Contact Information
461 Wohlers Hall
1206 South Sixth Street
Champaign IL 61820

(217) 244-0604
pdeuskar@illinois.edu

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Prachi Deuskar

Assistant Professor of Finance

Education

PhD Finance, New York University, 2007.
MBA Management, Indian Institute of Management, 2001.
Chartered Accountant Accounting, Institute of Chartered Accountants, 1997.

Research Interests

Asset Pricing, Liquidity, Behavioral Finance, Derivatives, Mutual Funds, Hedge Funds

Research

Journal Articles

"Liquidity Effects in OTC Options Markets: Premium or Discount?" P. Deuskar, A. Gupta, M. Subrahmanyam, Journal of Financial Markets, [WorkingPaper.pdf] (14) 127-160 2011.


"Market Liquidity and Flow-Driven Risk" P. Deuskar, T. Johnson, Review of Financial Studies, [WorkingPaper.pdf] (24) 3 721-753 2011.
SSRN Abstract


"The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?" P. Deuskar, J. Pollet, Z. Wang, L. Zheng, Review of Financial Studies, (24) September, 9 3008-3024 2011.

Working Papers

"The Dynamics of Hedge Fund Fees" P. Deuskar, Z. Wang, Y. Wu, Q. Nguyen, 2013.
SSRN Abstract


"The Effect of Regret" P. Deuskar, D. Pan, F. Wu, 2013.


"Extrapolative Expectations: Implications for Volatility and Liquidity" P. Deuskar, 2009.

Honors and Awards


List of Teachers Ranked Excellent by their Students , University of Illinois at Urbana-Champaign , 2010-2012


Jules I. Bogen and Willensky Endowment Fellowships for Advanced Doctoral Students , NYU Stern School of Business , 2005-2006


Gold Medal for second rank , Indian Institute of Management Bangalore , 2001


Ratan Tata Scholarship for excellent academic performance , Indian Institute of Management Bangalore , 2000


First President’s Gold Medal for the best candidate , The Institute of Chartered Accountants of India , 1997


Awards for best papers in Financial Management and Direct Taxes , The Institute of Chartered Accountants of India , 1997


 


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