CURRICULUM VITAE OF PROF. VIPUL

Present      : Professor of Finance
position       Indian Institute of Management
       ...
Taught the following courses to Post Graduate Programme (PGP) students in
              the area of Finance & Accounting :...
2. ‘Mispricing, Volume, Volatility and Open Interest: Evidence from Indian Futures Market’,
      Journal of Emerging Mark...
1
      Journal of Futures Markets was globally ranked 24th among all the finance journals by the finance academics
    sa...
Upcoming SlideShare
Loading in …5
×

BIO.doc.doc

686 views

Published on

Published in: Economy & Finance, Business
0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total views
686
On SlideShare
0
From Embeds
0
Number of Embeds
1
Actions
Shares
0
Downloads
5
Comments
0
Likes
0
Embeds 0
No embeds

No notes for slide

BIO.doc.doc

  1. 1. CURRICULUM VITAE OF PROF. VIPUL Present : Professor of Finance position Indian Institute of Management Near Sitapur Road, Lucknow 226 013, India Phone : 0522-2736607(O) 0522-2736509(R) Fax : (91) 522-2734025 E-mail: vipul@iiml.ac,in Age & Family : 54 years, Married, Two daughters Qualifications : – B.Sc., 1972, University of Lucknow, India; secured sixth rank in the University – M.Sc. (Physics), 1974, University of Lucknow, secured second rank in the University – Post Graduate Diploma in Management, 1977, IIM, Ahmedabad, performance above 85th percentile in the batch – Associate Member of Institute of Cost & Works Accountants of India, Calcutta (AICWA), 1988 – Ph D, 1996, University of Lucknow, Topic: 'A study of the movement of equity prices of select industrial companies in the Indian Stock Market and its implications on portfolio management' Computer Skills : Conversant with SPSS, SHAZAM, dBASE, MS Office, Dragon Naturally Speaking and Oracle Financials. Employment History: PERIOD ORGANISATION LAST POSITION May 77 to U.P. Electronics Corporation Ltd., Lucknow Assistant Manager March 80 (UPTRON) March 80 Flowmore Pvt. Ltd., New Delhi, Finance Executive to Sep 81 Oct 81 to The Triveni Engineering Works Ltd., New Sr. Finance Officer Aug 83 Delhi (TEWL) Aug 83 to Institute of Productivity and Management, Sr. Deputy Director July 91 Lucknow (IPM) and in-charge Aug 91 Indian Institute of Management Lucknow Professor of Finance till date (IIML) Work Experience: ACADEMIC 1
  2. 2. Taught the following courses to Post Graduate Programme (PGP) students in the area of Finance & Accounting : 1983- – Financial Accounting Till Date – Cost Accounting – Management Accounting IPM – Financial Management & – Strategic Financial Management IIML – Investment Management (Security Analysis, Portfolio Analysis and Financial Derivatives) Directed Management Development Programs for senior working executives on ‘Finance for Planning and Control’, ‘Portfolio Management’, ‘Financial Derivatives’, and ‘General Management’ as Programme Director at IIML. Regularly taught working executives in the areas related to Accounting and Finance. ACADEMIC ADMINISTRATION 1991- Dean (Planning & Development), Chairman of Strategic Management and Till Date Finance Group, Purchase Committee, Library Advisory Committee, PGP (IIML) Restructuring Committee, Post Graduate Program Costing Committee at various points of time in the past. Member of Post Graduate Program Executive Committee, Library Advisory Committee, Purchase Committee, Admissions Committee, Computer Advisory Committee, Investment Committee and Audit Committee at various points of time in the past. 1983-91 Overall in-charge of Lucknow centre of IPM catering to about 180 full time and (IPM) part-time students INDUSTRIAL EXPERIENCE 1977-83 Worked at various middle management positions with three organisations belonging to public sector, and private sector in the area of Accounting and Financial Management of project export (TEWL), foreign exchange transactions (TEWL), financial management and management accounting (Flowmore), financial accounting and planning and implementation of new project (UPTRON). Professional Affiliations 1. Referee on the panels of Journal of Futures Markets, Applied Economics, Asia-Pacific Financial Markets, Afro-Asian Journal of Finance & Accounting, Journal of Emerging Markets Finance, Vikalpa, Prajnan, and Chartered Accountant. 2. Member of Accounting Standards Board of the Institute of Chartered Accountants of India during 1999. Publications: 1. ‘Box Spread Arbitrage Efficiency of NIFTY Index Options: The Indian Evidence’, Journal of Futures Markets1, 29(6), June, 2009. 2
