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Faculty Profile

VISHWANATHAN IYER

PROFESSOR & ASSOCIATE DEAN ACADEMICS

Area:

Finance & Strategy

Edu:

M.Com, ACA, Ph.D

Biography

  • Vishwanathan Iyer has an overall experience of 14 years of teaching and research and 2.5 years of professional practice as Chartered Accountant.
  • Prior to joining TAPMI, he was the Chairperson, PGP at IMT Hyderabad. He has taught across various B-Schools in the country – IMT Hyderabad, IBS Hyderabad, GIM and NMIMS. He was a Visiting Scholar at the McCallum Graduate School of Business, Bentley University, Boston.
  • He conducts various training programs to both corporates and academicians.
  • Training Programs Conducted:

  • 1. Two Day Program on Strategic Cost Analysis for Defence Machinery Design Establishment, (Division of DRDO) Secunderabad (Sep 2013) Organized by the Institute of Cost Accountants of India.
  • 2. Two Sessions on “Managerial Appraisal of Projects” for Mid Level Executives at University of Hyderabad (Feb 2011).
  • 3. Four Sessions on “IFRS – Preparation & Presentation of Financial Statements” as part of Business Leadership Program for Mid level Executives of Intelli Group (Part of NTT Data Company) at IBS Hyderabad (Jan 2011).
  • 4. Two Sessions on “Activity Based Costing” as part of Business Leadership Program for Mid level Executives of Intelli Group (Part of NTT Data Company) at IBS Hyderabad (Jan 2011).
  • 5. Session on “Accounting Standards for Corporates” for Senior Management of ONGC at ASCI, Hyderabad (Sep 2010).
  • 6. Conducted training program (20 sessions) on “Teaching Accounting for Management students with cases” at IBS Hyderabad (April 2010).
  • 7. Sessions on “Financial Modeling using Excel” as part of “Measurement in Management” workshop conducted by IBS Hyderabad.
  • 8. Two day Workshop on “Management Games as a pedagogical tool” for faculty members at IBS Hyderabad (along with Archana Pillai).
  • 9. Four sessions on “Demand Forecasting” for Executive MBA students.
  • 10. Session on “Game theory applications for managers” for Executive MBA students.
  • 11. Experience sharing session on “Introducing new electives” as part of Faculty Induction Program.

Teaching

  • Quantitative Asset Management, Financial Econometrics, Risk Analytics, Corporate Finance, Financial Statement Analysis, Accounting

Research

  • Asset Pricing, Risk Management, Portfolio Optimization, Volatility, Business Groups

Publications

    Peer Reviewed

  • “Making up During Data Analysis in Sakala: Performance Measurement System in Karnataka.” Public Administration Quarterly. ABDC- A. Accepted.

  • “Transmission of Volatility across Asia-Pacific Stock Markets: Is There a Pattern?” IIM Kozhikode Society & Management Review 6, no. 1, 42-54.

  • “Characterizing the Volatility Transmission across International Stock Markets.” Theoretical Economics Letters 5, no. 04, 571-583. ABDC-B.

  • Other Publications

  • “Do Transmission of Volatility across International Stock Markets Follow Pattern? An Empirical Investigation.” Proceedings of the International Conference on Evidence Based Management 1, 11-20.

  • “Global Transmission of Volatility: An Empirical Investigation.” Proceedings of the International Conference in Advances in Management and Technology: Mapping Strengths with Opportunities, 126-143.

  • Under Review

  • (Jointly with Kavita Wadhwa and Tom Barkely) “An Empirical Examination of Efficiency theory of Mergers in India”, Review of Accounting and Finance.

  • Published

  • Jointly with Yogesh Kumar and Chakrapani Chaturvedula) “Insider Trading, Market Efficiency and Regulation – A Literature Review”, The Review of Finance and Banking, (2014) 6(1): 07-14.

  • (Jointly with Archana Pillai) “Price Discovery and Convergence in the Indian Commodities Market”, Indian Growth and Development Review (Emerald Group), (2010) 3 (1): 53-61.

  • Jointly with Kaushik Chowdhury) “Spectral Analysis: Time Series Analysis in Frequency Domain”, The IUP Journal of Applied Economics, (2009), VIII (5&6): 83-101.

  • (Jointly with Shikha Poddar & Rajiv Daga) “Weather: A Determinant of Stock Market Returns”, The IUP Journal of Behavioral Finance, (2007) 3(1): 48 – 57.

  • Jointly with Archana Pillai) “Ownership Structure and Financial Performance- A Study of Chemical Industry in India”, The IUP Journal of Industrial Economics, (2004) 1(3): 7-20.

  • (Jointly with Archana Pillai) “Fiscal Policy in Industrial Nations”, Treasury Management, (2004) 11: 61-62.

  • (Jointly with Archana Pillai) “Debt Monetization”, Treasury Management, (2004) 10: 63-65.

  • Jointly with Archana Pillai) “The Term Structure of credit spreads in project finance”, Treasury Management, (2004) 9: 71-73.

