssrn.com/abstract=876556.

Research paper FORECASTING STOCK INDEX MOVEMENT: A COMPARISON OF SUPPORT VECTOR MACHINES AND RANDOM FORESTS, Most downloaded paper 6115 TOTAL DOWNLOADS, see: https://ssrn.com/abstract=876544.

Google Scholar : All citations: as on 30.4.20 https://www.researchgate.net/profile/ Thenmozhi_M/

RG score : 20.47 (22.3.2020), No. of reads 8647, Citations 274, h index 9

All Since 2015

Citations 890 601

h-index 16 14

i10-index 28 22


http://www.ssrn.com/

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LIST OF JOURNAL PUBLICATIONS

Author Title Journal YearVol./No./Pp.

Rating

202079 Bansal, Shashank

and Thenmozhi MDoes CEO duality affect board independence? Moderating impact of founder ownership and family blockholding

IIMB Management Review Accepted for publication March 2020, Forthcoming

ABDC ranking – BH index 15Cites/doc 1.783SJR:0.41

78 Thenmozhi, M. and Maurya, Shipra

Crude oil volatility transmission across food commodity markets: A Multivariate BEKK-GARCH approach

Journal of Emerging Market Finance

Accepted for publication 2017, Forthcoming

ABDC ranking – BABS ranking – 2*

77 M.Thenmozhi and Aghila Sasidharan

Does Board Independence enhance firm value of State Owned Enterprises?:Evidence from India and China

European Business ReviewDOI (10.1108/EBR-09-2019-0224)

Accepted for publication April 2020, Forthcoming

ABDC ranking – BABS ranking – 3*H index 36Cites/doc 2.279SJR:0.5

76 M. Thenmozhi, Palanisamy Saravanan and Aghila Sasidharan

Impact of Excess Cash on Earnings Management and Firm Value: Evidence from China

Corporate Ownership and Control

2020,17(1)44-60. ABDC ranking – BH index 16Cites/doc 0.303SJR: 0.16

75 Shashank Bansal and M. Thenmozhi

Does Concentrated Founder Ownership Affect Related Party Transactions? Evidence from an Emerging Economy

Research in International Business and Finance https://doi.org/10.1016/j.ribaf.2020.101206

2020, Volume 53, October 2020, 101206 Available online 21 February 2020

ABDC ranking – BABS ranking – 3*H index 31Cites/doc 1.62SJR: 0.65

74 Anuja P and M.Thenmozhi

Impact of type of blockholder promoters on leverage

International Journal of Corporate Governance

2020 Forthcoming - in-press

ABDC ranking – B

201973 R. Shyaam

Prasadh and M. Thenmozhi

Does religion affect cross-border acquisitions? Tales from developed and emerging economies

Finance Research Letters

https://doi.org/10.1016/j.frl.2018.11.022

2019,

Vol.31, 300-312.

ABDC ranking- AH index 24Cites/doc 2.022SJR: 0.77

72 Shashank Bansal and M. Thenmozhi

Does Board Composition Matter to Institutional Investors?

Journal of Emerging Market Financehttps://doi.org/10.1177/0972652719846354

2019, First Published online June 18, 2019

Volume: 18 issue: 2_suppl, page(s): S238-

ABDC ranking – BH index 14Cites per doc 0.708

18

Working Papers -4S. No. Author Title Publisher Year Citation

1. Thenmozhi M. and Abhijeet Chandra

India VIX and Risk Management

National Stock Exchange of India Working paper

July, 2013

2. Malhotra, M. and Thenmozhi M. and Arun Kumar, G.

Factors Influencing Abnormal Returns around Bonus and Rights Issue Announcement

Madras School of Economics Working Paper Series

2010

3. Thenmozhi M. and Manish Kumar

Dynamic Interaction among Mutual Fund Flows, Stock Market Return and Volatility

NSE Research Initiative Paper No.50, National Stock Exchange, Mumbai

March 2009 Citation: 12

4. Thenmozhi M. Futures Trading, Information and Spot Price Volatility of NSE-50 Index Futures contract

NSE Research Initiative Paper No. 17, National Stock Exchange, Mumbai

Nov. 2002 Citation: 98

Popular Articles – recent

I. Are related party transactions beneficial for firms? Financial Express, March 3, 2019 - M Thenmozhi and Aghila SasidharanII. Dual class share system: Putting appropriate safeguards in place, Financial Express, May 6, 2019, M Thenmozhi and Aghila

SasidharanIII. Corporate Social Responsibility: Policy and Spending- A Review: BSE Brokers Forum, July Edition, 2019 - M Thenmozhi and

Aghila SasidharanIV. Regulations on Board Composition of Indian Firms, Prime Database- M.Thenmozhi – September, 2019

19

CONFERENCE PAPERS

International Conferences –53National Conferences – 46+44 =90

5. International Conferences held abroad –53

S.No. Author Title Year Conference

1. Aghila Sasidharan, P. Saravanan and M.Thenmozhi

Family Firms and CSR Spending on Community, Environmental and Education Activities: Evidence from Emerging Economies

17-21 June 2019 International Family Enterprise Research Academy Annual Conference 2019, Bergamo, Italy.

2. Anuja Sethiya. and Thenmozhi M.

Do the type of Blockholder Promoters impact R&D investment in India?

12-15, December 2018

2018 Cross Country Perspective in Finance Symposium

3. Bansal, Shashank and Thenmozhi M.

“Does concentrated founder ownership affect Related Party Transactions? Evidence from Emerging Economy”

25-27, July 2018 World Finance Conference, Mauritius

4. Bansal, Shashank and Thenmozhi M.

“Does CEO Duality Affect Board Independence?? Moderating impact of founder ownership and family blockholding”

2-3 Nov, 2017 18th World Business Research Conference, San Francisco, USA,

5. Kameshwari Vissa and M. Thenmozhi

Do Macro Determinants fillip Domestic, Inbound and Outbound Mergers & Acquisitions: A Case of G19 Countries?

12-15, December 18

2018 Cross Country Perspective in Finance Symposium

6. Prasadh,R. S., Thenmozhi, M

Does religion affect Cross-border acquisitions? December 15-17, 2017

JIFMIM, Cross country perspective in finance 2017, Chiang Mai, Thailand

7.1

Bansal, Shashank and Thenmozhi M.

Does Concentrated Founder Ownership affect Board Independence? Effect of Firm and Owners identity

October 26-28, 2017

Vietnam Symposium in Banking and Finance, Vietnam

8.2

Anuja Sethiya. and Thenmozhi M.

Anuja Sethiya, Thenmozhi M.

