Institute of Management Technology, Ghaziabad

 
Vinodh Madhavan

Assistant Professor

Area: Finance

vmadhavan@imt.edu

Education
Doctor of Business Administration (DBA), Golden Gate University, San Francisco, CA, USA ; Specialization: Finance
Post Graduate Diploma in Management (PGDM), Symbiosis Center for Management & Human Resource Development (SCMHRD), Pune, Maharashtra, India; Specialization: Manufacturing and Operations Management
Bachelor of Engineering (BE), Amrita Institute of Technology & Science, Coimbatore, Tamil Nadu, India; Specialization: Electrical and Electronics Engineering

 

Courses
Financial Modeling, Derivatives and Risk Management, Security Analysis and Portfolio Management, Financial Econometrics, Financial Markets and Institutions, Financial Reporting and Analysis, Foundations of Finance, Corporate Finance, Introduction to Financial Management

 

Research Interests
Nonlinear Time Series Analysis
Long-term Dependence
Credit Default Swaps
Volatility Modeling

 

Research and Publications

Papers Published:


  • Madhavan, V. and Arrawatia, R. (2016). Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An AMH Perspective. Studies in Microeconomics, Forthcoming
  • Madhavan, V. and Maheswaran, S. (2016). Indian Exchange Traded Funds: Relationship with Underlying Indices. Economic and Political Weekly, 51(12), 142-148.
  • Madhavan, V. (2014). Investigating the Nature of Nonlinearity in Indian Exchange Traded Funds (ETFs). Managerial Finance, 40(4), 395-415.
  • Madhavan, V. (2013). Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests, Global Finance Journal, 24(3), 266-279.
  • Madhavan, V. (2012). How inter-related is American and European Credit Default Swap Indices market? : A Search for Transatlantic Kinship. Review of Business Journal, 32(1), 111-119.
  • Madhavan, V. & Pruden, H. (2011). Implications for Risk Management and Regulation: A study of long-term dependence in Credit Default Swap (CDS) Indices Market. International Federation of Technical Analysts Journal, 8, 36-44.

 

Papers Presented:
 
  • Efficiency of Level II/III Indian ADRs and their underlying stocks: A nonlinear perspective (Coauthor: Partha Ray) at the 5th India Finance Conference, IIM Calcutta.
  • Modeling the Long-Term and Short-Run Relationship between Indian Local Exchange Traded Funds (ETFs) and their Underlying Indices, at the 54th Euro Working Group on Commodities and Financial Modeling (EWGCFM) Meeting, Milan, Italy.
  • Efficiency of G8 Sovereign Credit Default Swap and Bond Markets” (Coauthor: Rakesh Arrawatia), at 21st Annual Global Finance Conference, Dubai, UAE.
  • Efficiency of Level II/III Indian ADRs and their underlying stocks: A nonlinear perspective, (Coauthor: Partha Ray), at the 21st Annual Global Finance Conference, Dubai, UAE.
  • How Far is Mumbai from Luxemburg?: Price and Volatility Linkages between Indian GDRs and Their Underlying Domestic Shares” (Coauthor: Partha Ray), at the 2013 India Finance Conference, IIM Ahmedabad.
  • MIST vs. Developed Equity Markets: Cointegration and Time-Varying Co-Movements, at the 1st International Conference on Business Analytics and Intelligence, IIM Bangalore.
  • Modeling the Long-Term and Short-Run Relationship between Indian Local Exchange Traded Funds (ETFs) and their Underlying Indices, at 20th Annual Global Finance Conference, Monterey, USA.
  • Modeling Conditional Volatility of Nifty Benchmark Exchange Traded Equity Scheme (NIFTYBEES) at International Conference on Computational and Financial Econometrics (CFE 2012), IIT Kharagpur.
  • Modeling Conditional Volatility of Nifty Benchmark Exchange Traded Equity Scheme (NIFTYBEES), at 2011 India Finance Conference, IIM Bangalore.
  • Non-Linearity in Investment- Grade Credit Default Swap (CDS) Indices of North America and Europe: Evidence from BDS and Close-Returns Tests at 2010 Global Finance conference, Bangkok, Thailand.
  • How inter-related is American and European Credit Default Swap Indices market?: A search for transatlantic kinship, at financial symposium titled “Financial Services Regulation: Impact on Accounting, Management, and Marketing”, which was organized by Financial Services Institute, St. John’s University, New York City, USA

  

Management Development Programmes


  • Served as a Resource Person for “Finance for Non Finance Professionals” program at IFMR Sri City on 22.01.15
  • Served as a Resource Person for In-company program “Finance for Non Finance Professionals” for Sundram Fasteners Ltd. – Rudrapur Plant on 16th and 17th Dec 2014.
  • Served as Resource Person for “MDP on Commercial Accounts and Financial Management for KSAD officers” at IFMR Sri City on 17.11.2014.
  • Served as a Resource Person for “Managerial Decision Making Under Uncertain Environment for NHPC Executives” MDP at IIM Lucknow on 5th Dec 2013.
  • Served as a Resource Person for the Faculty Development Program titled “Demystifying Derivatives”, which was organized by NIT Jaipur in October 2013.
  • Served as a Resource Person for “Management & Strategic Control of Projects for the Executives of National Informatics Centre” MDP at IIM Lucknow on 7th Oct. 2013
  • Served as a Resource Person for “Finance for Non Finance Executives” program at IIM Lucknow – Noida Campus (Dates: 4th to 8th Feb 2013).
  • Served as a Resource Person for MDP on “Risk Management in Banks” at VGSOM, IIT Kharagpur on 2.2.11

  

Academic Experience

Assistant Professor, IMT Ghaziabad, May 2015-till date
Assistant Professor, IFMR Sri City, June 2014 – May 2015
Assistant Professor, IIM Lucknow, May 2012-June 2014
Assistant Professor on Tenure-Track, Vinod Gupta School of Management, IIT Kharagpur, Dec 2011 to May 2012
Assistant Professor on contract, Vinod Gupta School of Management, IIT Kharagpur, Dec 2010 to Nov 2011
Adjunct Faculty, Finance and Economics Department, Golden Gate University USA, May 2010 – Dec 2010

 

Professional Experience

Malcolm S.M. Watts III Research Fellow, Technical Securities Analysts Association of San Francisco (TSAASF), Feb 2010 – Sep 2010
Deputy Manager – Service, Godrej & Boyce Mfg. Co. Ltd. – Appliances Division, June 2005- July 2007

  

Achievements and Awards

1. I was awarded the Best Paper Award for my paper titled “Non-Linearity in Investment- Grade Credit Default Swap (CDS) Indices of North America and Europe: Evidence from BDS and Close-Returns Tests”, which was presented at the 2011 Global Finance Conference.

2. Based on faculty recommendation, I was offered the “2009-2010 Outstanding Graduate Student – Doctor of Business Administration” Award by the Dean of Golden Gate University’s Ageno School of Business.

Administrative Responsibilities Undertaken

1. Have served as a blind reviewer for journals such as International Journal of Emerging Markets (Emerald), IIMB Management Review (Elsevier), Decision (IIMC, Springer), Studies in Microeconomics (Sage), and Metamorphosis (IIML), on an ad-hoc basis.

2. With help and support of Director - IIM Lucknow, I undertook efforts to organize the 2013 India Accounting & Finance Conference, which took place at IIM Lucknow from September 9th to 11th 2103.

3. I served as the Chairperson of the Admissions Committee at VGSOM IIT Kharagpur and was responsible for 2012 MBA Admissions process.