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FACULTY & RESEARCH ›› Faculty Profiles ›› Faculty list A to Z ›› Panchapagesan, Venkatesh

FACULTY

Venkatesh Panchapagesan
Finance & Control

Associate Professor

PhD, University of Southern California, 1999
PGDM, IIM-Calcutta, 1990
Associate Chartered Accountant (ACA), 1988
Associate Member of the Institute of Cost & Work Accountants (AICWA), 1988

Phone:  +91-80-2699-3349
Address:  B-208

Research Areas:
Market Microstructure (including issues on Market Design, Liquidity, Transaction Cost Modeling and Analysis, Execution Algorithms and High-frequency Trading Strategies), Mutual Funds and Indian Real Estate.

 

Recent Consulting:
Goldman Sachs Asset Management, New York

 

Current Projects:
Developing Indian Real Estate Secondary Pricing Model using proprietary data.
Transformation of Chapter 11 bankruptcy process in the US from being debtor-friendly to being creditor-friendly.

 

Academic and Industry Positions:
IIM Bangalore, September 2011 - Present
Bridgewater Associates (Westport, CT), 2008-2011
Goldman Sachs Asset Management (New York, NY), 2005-2008
Assistant Professor of Finance, Olin School of Business, Washington University in St. Louis, 1998-2005
Visiting Academic Fellow, The Nasdaq Stock Market, 2002-2003

 

Career and Recent Professional Awards; Teaching Awards:
Caesarea Center 5th Annual Academic Conference Best Paper Award for the project, "The Changing Nature of Chapter 11," with Sreedhar Bharath and Ingrid Werner, 2008.
Morgan Stanley Grant ($10,000) for the project, "From Pink Slips to Pink Sheets: Market Quality Around Delisting From Nasdaq," with Jim Angel, Jeff Harris and Ingrid Werner, 2003.
American Association of Individual Investors Accepted Dissertation Proposal Award, 1996.

 

Significant Publications:
-
"Why do only some Nasdaq firms switch to the NYSE? Evidence from Corporate Transactions" co-authored with Simi Kedia, 2011, Journal of Financial Markets, Vol. 14, pp. 109-126.
- "Geography and Acquirer Returns," co-authored with Simi Kedia and Vahap Uysal, Journal of Financial Intermediation, 2007, Vol. 17, pp. 256-275.
- "The Information-content of the Limit Order Book: Evidence from Specialist Trading Decisions," co-authored with Larry Harris, Journal of Financial Markets, 2005, Vol. 8, pp. 25-67.
- "Has Decimalization Hurt Institutional Investors?" co-authored with Sugato Chakravarty and Robert Wood, Journal of Financial Markets, 2005, Vol. 4, pp. 400-420.
- "Competition among Markets: The Repeal of Rule 390," co-authored with Tai Kam and Daniel Weaver, Journal of Banking and Finance, 2003, Vol. 27, pp. 1711-36
- "The First Price of the Day," co-authored with Ananth Madhavan, Journal of Portfolio Management, 2002, Vol. 28, pp. 101-111.
- "Price Discovery in Auction Markets: A Look Inside the Black Box," co-authored with Ananth Madhavan, Review of Financial Studies, 2000, Vol. 13, pp. 627-658.