Effect of Blockholder Promoters on Leverage”, May 4-6, 2017 24th Annual Global Finance Conference, Hempstead, New York, USA

9.3

Prasadh, S, and Thenmozhi, M.

“Us Versus them": Does religious distance affect Cross-border acquisitions

June 23-25,2017 JIFMIM, Cross Country Perspective in Finance, Chengdu, China

10.4

Sharon Christina T and M. Thenmozhi

Does Commodity Transaction Tax (CTT) have anyimpact on Indian Commodity Futures Market?

May 4-6, 2017 24th Annual Global Finance Conference, Hempstead, New York, USA

11.5

Prasadh, S., Thenmozhi, M., Narayanan, P.C. and Sundaramurthy, C.

Does corruption distance affect cross-border acquisitions around the world

December 14-15, 2016

4th Indonesian Financial Management Association (IFMA) Conference, Bali, Indonesi

http://www.inderscience.com/info/inarticle.php?artid=64566

20

12.6

Hemamalini and M.Thenmozhi

Comovement of banking stress across emerging and developed economies


Journal of International Financial Markets, Institutions and Money (JIFMIM) Special Issue Conference, Pu’er, Yunnan, China

13.7

Kayalvizhi.P.N and Thenmozhi. M

Does Quality of Innovation, Culture and Governance Drive FDI? Evidence from Emerging Markets


Conference on Cross Country Issues on Credit, Banking, Asset Pricing, and Market Liquidity, Pu’er, Yunnan, China,

14.8

Lakshmi, P., M. Thenmozhi and Nikhil Varaiya

Aggregate liquidity of the U.S. corporate sector and the economic environment: A time and frequency varying analysis

Oct 12, 2016 4th European Conference on Banking and the Economy, University of Southampton, UK

15.9

Narend, S and Thenmozhi, M.

Gold Exchange Traded Funds & Price Discovery: Empirical Evidence From Global Gold ETFs-Best Research Award

Jan 2-5, 2016 The International Academy of Business and Public Administration Disciplines, Orlando, Florida

16.1

Thenmozhi, M, Nikhil Varaiya and Lakshmi, P

Evolution of Aggregate Cash Holdings of U.S. Firms,


17.1

Kayalvizhi, P and Thenmozhi, M.

Quality Of Innovation Impacts Foreign Direct Investment: A Panel Analysis


18.1

Thenmozhi, M, Narayanan, P. C. and R. Shyaam Prasadh,

Does economic freedom impact post acquisition performance of cross border deals,

June1-2, 2015 Brunel Studies in Economics and Finance Conference, London, UK,

19.1

Thenmozhi, M and Srinivasan, N

Capturing co-movement of oil price, exchange rate and stock index of major oil importing countries: a wavelet coherence approach

November 23 – 24, 2015,

Asia Pacific Conference on Business and Social Sciences, Kuala Lumpur, Malaysia.

20.1


Performance and Price Discovery of Gold Exchange Traded Funds.,.

June 24-27, 2014 Asian Finance Association – Bali, Indonesia

21.1


Performance and Price Discovery of Gold Exchange Traded Funds.,

December 11-12, 2014.

World Finance & Banking Symposium – Singapore

22.1

Maurya, Shipra and Thenmozhi, M.

Is there any Contagion Effect among Crude oil and Staple Food Prices?

May 29-31, 2014 IMRA-KEAN International Conference, Union, United States

23.1

Abhijeet Chandra and Thenmozhi M.

Liquidity in Currency Options Market in India April 22-24, 2014 Financial markets and Corporate Governance Conference, QUT, Brisbane,

24.1


Investor Sentiment and Stock Market Returns June 2014 INFINITI 2014 Conference Monash University, Australia Prato Centre, Italy

25. Abhijeet Chandra and M. Investor Sentiment and Stock Market Returns Sept.2013 5th Annual Meeting of Academy of

21

1 Thenmozhi

Abhijeet Chandra and M. Thenmozh

Behavioral Finance & Economics (Chicago), Academy of Behavioural Finance and economics, Paper accepted but not presented

26.2

Sarath Chand G and Thenmozhi M.

Do Global stock market cues matter in forecasting stock returns in developed and developing markets?

June 26-29, 2013 22th European Financial Management Association (EFMA) 22nd Annual Meeting, University of Reading, UK

27.2

Mahalakshmi.S, Thenmozhi M. and Nikhil Varaiya

Effect of Diversification on Cash Holdings and Firm Value: A Study on Indian Firms

May 20-22, 2013 Global Finance Conference in Monterey, California

28.2


Liquidity in currency options market in India May 20-22, 2013 Global Finance Conference in Monterey, California, USA

29.2

Narayanan, P. C. and Thenmozhi M.

Cross Border Acquisitions Involving Emerging Market Firms: Do Country Characterstics Matter?

Feb. 22-24,2012

Midwest Finance Association Conference. New Orleans

30.2

Sumathi, G. N., T. J. Kamalanabhan, and Thenmozhi M.

Impact of work experiences on perceived organizational support: A study among healthcare professionals

May 17-18, 2012 International Management Research Academy, IMRA International Conference, London, UK

31.2


A study on the impact of human resource practices on organizational citizenship behavior among healthcare professionals.

December 3-6, 2011

Academy of Human Resource Development10th International Conference of the Asia Chapter, Kuala Lumpur, Malaysia

32.2


Perceived organizational support and job performance among medical personnel: a study in Indian public healthcare sector

October, 6-8, 2011 7th International Conference on Business, Management and Economics, Turkey

33.2


Measuring the performance of health care professionals

September 8-9, 2011

15th International Symposium on Health Information Management Research, (ISHIMR 2011) organized by University of Sheffield andUniversity Hospital Zurich and University of St. Gallen, Zurich, Switzerland

34.2

Elango Janakiraman and Thenmozhi M.

Effect of Service Quality of Hospitals on Patient satisfaction: A study with specific reference to beneficiaries of Community Based Health Insurance Schemes in India

8-9th September,2011

15th International Symposium on Health Information Management Research (ISHIMR 2011) organized by University of Sheffield and University Hospital Zurich and University of St. Gallen, Zurich, Switzerland

35.2

Kumar, M. and Thenmozhi M.

Forecasting Stock Index Returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-Random Forest Hybrid Models

Oct 3-4,2011 Industrial-Academic Workshop on Optimization in Finance and Risk Management, Fields Institute, Toronto, Paper accepted for presentation as Invited

http://www.publishingindia.com/ijfm/30/130/2012/

http://www.publishingindia.com/ijfm/

22

speaker at the workshop36.2

Nair, S. K and Thenmozhi M.

