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

  1. On the quadratic variation in limit order markets, Borsa Istanbul Review, (2024), 24(4), pp. 710-721. ISSN 2214-8450. DOI: 10.1016/j.bir.2024.04.004
  2. Buy Now, Pay Later, Economic & Political Weekly, (2024), 59(10), pp. 30-37. ISSN (Print) 0012-9976 | ISSN (Online) 2349-8846. https://www.epw.in/journal/2024/10/perspectives/buy-now-pay-later.html
  3. House price dynamics under lower leverage: the case of metropolitan cities in India. International Journal of Housing Markets and Analysis, 2024, 17(3), pp.814-836. DOI: 10.1108/IJHMA-10-2022-0161
  4. 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
  5. 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
  6. 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.
  7. Liquidity in high resolution in limit order markets. International Journal of Financial Markets and Derivatives, (2021), 8(1), pp.23-49.
  8. 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.

Reviewer

Electronic Commerce Research, SN Business & Economics, Internation Journal of Financial Markets and Derivatives

COURSES TAUGHT

  • Consumer Finance
    • MBA - 2023, 2024
  • Fintech & Transformation of Financial Services
    • MBA(Law) - 2023
  • Financial and Management Accounting
    • MBA - 2019, 2020, 2021, 2022, 2023
  • Financial Accounting and Analysis
    • MBA - 2024
    • MBAHR - 2019, 2020
    • MBA-Pharma - 2020, 2021, 2022, 2023, 2024
  • Financial Statement Analysis
    • MBA - 2019, 2020, 2021, 2022
    • MBA Law - 2021
  • Accounting for Business
    • Part Time MBA  - 2019
  • Accounting and Finance - 1
    • MBA REM - 2019, 2020, 2021, 2022 
  • Value, Risk and Capital Markets
    • MBA - 2021 
  • Corporate Finance
    • MBA - 2020, 2021, 2022, 2023
    • EMBA - 2019 
  • Financial Modelling
    • MBA -2020, 2021, 2022
  • Investment Analysis and Portfolio Management
    • EMBA - 2019 
  • Wealth Management
    • EMBA - 2019 

EXECUTIVE EDUCATION AND MDP CONDUCTED

  • ICICI Bank, CIPLA, L&T, Everest , Glaxo


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