Sudhanshu Pani

BRIEF PROFILE
- I teach at School of Business Management, NMIMS, Mumbai.
- Areas of interest for research:
- Market microstructure, Consumer Finance, Capital Markets, Wealth Management, Corporate Finance
- Alumni of
- School of Business Management, Mumbai, NMIMS University (PhD 2016-2022)
- Indian Institute of Management, Indore (ExePGP 2006-2008)
- Indira Gandhi Institute of Technology, Sarang, Utkal University (B.E 1995-99)
- ICICI Bank, HDFC Bank, Standard Chartered Bank, HDFC SL,
- Ex Entrepreneur
RECENT PUBLICATIONS
Refereed Journal Articles
- House price dynamics under lower leverage: the case of metropolitan cities in India. International Journal of Housing Markets and Analysis, Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1108/IJHMA-10-2022-0161
- With Ranjan Chakravarty, Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data. Algorithmic Finance, vol. 9, no. 3-4, pp. 81-102, 2022, DOI:10.3233/AF-200362
- With Ranjan Chakravarty, A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and Trades. J. Quant. Econ. (2021). https://doi.org/10.1007/s40953-021-00252-0
- With Ranjan Chakravarty, Are Asian exchanges outliers? A market quality criterion. Investment Management and Financial Innovations, (2021), 18(2), 64-78. doi:10.21511/imfi.18(2).2021.06.
- Liquidity in high resolution in limit order markets. International Journal of Financial Markets and Derivatives, (2021), 8(1), pp.23-49.
- A theory of 'auction as a search' in speculative markets. International Journal of Financial Markets and Derivatives, (2020), 7(4), pp.337-374
Books (Non refereed)
- ‘The Right Cocktail – Asset allocation and Wealth Management in India’, (2016), Kousalam Publishers.
COURSES TAUGHT
- Consumer Finance
- Financial and Management Accounting
- MBA - 2019, 2020, 2021, 2022
- Financial Accounting and Analysis
- MBAHR - 2019, 2020
- MBA-Pharma - 2020, 2021, 2022
- Financial Statement Analysis
- MBA - 2019, 2020, 2021, 2022
- MBA Law - 2021
- Accounting for Business
- Accounting and Finance - 1
- MBA REM - 2019, 2020, 2021, 2022
- Value, Risk and Capital Markets
- Corporate Finance
- MBA - 2020, 2021, 2022, 2023
- EMBA - 2019
- Financial Modelling
- Investment Analysis and Portfolio Management
- Wealth Management
EXECUTIVE EDUCATION AND MDP CONDUCTED
- ICICI Bank, CIPLA, L&T, Everest , Glaxo