Adaptive Market Hypothesis: Evidence from Indian Bond Market

March 7-10, 2011 International Journal of Arts and Sciences National Conference for Academic Disciplines, University of Nevada, Las Vegas

37.3

Malhotra, M. ,Thenmozhi M. and Arun Kumar, G.

Factors Influencing Abnormal Returns around Bonus and Rights Issue Announcement

June 16-18, 2011 International Conference on Interdisciplinary Business and Economics Research, Society of Interdisciplinary Business Research Bangkok, Thailand

38.3

Thenmozhi M. and S. Priya

Price Discovery of Gold, Silver and Crude Oil Spot and Futures Markets in Emerging and Developed economies

18-21 February 2010

ASBBS 17th Annual Conference, Las Vegas

39.3

Srinivasan Suresh, Thenmozhi M., and P. Vijayaraghavan

Effect of Ownership Dynamics on Diversification and Performance Relationship during Institutional Transition: The Indian Experience

23 to 25 August, 2009

Journal of Corporate Finance conference on Corporate Finance and Governance in Emerging Markets , Guanghua School of Management, Peking University in Beijing

40.3

Lawrence Harold and Thenmozhi M.

Information Quality and Banking Success: Evidence from the Indian Banking Industry

2008 International Conference on Information Quality (ICIQ) 2008, MIT. Cambridge

41.3

Thenmozhi M. and Manish Kumar

A Comparison of Different Hybrid ARIMA - Neural Network Models for Stock Index Return Forecasting and Trading Strategy

12-14 December,2007

20th Annual Australasian Finance and Banking Conference, Sydney

42.3

Suresh, S., Thenmozhi M. and Vijayaraghavan, P.

Effect of Ownership Dynamics on Firm Diversity-Performance Relationship

Dec 27-29, 2007 Proceedings of International Conference on Global Academy of Business and Economic Research, Bangkok, Thailand

43.3

Thenmozhi M. and Sony Thomas

Price Discovery and Volatility Spillovers in Spot and Futures Markets: Evidence from Indian Market

12-14 December 2007

20th Annual Australasian Finance and Banking Conference, Sydney

44.3

Malhotra, M., Thenmozhi M. and Arun Kumar, G.

Effect of Bonus Issue Announcement on Stock Returns using Market Model

October 14-17, 2007

International Academy of Business and Economics (IABE- 2007), Annual Conference, Las Vegas, Nevada, USA

45.3


Predictability and Trading Efficiency of S&P CNX Nifty Index Returns Using Support Vector Machines and Random Forest Regression

October 14-17,2007

International Academy of Business and Economics (IABE-2007) Annual Conference, Las Vegas, USA

46.3

Thenmozhi M. and Rakesh Gupta

Determinants of capital Structure choices in a Liberalised Environment: Evidence from Indian Manufacturing firms

Sept.19-21, 2006

Australasian Business and Behavioural Sciences Association conference, University of Adelaide, Adelaide

47.4

Thenmozhi M. and Sony Thomas, M.

Dynamic Relationship among Spot Market Volatility, Open Interest, Volume and Arbitrage in Stock

October 3-7, 2005.

International Business and Economic Research Conference, Clute Institute of Academic Research, Las

23

Futures Market Vegas.(Paper accepted but not presented)

48.4


Static and Dynamic Neural Network in Forecasting Exchange Rate Returns

15-17th December, 2004

17th Australasian Finance and Banking Conference, Sydney.(Paper accepted but not presented)

49.4


Forecasting Index Future Returns Using Neural Network and ARIMA Models

8-10

November 2004

Financial Engineering and Applications Conference, MIT, Boston

50.4

Thenmozhi M. and Sony Thomas, M

Dynamic Interactions between Speculative Activity and Spot Market Volatility in Indian Stock Market

8-10

November 2004

Financial Engineering and Applications Conference, MIT, Boston

51.4

Sarma, L.V.L.N., Thenmozhi M., and S.K. Preeti

Micro finance Determinants of Non-traditional Debt Financing

24-33, July 2003

International Conference on Financial Engineering and Applications, IASTED, Banff, Canada

52.4

Thenmozhi M. Impact of Regulatory Changes on Strategic Dynamics- An empirical Study of Indian Pharmaceutical Industry

May 24-25, 2001. NEBAA International Conference on Regional Markets & Globalisation, Aberdeen Business School, AberdeenPaper accepted but not presented

53.4

Thenmozhi M. Venture capital Financing-strategies for growth April 20-22,1998 Fifth Academic Conference 1998, South Asian Management forum, Management of Development: Growth with Equity, Thimpu, Bhutan

B. International Conferences held in India

S.No. Author Title Year Conference1. Prasadh,R.S., Thenmozhi,

M., Ghosh,C., Narayan, PC & Sundaramurthy, C.

Does country-level corruption distance affect cross-border acquisitions? A comparison of developed and emerging markets.

Dec 20-22, 2018.

CRISIL Doctoral symposium, Indian Institute of Management Calcutta, Kolkatta, India

2. Bansal, S., & Thenmozhi, M.

Does Increasing Controlled Ownership affect Board Independence?

14-16 Dec. 2017.

5th PAN-IIM World Management Conference, Indian Institute of Management Lucknow, India


Does CEO Duality Affect Board Independence?

16-17 Dec. 2017.

ICRBS 2017, Indian Institute of Technology Roorkee, Noida, India

4. Bansal, S.,Balachandran, B., Duong, H.N., &

Does Board Independence Matter to Institutional Investors? Evidence from Quasi-

July 7-8, 2017. International Conference on Financial Markets and Corporate Finance

24

Thenmozhi, M. Natural Experiment (ICFMCF) 2017, IIT Kharagpur, India5. Anuja Sethiya and

Thenmozhi MWhich type of Blockholder Promoters prefer more Leverage?

