Sudhanshu Pani

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BRIEF PROFILE

  • I teach at School of Business Management, NMIMS, Mumbai.
  • I am pursuing my PhD in finance from SBM, NMIMS.
    • Areas of interest for research: Market microstructure, Capital Markets, Wealth Management, Consumer Finance, Corporate Finance
  • Alumni of
    • Indian Institute of Management, Indore
    • Indira Gandhi Institute of Technology, Sarang, Utkal University.
    • ICICI Bank, HDFC Bank, Standard Chartered Bank, HDFC SL,
  • Ex Entrepreneur

RECENT PUBLICATIONS

Refereed Journal Articles

  1. 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
  2. With Ranjan Chakravarty, A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and TradesJ. Quant. Econ. (2021). https://doi.org/10.1007/s40953-021-00252-0
  3. 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.
  4. Liquidity in high resolution in limit order markets. International Journal of Financial Markets and Derivatives, (2021), 8(1), pp.23-49.
  5. 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

  • Financial and Management Accounting
    • MBA - 2020, 2021
  • Financial Accounting
    • MBA - 2019 (half credit)
  • Financial Accounting and Analysis
    • MBAHR - 2019, 2020
    • MBA-Pharma - 2020, 2021 (half credit  )
  • Financial Statement Analysis
    • MBA Law - 2021
  • Accounting for Business
    • Part Time MBA  - 2019
  • Accounting and Finance - 1
    • MBA REM - 2019, 2020, 2021
  • Management Accounting
    • MBA - 2019 (half credit course)
  • Financial Statement Analysis
    • MBA - 2019, 2020 (half credit course)
  • Value, Risk and Capital Markets
    • MBA - 2021 (half credit)
  • Corporate Finance
    • MBA - 2020,2021, 2022
    • EMBA - 2019 (half credit )
  • Financial Modelling
    • MBA -2020, 2021, 2022
  • Investment Analysis and Portfolio Management
    • EMBA - 2019 (half credit )
  • Wealth Management
    • EMBA - 2019 (half credit)

EXECUTIVE EDUCATION AND MDP CONDUCTED

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


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