  • Jointly with Archana Pillai) “Dollar-Euro Exchange Rate Dynamics: How Traditional Structural Models Fail to Capture their Interrelationship”, Treasury Management, (2004) 8: 78-79.

  • (Jointly with Archana Pillai) “Is Deflation Really a Threat in the Future?”, Treasury Management, (2004) 7: 75-77.

  • Book Chapters

  • 1. (Jointly with Archana Pillai) “Economic Reforms and the rural poverty scenario in India”, chapter 4 in Poverty – Issues in Economic Development, ICFAI Books (2004) pp 135-147.

  • Working Papers

  • 1. “Predicting Volatility Index using Intra-day Volatility Components”

     

    2.(Jointly with Pranav Mitra) “Asset Pricing and the Implied Cost of Capital”

     

    3. (Jointly with Amarnath Mitra) “A Fuzzy Portfolio selection technique using semi-variance”

     

    4.(Jointly with Amarnath Mitra) “Relationships between international stock markets – A Network perspective”

     

    5. (Jointly with Garima Sisodia) “Price Discovery and Information transmission in non-synchronous spot and futures markets of Indian cross-listed firms”

     

    6.(Jointly with Abhishek Sinha) “Cross Hedging with Single Stock & Index Futures”

  • Doctoral Supervision:

    Doctoral Thesis Examiner

  • 1.Anand Singh “A study of Information content of Analysts’ estimates of Accounting Income number”, The ICFAI University, Dehradun (July 2012)

     

    2.Kaushik Bhattacharjee “Price Transmission and Related Market Efficiency Issues of Indian ADRs: An Empirical Analysis”, The ICFAI University, Dehradun (Feb 2011)

     

    3.Saptarishi Purkayastha “Diversification and Performance – A Study of Indian Manufacturing firms”, The ICFAI University, Dehradun (June 2009)

  • Member, Doctoral Advisory Committee (DAC)

  • 1.Yogesh Chauhan “Information content of insider trading – Evidence from the Indian market”

     

    2.Amarnath Mitra “Modeling Volatility spillover using Social Network Analysis”

     

    3.Anto Joseph “Price Discovery & Efficiency in the Indian Commodities market”

     

    4.Vaishnavi Bhatt “The Cross Section of Expected Returns of Global Firms: The Role of Leverage, Liquidity and Idiosyncratic Risks”

Conferences and Workshops

    Conferences:

  • International Conferences held in India & Outside
  • “The Non-linear Causal nexus between Indian Commodity futures and spot prices: A Wavelet based Analysis” – Accepted for presentation at the Conference on Performance of Financial Markets and Credit Derivatives, Deakin University, Australia, May 15-16 2014 (Organized by CFE & JFM)
  • “Relationships between International Stock Markets – A Network Perspective”, 6th International Conference on Decision Sciences for Performance Excellence organized by the Indian Subcontinent Region of Decision Sciences Institute (DSI) at IBS Hyderabad, (Jointly with Amarnath Mitra), Dec 2012
  • “A Fuzzy Portfolio Selection technique using Semi-Variance”, 6th International Conference on Decision Sciences for Performance Excellence organized by the Decision Sciences Institute at IBS Hyd, (Jointly with Amarnath Mitra), Dec 2012
  • “Evaluating Long-memory effects of Indian stock returns: An application of ARFIMA class models”, International Finance Conference organized by IIM Calcutta, (Jointly with Jigyasu Gaur), Jan 2011
  • “Real Exchange rates – Entropy in misalignments”, International Conference on Business & Finance by IBS Hyderabad and Bentley College, USA, Jan 2008
  • “Volatility Index for Nifty – A comparison of VIX, Extreme Value Estimators and GARCH class models”, International Conference on Business by IBS Hyderabad and Bentley College, USA, Jan 2008
  • “Hedge Ratio Estimation and Hedging Effectiveness of Stock and Index Futures in India”, Conference by Asia Pacific Association of Derivatives, MDI Gurgaon, June 19 – 22, 2007.
  • “Integrating Ethics & Social responsibility in the Investment Analysis & Portfolio Management Course”, Global Business Ethics Symposium conducted by State Street Corporation & Bentley College, MA, USA from May 22 – 26, 2006
  • “Ownership Structure and Financial Performance – A study of Chemical Industry in India”, First AIMS International Conference on Management (AIMSiCOM), December 28-30, 2003, IIM Bangalore, India. – Best Paper Award (Jointly with Archana Pillai)
  • National Conferences:

  • “Foreign Direct Investments and Economic Growth – Econometric Evidence from India”, Research on India’s Financial System (Organized by NSE and ICICI) , July 17-18, 2004, Goa Institute of Management, Goa, India – One of Best 15 Invited Papers (jointly with Archana Pillai)
  • “Economic Growth and Rural Poverty Scenario in India”, 40th Indian Econometric Conference, February 13-14, 2004, Institute for Social and Economic Change, Bangalore, India. (Jointly with Archana Pillai)
  • “Derivatives: Options & Futures”, Western India C.A Students Sub-Regional Conference, December 2-3, 2001, Nagpur, India – Best Paper Award (Jointly with Santosh Karandikar)

Awards

    Not Applicable

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