July 7-8, 2017. International Conference on Financial Markets and Corporate Finance (ICFMCF) 2017, IIT Kharagpur, India

6. Prasadh, S, and Thenmozhi, M.

“Us Versus them": Does religious distance affect Cross-border acquisitions

July 7-8, 2017 International Conference on Corporate Finance and Financial Markets. Indian Institute of Technology Kharagpur, Kharagpur, India

7. Thenmozhi,M. and Aghila Sasidharan.

Impact of Excess cash holdings on Related Party Transactions -Evidence from Indian Business Group

July 7-8, 2017 International Conference on Financial Markets and Corporate Finance(ICFMCF) 2017, IIT Kharagpur, India

8. Sharon Christina T and M. Thenmozhi

Commodity Transaction Tax (CTT) and Indian Commodity Futures Market Efficiency

July 7-8, 2017 International Conference on Financial Markets and CorporateFinance (ICFMCF) 2017, IIT Kharagpur, India

9. Vijayagopal, V. and Thenmozhi M.

The Internationalization of Indian Family Firms - The case of TVS Group of Companies

April 21-23, 2016

Academy of International Business India Chapter Conference, IIM Indore

10. Lalita Anand, M. Thenmozhi, Nikhil Varaiya and Saumitra Bhadhuri

Impact of macroeconomic factors on cash holdings: A dynamic panel model

12-13, August, 2016

International Conference on Financial Markets and Corporate Finance, Dept. of Management Studies, IIT Madras

11. Lakshmi, P., Thenmozhi M and Nikhil Varaiya

Determinants of Aggregate Cash Holdings of US Corporate Sector

12-13, August, 2016

International Conference on Financial Markets and Corporate Finance Dept. of Management Studies, IIT Madras

12. Kayalvizhi.P.N and Thenmozhi.M

Synergic impact of technology and exports on FDI

12-13, August, 2016

International Conference on Financial Markets and Corporate Finance ,Dept. of Management Studies, IIT Madras

13. Shyaam Prasadh R, Thenmozhi M., Narayanan P.C. and Chamu Sundaramurthy

Does corruption affect cross-border acquisitions around the world

12-13, August, 2016


14. Madhuri Malhotra and M. Thenmozhi

Linkages among corporate governance, intellectual capital efficiency and firm performance: An empirical analysis from emerging market

12-13, August, 2016


15. Hemamalini and M.Thenmozhi

Comovement of banking stress across emerging and advanced economies

12-13, August, 2016

International Conference on Financial Markets and Corporate Finance, Dept. of Management Studies, IIT Madras,

16. Narend S and M. Thenmozhi

Do country ETFs induce volatility spill-over in the foreign stock market?: evidence from

12-13, August, 2016

International Conference on Financial Markets and Corporate Finance, Dept.

25

India ETFs of Management Studies, IIT Madras17. Shashank Bansal and M.

Thenmozhi Does Controlled Ownership affect Board composition?

12-13, August, 2016


18. Vijayagopal V and M. Thenmozhi

The internationalization of family business – looking for evidence from the Indian stock market

12-13, August, 2016


19. Maurya, Shipra and Thenmozhi, M

Contagion Effect between Crude oil and Food prices in India

Dec. 11-13, 2013

International Conference on Business Analytics and Intelligence, Indian Institute of Management, Bangalore

20. Abhijeet Chandra and M. Thenmozhi

Investor Sentiment, Volatility and Stock Returns Comovements

Dec. 17-19, 2013

India Finance Conference 2013, IIM Ahmedabad,

21. Narayanan, P. C., Thenmozhi M. and Chamu Sundaramurthy

Corruption Index and Cross border acquistions: An emerging market perspective

15-17th, April2013

The Academy of International Business India Conference, IIM-Bangalore

22. Lawerence Harold and Thenmozhi M.

Development of a measurement instrument for evaluating information technology investment success in financial services sector

Dec. 21-23,2011

India Finance Conference, IIM Bangalore

23. Manish Kumar and Thenmozhi M.

Causal effect of volume on stock returns and conditional volatility in developed and emerging markets

Dec. 21-23,2011


24. Nachiketa Misra and Thenmozhi M.

Price leadership of stock futures and spot market: A market condition based analysis using intraday data

Dec. 21-23,2011


25. Karthika S. Nair and Thenmozhi M.

Effect of macroeconomic variables on bond index return and conditional volatility: Evidence from emerging and developed markets

Dec. 21-23,2011


26. Malhotra, M., Thenmozhi M. and Arun Kumar, G.

Evidence of Changes in Time Varying Volatility around Bonus and Rights Issue Announcements

18–20 February, 2011

International Conference on Practice and Research in Management 2011, at Dayalbagh Educational Institute (Deemed University), Agra

27. Sujay Prasad Srivastava and Thenmozhi M.

A Study of Market Efficiency of Stock Markets in Emerging and Developed Economies

January 1-4, 2011

Eighth AIMS International Conference on Management, Management Education in 2020: Issues, Challenges, and Opportunities, Indian Institute of Management, Ahmedabad

28. Manish Kumar and Thenmozhi M.

Stock Index Return Forecasting and Trading Strategy Using Hybrid ARIMA-Neural Network Model

26-28 December 2007

International Conference on Emerging Financial Markets, PSG Institute of Management, Coimbatore

29. Thenmozhi M. and Priya, Price Discovery In Commodity Markets: A 26-28 December 1st International Conference on

26

S Study of Indian Gold Market 2007 Emerging Financial Markets, PSG Institute of Management, Coimbatore


A Comparison Study of Selected Training Algorithms for Neural Networks to Financial Time Series Prediction

August 2006 7th International Conference on Operations and Quantitative Management, Jaipur


A Comparison of Different Hybrid ARIMA and Neural Network Models for Stock Index Return Forecasting and Trading Strategy

August, 2005 International Conference on Operations and Quantitative Management, IIM Indore

32. Thenmozhi M., G. Arun Kumar and R. Haripriya

Impact of Event on the Performance of ADR listed Companies

August, 2005 International Conference on Operations and Quantitative Management, IIM Indore

33. Thenmozhi M. and Sony Thomas, M

Dynamic Interactions and Causal Relationship among Spot Market Volatility, Open Interest, Volume and Arbitrage: Evidence from Indian Futures Market

Jan. 2005 International Conference 2005 on Emerging Securities Market: Challenges and Prospects, SEBI and ICFAI

34. Lawrence Harold and Thenmozhi M.

Evaluation of Information Technology Investments – Methods and approaches in Banking Industry

7th-8th January, 2005

International Conference of Banking and Insurance, Birla Institute of Management Technology, New Delhi & Philadelphia University, USA

35. Thenmozhi M. and Radha S

Short-term interest rates and Macroeconomic variables: An OLS model

26th –27th December 2004

Second International Conference on Business and Finance, ICFAI, Hyderabad

36. Thenmozhi M. and M. Sony Thomas

Impact of Index Derivatives on S&P CNX Nifty Volatility: Information Efficiency and Expiration Effects

December 2003 International Conference on Business and Finance, ICFAI, Hyderabad and Philadelphia University

37. Manish Kumar, Thenmozhi M. and C Rajendran

Forecasting Daily Returns of Exchange Rates Using Artificial Neural Network and ARIMA model


38. Sarma,L.V.L.N., Thenmozhi M. and Preeti S.K.

Effect of Non-Traditional Debt on Financial Risk: Evidence from Indian Manufacturing Firms


