Finance, Columbia University, 1987
M.B.A., Indian Institute of Management
B. Tech Mechanical Engineering, Indian Institute of Technology.
the University of Illinois since 1993. Assistant professor at UCLA,
1987-93. Executive at Sundaram Clayton Ltd., 1980-83.
Tools for Fixed Income Professionals" ed. with B. Tuckman (John Wiley
& Sons, 1999). "Futures vs. Forward Contracts: Implications for Valuations
of Swaps and Derivatives," with M. Grinblatt, in Advanced Tools for
Fixed Income Professionals (1999). "An Analysis of Bidding in JGB
Auctions," with Y. Hamao, Journal of Finance (1998). "Momentum Strategies,"
with L. Chan and J. Lakonishok, Journal of Finance (1996). "The Behavior
of Interest Rates Implied by the Term Structure of Eurodollar Futures,"
with G. Pennacchi, Journal of Money, Credit and Banking, Vol. 28 (1996).
"Evaluating the Performance of Value versus Growth Stocks: The Impact
of Selection Bias," with L. Chan and J. Lakonishok, Journal of Financial
Economics (1995). "Short Horizon Return Reversals and the Bid-Ask
Spread," with S. Titman, Journal of Financial Intermediation (1995).
"Pre Tender-Offer Share Acquisition Strategy in Takeovers," with Bhagwan
Chowdhry, Journal of Financial and Quantitative Analysis (1994). "Treasury
Auction Bids and the Salomon Squeeze, Journal of Finance (1993). "Returns
to Buying Winners and Selling Losers: Implications for Market Efficiency,"
with S. Titman, Journal of Finance (1993).
Bailey Scholar, 1997. Trefftzs Award, 1987.
Associate editor, Journal of Securities Markets.
courses in investments. Research focuses on investments, futures and
options, and fixed-income markets.
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