  3. 3. 2. ‘Mispricing, Volume, Volatility and Open Interest: Evidence from Indian Futures Market’, Journal of Emerging Markets Finance2, 7(3), December, 2008. 3. ‘Cross-Market Efficiency in the Indian Derivatives Market: A Test of Put-Call Parity’, Journal of Futures Markets, 28(9), September, 2008. 4. ‘Estimation and Forecasting of Stock Volatility with Range-Based Estimators’, Journal of Futures Markets, 28(6), June, 2008. (Co-authored with Joshy Jacob) 5. ‘Forecasting Performance of Extreme-value Volatility Estimators’, Journal of Futures Markets, 27(11), November, 2007. (Co-authored with Joshy Jacob) 6. ‘Impact of the Introduction of Derivatives on Underlying Volatility: Evidence from India’, Applied Financial Economics3, 16, 1 June, 2006. 7. ‘Futures and Options Expiration Day Effects: The Indian Evidence’, Journal of Futures Markets, November, 2005, 25(11). 8. ‘Temporal Variation in Futures Mispricing’, Vikalpa4, 30(4), October – December, 2005. 9. ‘Price Efficiency of Stock and Index Futures in India’, Prajnan5, October – December, 2004. 10. ‘Accounting for Financial Derivatives: US, International and Indian Standards’, The Chartered Accountant6, September, 2003. 11. ‘Variance Analysis’, Monograph No. 2002-03, Indian Institute of Management, Lucknow. 12. ‘Derivatives: Problems of Taxation’, The Chartered Accountant, August, 2001. 13. ‘Activity Based Costing for Managerial Decisions’, Management Accountant7, January, 1999. 14. ‘Public Provident Fund - The Maximisation Strategy’, The Chartered Accountant, August, 1998. 15. 'Effects of Size, Industry and Liquidity on Equity Returns', Management & Accounting Research8, July-September, 1998. 16. ‘Systematic Risk: Do Size, Industry, and Liquidity Matter?’, Prajnan, ,July-Sept, 1998. 17. 'Do Bonus Issues, Rights Issues and Stock Splits Affect Equity Returns’, Management & Accounting Research, April-June, 1998. 18. ‘CAPM: Does It Help in Indian Capital Market?', Finance India9, March, 1998. 19. 'Do dividends Effect Equity Returns?’, Prajnan, July- Sept, 1997. 20. 'A Test of Arbitrage Pricing Theory in Indian Capital Market' (A joint work with Kamal Gianchandani), Finance India, June, 1997. 21. 'Equity Returns: Are CAPM Forecasts Better than Market Model?', Prajnan, July - Sept, 1996. 22. 'Management Accountant: A Need for strategic Orientation’ (published as the lead article of cover feature), Management Accountant, March, 1995. 3
  4. 4. 1 Journal of Futures Markets was globally ranked 24th among all the finance journals by the finance academics sampled world over [Elisabeth Oltheten, Vasilis Theoharakis, and Nickolaos G, Travlos (2005). Faculty Perceptions and Readership Patterns of Finance Journals: A Global View, Journal of Financial and Quantitative Analysis. Vol. 40, No. 1, March 2005, 223-229]. 2 Journal of Emerging Markets Finance is a refereed international journal assigned a rating of 2 by the Academic Journal Quality Guide of the Association of Business Schools (ABS, UK). 3 Applied Financial Economics was globally ranked 32nd among all the finance journals by the finance academics sampled over Europe [Elisabeth Oltheten, Vasilis Theoharakis, and Nickolaos G, Travlos (2005)]. 4 Vikalpa is one of the highest ranked national level management journals in India, published by Indian Institute of Management, Ahmedabad, India. 5 Prajnan is one of the highest ranked national level finance journals in India, published by National Institute of Bank Management, Pune, India. 6 The Chartered Accountant is the official publication of the Institute of Chartered Accountants of India, New Delhi, India. 7 Management Accountant is the official publication of the Institute of Cost and Works Accountants of India, Kolkata, India. 8 Management & Accounting Research is the refereed research journal of the Institute of Chartered Accountants of India, New Delhi, India. 9 Finance India is the research journal published by Indian Institute of Finance, New Delhi, India

×