39. Thenmozhi M. and Kishore Kumar, R.

Predictability of BSE Returns using Neural Networks: An exploratory study

Aug. 12-14, 2001

International Conference on Industrial Mathematics, IIT Madras

27

40. Thenmozhi M. Private Sector Financing for Infrastructure projects: Issues and Challenges - with particular reference to Transport Sector

March 23-25, 2000

South Asian Management Forum 2000: Opportunities and Challenges for Management Development, Poona

41. Thenmozhi M. Market Value Added and Share price Behaviour: An Empirical Study of BSE Sensex Companies

January 8-10, 2000

International Conference on International Business: Challenges and Perspectives, Delhi

42. Thenmozhi M. and Shanthi, R.

EDI Applications in Financial Markets January 3-6, 2000

Second International Conference on Business and Management, Ahmedabad [Conference Proceedings, McGrawHill, New Delhi, pp.196-203

43. Karthikeyan, G. and Thenmozhi M.

TQM Practices of Service Providers in India: A Case Study


International Workshop on ‘Management of Intangibles', National Institute of Science, Technology and Development, New Delhi

44. Thenmozhi M. Chaos and Non-linear Dynamics: Application to Indian Stock Market

Dec 9-11,1999

International Conference on Mathematical Modeling of Nonlinear Systems

45. Thenmozhi M. Innovations in Technology Financing December 21-24, 1997

International Conference on Management of Technology, IIT, New Delhi

46. Thenmozhi M. Critical Issues in Debt Securitisation in India January 4-5, 1997

Third International Accounting Conference on Accounting in a Changing Perspective, Calcutta

C. National Conferences

S.No. Author Title Year Conference1. Lakshmi, P., Thenmozhi M

and Nikhil VaraiyaDeterminants of Aggregate Cash Holdings of US Corporate Sector

2016 DoMS Symposium, Indian Institute of Technology, Madras


Does Board Composition matter to Institutional Investors?

24th & 25th November 2015.

COSMAR’15, Indian Institute of Science, Bangalore

3. Kayalvizhi, P.N and Thenmozhi M.

Impact of Country Governance on FDI – A conceptual Framework

April 1 and 2, 2015

DoMS Research Symposium, Indian Institute of Technology Madras

28

4. Srinivasan, N and Thenmozhi, M.

Determinants of WTI oil price: A Markov Regime Switching approach.

March 14-15, 2014

DoMS Symposium, Indian Institute of Technology, Madras

5. Narend, S and Thenmozhi, M.

Narend, S and Thenmozhi, M

Performance and Price Discovery of Gold Exchange Traded Funds.

November 15-16, 2013

COSMAR, Indian Institute of Science, Bangalore

6. Lalita Anand, Thenmozhi M. and Nikhil Varaiya

Corporate Governance and Firm’s Cash holdings: Evidence from India

Dec. 2012 CMC XI Capital Markets Conference

7. Abhijeet Chandra and Thenmozhi M.

Liquidity in currency options market in India Dec. 2012 CMC XI Capital Markets Conference

8. Sumathi, G. N., T. J. Kamalanabhan and Thenmozhi M.

Improving PHC performance: the key to meet Millennium Development Goals

March 3-4,2011

X development convention 2011 and doctoral colloquium on Millennium Development Goals: performance, prospects and challenges for South India, Hyderabad

9. Malhotra, M., Thenmozhi M. and Arun Kumar, G.

Stock Market Reaction and Liquidity Changes Around Bonus Issue Announcement: Evidence from IndiaAvailable at SSRN: http://ssrn.com/abstract=962830

19 December, 2007

Tenth Indian Institute of Capital Markets Conference


Support Vector Machine Approach to Predict the S&P CNX NIFTY Index Returns

http://ssrn.com/abstract=962833

December 2006 10th Indian Capital Market Conference, Indian Institute of Capital Market


Forecasting Stock Index Movement: “A Comparison of Support vector Machines and Random Foresthttp://ssrn.com/abstract=876544

December 2005 Nineth Indian Capital Market Conference, Indian Institute of Capital Markets, Mumbai

12. Thenmozhi M., Srinivasan Suresh and P. Vijayaraghavan

Stock Market Reaction to Corporate Strategic Decisions


13. Thenmozhi M. and Radha S.

Forecasting Short Term Interest Rates using ARMA, ARMA-GARCH and ARMA-EGARCH models



Static and Dynamic Neural Network in Forecasting Exchange Rate Returns

March, 2005 Conference on Finance and accounting, IIM Lucknow

15. Thenmozhi M. and Stock Index return Forecasting and Trading July, 2005 Second Conference on Research on

29

Manish Kumar Strategy using Hybrid ARIMA-Neural Network Model

Indian Financial System, ICICI Research, & GIM, Goa

16. Thenmozhi M. and Radha S

Modeling and Forecasting Short-term Interest rates: A Literature Survey

19th -20th November 2004

Third National Conference on Business Research, PSG College of Technology, Coimbatore

17. Thenmozhi M. and Madhuri Malhotra

Structure and Operations of Indian Debt Market: Critical Issues for Development

19th -20th November 2004

Third National Conference on Business Research, PSG College of Technology, Coimbatore


Long-run relationship between interest rates and inflation: An Error Correction Modelhttp://ssrn.com/abstract=876556

20th –21st December 2004

Eighth Capital Markets Conference, IICM Mumbai –


Forecasting TB Yield Using ARIMA Model 26th –27th November 2004

First National Conference on Finance and Economics, ICFAI Bangalore


Dynamic Interactions between Hedging Activity and Spot Market Volatility in Indian Stock Market

July 17-18, 2004 Research on India’s Financial System, NSE, GIM, Goa

21. Thenmozhi M. and Sony Thomas, M.

Expiration Day Effects of Stock Index Derivatives: Evidence from Indian Stock Market

Dec. 18-19, 2003 Seventh Annual Capital Markets Conference- 2003, UTI, Mumbai

22. Thenmozhi M. and Rakesh Gupta (M.B.A student)

Determinants of Capital Structure Choices of Indian Manufacturing Firms in the last decade of Liberalisation


23. Thenmozhi M., C. Rajendran and Manish Kumar

Neural returns based forecasting of the daily returns of Exchange Rate



Applications of Heteroscedastic Modeling in Finance

Nov. 2002 National Seminar on Business Research Methods, PSG School of Management, Coimbatore

25. Thenmozhi M. Knowledge Management in Knowledge Based Industries

December, 2001 National Seminar on Management Practices in Knowledge Based Industries, NISIET, Hyderabad

26. Thenmozhi M. and Kishore Kumar R.

Implications of WTO on the Indian Banking Sector

Aug. 25-27,2001

AIMS Annual Convention: WTO and Competitiveness- Challenges of Indian Business and Management Education,Excel Books, 2001, pp.328-339

27. Thenmozhi M. Critical Success National Seminar on Funding Options for Long Gestation Projects Factors for private sector Financing of Road Sector Projects

July, 27, 2001 NISIET, Hyderabad

28. Thenmozhi M. Electronic Commerce and Integrated Supply Chain Management

November1999

XXII Annual Convention 1999 - Supply Chain Management, Indian Institute of

30

Materials management, Hyderabad29. Thenmozhi M. Economic value added as a measure of

Corporate PerformanceOctober 28-30, 1999

53rd All India Commerce Conference, Aurangabad

30. Thenmozhi M. International trade: Emerging issues 18-19,September, 1999

Seminar on " Managing Foreign trade: Directions for the next Millenium" Chennai

31. Thenmozhi M. Effective Corporate Response to Liberalisation 13-14, March, 1999

National Conference on Surviving Success through Liberalisation, Coimbatore

32. Thenmozhi M. Chaos and Non-linear Dynamics: Application to Indian Stock Market

Dec 9-11,1999

International Conference on Mathematical Modeling of Nonlinear Systems

33. Thenmozhi M. Technology Based Teaching Pedagogy 18-20, November 1998

National Seminar on Better World Environment through engineering, education and management, TTTI, Chennai

34. Thenmozhi M. Information Technology Based Management Learning

March 25-26, 1998

National Seminar on Recent Trends in Information technology and Its Impact on Business Management, Anna University, Chennai

35. Thenmozhi M. Barun Chemicals – The Growth Dilemma August 29-31,1997

AIMS Annual Management Convention, Poona

36. Thenmozhi M. Disinvestment of Public Enterprises – The Pricing Issue

November 23-24, 1996

National Seminar on Issues in Privatisation, Foreign Investment & Disinvestment in Public Sector Undertakings, Velur

37. Thenmozhi M. Competitive Structural Analysis of Merchant Banking Industry

August 20-21, 1996

AIMS Annual Management Convention, Chennai

38. Thenmozhi M. The Changing Debt Market Scenario December 29-31,1994

48th All India Commerce Conference, Kakatiya University, Warangal

39. Thenmozhi M. Indian Capital Market – Trends and Challenges Ahead

March 24-25, 1994

National Seminar on Economic Liberalisation and Industry, Utkal University, Bhubaneshwar

40. Thenmozhi M. Privatisation of Public Enterprises – In the Indian Context

June 22-26, 1992 National Research Development Workshop, Bombay

41. Thenmozhi M. Organisational Relationships and Productivity in Public Enterprises

December 6-8, 1990

National Seminar on Employment and Productivity: Through People, Technology and Change, Calicut

42. Thenmozhi M. The Privatisation Issue in the Government – Public Enterprise Interface

March 22-23, 1989

Seminar on Privatisation of Public Enterprises: Issues and Policies, Pondicherry

31

43. Thenmozhi M. Organisational Climate, Job Satisfaction February 1988 Seminar on Organisational Climate, Vellore

44. Thenmozhi M. Performance Indicators for State Financial Institutions

March 1987 Seminar on Entrepreneurial Development and Development Banking, Madras

RESEARCH PROJECTS EXECUTED BY THE APPLICANT (Please attach List):-

Completed(No.)

Under progress

(No.)

Amount sanctioned(Rs. In lakhs)

National (See Annexure 3)A. SPONSORED RESEARCH/PROJECTSB. SKILL DEVELOPMENT SPONSORED

CONSULTANCY PROJECTSC. FACULTY DEVELOPMENT

PROGRAMMES, MDP

16 37

20 plus

2Rs. 26,93,000Rs. 5,02,68,764

recent ones Rs. 16,66,060

International 1

RESEARCH PROJECTS EXECUTED BY THE APPLICANT

RESOURCE GENERATION

A. SPONSORED RESEARCH/PROJECTS - 16 Rs. 26,93,000

B. SKILL DEVELOPMENT CONSULTANCY PROJECTS – 37 Rs. 5,02,68,764

C. Faculty Development Programmes, MDP – 11 plus - recent ones - Rs. 16,66,060

A. SPONSORED RESEARCH/PROJECTS – 16 +1 *

32

Project under review Sponsoring Organisation

Role Period Value

ICSSR-ESRC Call for Collaborative Research on Urban Transformations in India :

How formal and informal as well as migrant population influence urban development?

ICSSR COINVESTIGATORPrincipal investigator : T.J.Kamalanabhan

UNDER REVIEW

25,00,000

Project Sponsoring Organisation

Role Period Value

1 Financial Risk Governance structure in India

ICAI Accounting Research Foundation (ARF)

Coinvestigator: P.Krishna Prasanna 2012-13 Rs.9,00,000

2 Study and evaluation of nonperforming assets of HUDCO

HUDCO, MumbaiCoinvestigator: P.Krishna Prasanna 2012-13 Rs.6,48,000

3 Corporate liquidity and Flow of funds

San Diego State University, San Diego

Joint research project with Prof. Nikhil P . Varaiya, Professor in Finance, SDSU, San Diego.

Feb. 2011

4 Computational Finance - Book writing

CCE, IIT MadrasPrincipalInvestigator 2013 Rs.1,00,000

5 Risk Management- Crude TCS, Chennai Principal 1 month- Rs.50,000

33

Oil and Forward Rate forecasting

Investigator2012

6 India VIX and Risk management

National Stock Exchange

PrincipalInvestigator

Co-investigator: Abhijeet Chandra

Dec.2012-April, 2013

Rs.50,000

7 NPTEL Project for Development of the course ‘Financial Institutions and Markets´

CCE, IIT MadrasPrincipal Investigator

2009-10 Rs.2,00,000

8 Dynamic Interaction among Mutual Fund Flows, Stock Market Return and Volatility



Coinvestigator: Manish Kumar

2009 Rs.50,000

9 Development & Updating of Curriculum on Strategic Management

CCE, IIT MadrasPrincipalInvestigatorCoinvestigator: L.Prakash Sai

2006-2007 Rs.40,000

10 NPTEL Project for Development of the course ‘Management Science-I”

CCE, IIT Madras PrincipalInvestigator

2004-2005 Rs.1,00,000

11 Futures Trading and Spot Price Volatility of Nifty Index Futures



3 months-2002

Rs.50,000

12 Multimedia Based Instructional Module on Financial Services

AICTE and Centre for Continuing Education, IIT Madras


June 2002-2003

Rs.1,30,000

34

13 Multimedia Based Instructional Module on Corporate Strategy Formulation in the Global Scenario

AICTE and Centre for Continuing Education, IIT Madras


June 2000-2001

Rs.1,00,000

14 Multimedia Based Instructional Module on Strategic Options to Become a Global Company

AICTE and Centre for Continuing Education, I.I.T. Madras


November 1999-2000

Rs.1,00,000

15 Financial Control and Risk Management by Multinational Corporations

New Faculty Scheme, I.I.T. Madras


January- June 1999

Rs.1,00,000

16 Computer Aided Instructional Module on Project Appraisal

AICTE and Centre for Continuing Education, I.I.T. Madras


November 1998-99

Rs.75,000

Total funds generated from Sponsored Projects (excluding U.S. project) Rs.26,93,000

B. CONSULTANCY PROJECTS – 37

Project Organisation Coordinators Period ValueRs.

1 Executive Programme in Business administration

GMMCO and others

Co-coordinatorCoordinator: T.J.Kamalanabhan

July 2018-July 2019

59,29,500

35


GMMCO and others


July 2016-July 2018

90,91,000

3Executive Programme in Business administration

GMMCO and others

CoordinatorCo-coordinator: T.J.Kamalanabhan July 2015-July

2017

1,04,76,000


GMMCO and others


July 2014-July 2016

91,50,720

5Management and Leadership Development Programme NTPC, Vallur


2-11 November, 2016

6General Management NTPC, Vallur


May 9-14, 2016,

6,87,000

7Supervisory Development Programme L&T Chennai

CoordinatorCo-coordinator: T.J.Kamalanabhan

12-17 Oct., 2015

7,52,400



9-14 Feb., 2015

9,77,532

9 Supervisory Development Programme L&T Chennai


18-23, Nov., 2015

6,87,000

10 Supervisory Development Programme L&T Chennai


14-19 Mar., 2016

7,55,700



25-20, April 2016

7,55,700

12Workshop on Fundamentals of Engineering and Research

FLSmidth Co-coordinatorCoordinator: T.J.Kamalanabhan

Aug.24,31,Sept.7,142013

4,00,000

36

13Supervisory Development Programme

L&T E&C, Chennai


2.9..2013 to 7.9..2013

7,50,000


L&T E&C, Chennai


14.10.2012 to 20.10.2012

5,89,890

15Management training for Headmasters of Chennai schools

Department of School Education, Chennai


26.3.2012 to 31.3.2012

6,00,000


L&T E&C, Chennai


26.3.2012 to 31.3.2012

5,89,890



Coordinator

Co-coordinator: T.J.Kamalanabhan

19.3.2012 to 23.3.2012

6,00,000


L&T E&C, Chennai


27.2.2012 to 3.3.2012

5,89,890



Sept.23,24,Oct 1, 2011

2,00,000


L&T E&C, Chennai


16.5.2011 to 21.5.2011

4,21,350


L&T E&C, Chennai


28.3.2011 to 2.4.2011

4,21,350


L&T E&C, Chennai


20.3..2011 to 26.3.2011

4,04,496

37


L&T E&C, Chennai

Coordinator

Co-coordinator: T.J.Kamalanabhan

28.2.2011 to 5.3.2011

4,04,496



Co-coordinatorCoordinator: C.RajendranT.J.Kamalanabhan

6.10. 2010 to 8.10.201013.10.2010 to 15.10.2010

7,50,000

25EDP on International Marketing

Exporters of Leather and Leather Manufacturers


20.9.2010 to 26.9.2010

4,50,000


L&T E&C, Chennai


26.4.2010 to 1.5.2010

4,21,350



Mar. 13,20,27 April 13,17 2010

3,00,000


L&T E&C, Chennai


18.1.2010 to 23.1.2010

4,21,350

29Executive Development programme

Consolidated Construction Consortium

11.1.2010 to 13.1.2010

1,60,000


L&T E&C, Chennai


22.6.2009 to 27.6.2009&29.6.2009 to 4.7.2009

8,42,700


FLSmidth CoordinatorCo-coordinator: T.J.Kamalanabhan

June 27, July 4,11, 18,25, 2009

3,00,000

38


FLSmidth CoordinatorCo-coordinator: T.J.Kamalanabhan

June20, 27, July 4,11, 18, 2009

3,00,000


L&T E&C, Chennai


27.4.2009 to 2.5.2009

4,21,350


L&T E&C, Chennai


16.2.2009 to 21.2.2009

4,21,350

35Management development Programme – Finance for project Managers

Caterpillar India ltd.

Consultant 6,28 Oct.2007 1,86,750

36Design and Development of Internal Customer Satisfaction index for Engineering Projects Division

Bharat petroleum Corporation of India limited

Consultant 2002 50,000

37Mutual Funds – Processing system

Wipro Technologies

Co-coordinators: L.V.L.N. Sarma, R. Madhumathi.

July 2000 10,000

Total funds generated from Consultancy Projects Rs.. 5,02,68,764

Note: Funds generated through conduct of Management Development Programmes, Faculty development programmes and Entrepreneurial development programmes which are not sponsored by an organisation for its own employees are not included here.

39

C. Faculty development programmes /Continuing education Programmes – Open ( selective list )

Sl.No. Project Coordinators Period ValueRs.

1 Workshop on Business Groups and Governance in Emerging Market M.THENMOZHI

17-22 July, 2017 4,50,000

2 Workshop on Practial Approaches to stock market Investing M.THENMOZHI 8-9 aug.2015

1,03,310

3

Workshop on IPR: strategy for Growth

M.THENMOZHI & FEROZ ALI KHADER 7-8 Aug.2015

1,00,500

4

Summer School on Financial engineering and Analytics

M.THENMOZHI & P.Krishna Prasanna

14-18 May, 2015

1,02,500

5 Workshop on Understanding Business processes through Case studies M.THENMOZHI

22-26, Sept. 2015

48,000

6 Workshop on Understanding Business processes through Case studies M.THENMOZHI

22-26, Sept. 2015

2,55,000

7

Improving the Quality of Research and Making Mid-Course Corrections M.THENMOZHI

24-29, March 2015-9, Nov.2013

1,31,000

8

Workshop on Financial Modeling and Analytics

M.THENMOZHI & P.Krishna Prasanna 5-9, Nov.2013

2,99,750

9MDP on Growth by Acquistions M.THENMOZHI 8 Jan, 2014

23,000

10FDP on Multivariate Data Analysis M.THENMOZHI

5-6 Dec., 2013

1,20,000

11FDP on Time Series Analysis M.THENMOZHI 7 Dec. 2013

33,000

Total 16,66,060

40

List of International assignments - US, Australia, Europe, Nigeria

Countries Visited

Australia, Bhutan, Canada, China, France, Germany, Italy, Malaysia, Singapore, Spain, Switzerland, Thailand, U.K.(England, Scotland), U.S.A., Vietnam

Visiting Fellow, School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane 5.11.2007 to 21.12.2007 – Research Project


Fulbright Visiting Professor College of Business Administration, San Diego State University, San Diego, 13.1.2011 to 5.5.2011 – Research Project.



List of international seminar /talks (selective list)

Public lecture on "Path Towards Robust Financial Sector: The Indian Perspective" to Indian business professionals on 22.10.16 at High Commission office, Lagos, Nigeria.

Delivered a Seminar talk at Department of Business Administration, San Diego State University, San Diego on the topic “Determinants of Corporate Cash Holdings: A Study Using U.S. Federal Reserve Flow of Funds Data” on April 15, 2011

Delivered a Seminar talk at Department of Accounting and Finance, California State University, Stanislaus on the topic “Dynamic Interaction among Mutual Fund Flows, Stock Market Return and Volatility” on April 29, 2011

Delivered a Seminar talk at Seidman College of Business, Grand Valley State University, Grand Rapids, MI on the topic “Stock Index Forecasting using Hybrid ARIMA-EGARCH-SVM Models” on April 4, 2011

Delivered a Seminar Talk in the School of Economics and Finance, Faculty of Business , QUT, on the topic – Price Discovery and Volatility Spillover in S&P CNX Nifty Futures and Spot Market: Evidence from India on 18th December, 2007.

41

List of international collaborations

Networking with global institutions (Selective list)

Colloboration with Koblenz University of Applied Sciences, RheinAhr Campus, Remagen, Co-coordinator: T. J. Kamalanabhan (IIT Madras), 2016-17.

Interacted with the Indian Business community during the Vice President of India visit to Lagos on 28.9.16

Joint research project with San Diego State University, San Diego Coordinating Faculty : Prof. Nikhil P . Varaiya, Professor in Finance, Department of Business administration, SDSU, San Diego. Feb. 2011.

Instrumental in Memorandum of Understanding with Universidad Politecnica de Madridc/ Jose Gutierrez Abascal, 2 Madrid, Spain. Coordinating Professor: Prof. Miguel Palacios, Professor in Business Administration Industriales, UPM, Madrid, Spain. 2010

Co–coordinator: Virtual project on developing an information system for a live project involving teams from IITM, Washington State University, Pullman and Maejo University, Thailand, coordinated by Prof. SaoneeSarker, Assistant Professor of MIS, Washington State University, Todd 237F - Jan-June 2004 Co-Coordinator: T. J. Kamalanabhan (IIT Madras)

Co-coordinator : Virtual project on developing an information system for a live project involving teams from IITM, Washington State University, Pullman and Oslo University, coordinated by Prof. Suprateek Sarker, Philip L. Kays Distinguished Professor of Information Systems, Department of Entrepreneurship and Information Systems, Washington State University, Pullman - Jan-May, 2003. Team members: Petter Nielsen (Oslo), SundeepSahay (Oslo), M. Thenmozhi M (IIT Madras),T. J. Kamalanabhan (IIT Madras), Chandan Mazumdar (J. U.), Jennifer Nicholson (WSU)

42

International Exposure & Networking

Countries Visited

Australia, Bhutan, Canada, China, France, Germany, Italy, Malaysia, Singapore, Spain, Switzerland, Tanzania, Thailand, U.K., U.S.A., Vietnam

List of International assignments - US, Australia, Europe, Nigeria

Visiting Fellow, School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane 5.11.2007 to 21.12.2007 – Research Project


Fulbright Visiting Professor College of Business Administration, San Diego State University, San Diego, 13.1.2011 to 5.5.2011 – Research Project.



List of international seminar /talks (selective list)

Public lecture on "Path Towards Robust Financial Sector: The Indian Perspective" to Indian business professionals on 22.10.16 at High Commission office, Lagos, Nigeria.

Delivered a Seminar talk at Department of Business Administration, San Diego State University, San Diego on the topic “Determinants of Corporate Cash Holdings: A Study Using U.S. Federal Reserve Flow of Funds Data” on April 15, 2011

Delivered a Seminar talk at Department of Accounting and Finance, California State University, Stanislaus on the topic “Dynamic Interaction among Mutual Fund Flows, Stock Market Return and Volatility” on April 29, 2011

Delivered a Seminar talk at Seidman College of Business, Grand Valley State University, Grand Rapids, MI on the topic “Stock Index Forecasting using Hybrid ARIMA-EGARCH-SVM Models” on April 4, 2011

Delivered a Seminar Talk in the School of Economics and Finance, Faculty of Business , QUT, on the topic – Price Discovery and Volatility Spillover in S&P CNX Nifty Futures and Spot Market: Evidence from India on 18th December, 2007.

43

List of international collaborations

Networking with global institutions (Selective list)

Colloboration with Koblenz University of Applied Sciences, RheinAhr Campus, Remagen, Co-coordinator: T. J. Kamalanabhan (IIT Madras), 2016-17.

Interacted with the Indian Business community during the Vice President of India visit to Lagos on 28.9.16 Joint research project with San Diego State University, San Diego Coordinating Faculty : Prof. Nikhil P . Varaiya, Professor in Finance,

Department of Business administration, SDSU, San Diego. Feb. 2011. Instrumental in Memorandum of Understanding with Universidad Politecnica de Madridc/ Jose Gutierrez Abascal, 2 Madrid, Spain.

Coordinating Professor: Prof. Miguel Palacios, Professor in Business Administration Industriales, UPM, Madrid, Spain. 2010 Co–coordinator: Virtual project on developing an information system for a live project involving teams from IITM, Washington State

University, Pullman and Maejo University, Thailand, coordinated by Prof. SaoneeSarker, Assistant Professor of MIS, Washington State University, Todd 237F - Jan-June 2004 Co-Coordinator: T. J. Kamalanabhan (IIT Madras)

Co-coordinator : Virtual project on developing an information system for a live project involving teams from IITM, Washington State University, Pullman and Oslo University, coordinated by Prof. Suprateek Sarker, Philip L. Kays Distinguished Professor of Information Systems, Department of Entrepreneurship and Information Systems, Washington State University, Pullman - Jan-May, 2003. Team members: Petter Nielsen (Oslo), SundeepSahay (Oslo), M. Thenmozhi M (IIT Madras),T. J. Kamalanabhan (IIT Madras), Chandan Mazumdar (J. U.), Jennifer Nicholson (WSU)

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