Upload
others
View
2
Download
0
Embed Size (px)
Citation preview
BRIEF RESUME Name: Dr. M.Thenmozhi, Professor, Department of Management Studies, Indian Institute of Technology Madras, Chennai, [email protected]
Qualification Prizes and Awards Resource Generation
B.Com., M.Com., M.Phil., Ph.D.
Academic Experience - 29 yrs +
Anna University – 9 years 9 months IIT Madras – 20 years - Professor since 9.6.2006 Current Position : Professor(HAG) scale NISM, Mumbai - Director, April 2018-Aug.2019
Age and date of birth, Sex
57 Years, 18th July 1962, Female
Specialisation
❖ Corporate Finance and Strategy, Financial Markets and Institutions, Market Microstructure, Computational Finance, Forecasting and Time Series Modeling, Stock and Commodity Derivatives
Administrative
Positions/Responsibilities
❖ Director, NISM – Educational initiative of SEBI
❖ Area Head- Chairperson Finance Group-DoMS, IITM
❖ Senate Member, IIT Madras-since 2006 ❖ Senate Member, IISER,TVM-2018-
2020 ❖ Governing Council Member, Equity
Derivatives Council, Madras Stock Exchange 2012
❖ IITM-Board Member - Board of International and Alumni relations, Board of academic courses, Board of academic research, Library advisory committee, Board of Infrastructure Committee, ICSR Research Fund Committee
❖ Coordinator–Executive Programme in business administration(EPBA-2014-16,2015-17,2016-18, 2017-19)
❖ MBA Programme Chairperson, DoMS Research Prog. Chairperson, DoMS Admissions Coordinator
❖ Head, Management Division, Anna University (1997)
❖ Expert Member, Tamilnadu State fee Revision committee for engineering colleges(1998)
Current Research Areas
❖ Digitilsation, Innovation and FDI – developed and developing economies
❖ Comovement of banking stress index ❖ Geopolitical, Corruption and economic
freedom impact on Cross border M&A ❖ Impact of SEBI governance norms on
firm value and performance ❖ Food commodity price spillover
❖ Listed in India’s top 100 Women in Finance, AIWMA, 2019
❖ EXIM Bank ICCR Chair Professor, 2016 - ICCR, New Delhi
❖ U.S. Fulbright-Nehru Visiting Lecturer Fellowship, 2011- USIEF
❖ Erasmus Mundus Scholarship 2009- European Union
❖ Endeavour Executive Award (Fellowship), 2007- Government of Australia
❖ National Award for developing the Best Manufacturing Policy Draft for India, 2003 – FICCI & WTI, New Delhi- Received from Former PM- Shri. Atal Bihari Vajpayee
❖ Best Innovation in Teaching Award, 2000, Best Case Award, 1997, Best Research Paper Award,1996- Association on Indian Management Schools (AIMS)
❖ Emerald Outstanding Thesis Award(2013)
❖ Best innovation in Teaching Award(2000) -AIMS
❖ Best Case writing award(1997), Best Paper awards
❖ State Player, Tamilnadu State Kho-Kho team -1974
❖ 4th Rank, M.Com, University of Madras
Publications
ABDC- A&(IF >2)- 4, B -13, C-16 Journals - National – 41 International –20+11* Conferences – National – 90+ International – 53+
Research Guidance
Post-Doc - 2 Ph.D -- 15+6* M.S. -- 8+1* ❖ Policy implied research -_ M&A,
predicting Interest rate, exchange rate, Crude oil prices, aggregate cash flows in US economy, Cross border M&As, Innovation, Quality and FDI, Information quality in banking sector, Banking stress index contagion, Commodity transaction tax impact Liquidity and market efficiency
❖ Market microstructure - Price discovery, information transmission between markets, ETFs performance, Commodity price discovery factors
❖ Corporate finance and corporate governance, impact of governance regulations
❖ Community financing and services
Consultancy - 37+
Rs. 6,57,23,364
Research Projects
Rs. 26,93,000 FDPs, MDPS - 20+ Rs. 16,66,060 +
International
Networking
MoU –UPM, Madrid, IFMR, LaTrobe Joint Projects – 8+ ❖ SDSU, SanDiego ❖ Univ. of
Connecticut ❖ Washington
University ❖ LaTrobe University ❖ Lagos Business
School Seminar talks and collaborative research
Industry based
Projects
❖ GMMCO, L&T,
FLSmidth , NTPC, IOCL
❖ RBI, NSE, MCX, Indian Bank
❖ Ford Credit, CTS, TCS
IITM Incubated Co.
- Yrs Intuition – Hashtag, Vidman Labs
Programmes
organized
❖ Sponsored
Projects- 16 ❖ Corporate Skill
Development Programmes-37+
❖ FDP,MDPs- 11+ ❖ Conferences
/Seminars- 15+
Significant research Work
Research publications and guidance
Summary :
A. RESEARCH GUIDANCE Current Students: Ph.D -6 Post Doc - Completed -2 Ph.D – Completed -15 M.S. by Research – Completed – 8 + 1 * synopsis submitted M.Tech / M/B.A Projects - 65 B.Tech Projects – Completed- 13
B. JOURNAL PUBLICATIONS
No. of research papers published
79 ABDC ranking
A &IF>1.7 - 4, B- 13, C-16 Details given at the end
C. CONFERENCE PAPERS
International Conferences –53 National Conferences – 46+44 =90 Details given at the end.
❖ www.ssrn.com : For Several months : Author: M.Thenmozhi (Author ID: 567794) “You are currently in the top 10% of Authors on SSRN by total new downloads within the last 12 months” – [email protected]. Recent August, September, October 2017, June 2019
o Author Statistics as of 22.3.2020 (out of 432,911 authors in SSRN, based only on Publicly Available, Downloadable Papers) : Author: M.Thenmozhi (Author ID: 567794)
▪ 2,415 is your AUTHOR RANK, based on 14,877 TOTAL DOWNLOADS.
❖ Research paper "Forecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models", was listed on SSRN's Top Ten download list several times. See http://papers.ssrn.com/abstract=876556.
❖ Research paper FORECASTING STOCK INDEX MOVEMENT: A COMPARISON OF SUPPORT VECTOR MACHINES AND RANDOM FORESTS, Most downloaded paper 6115 TOTAL DOWNLOADS, see: https://ssrn.com/abstract=876544.
❖ Google Scholar : All citations: as on 30.4.20
• https://www.researchgate.net/profile/Thenmozhi_M/
RG score : 20.47 (22.3.2020), No. of reads 8647, Citations 274, h index 9
All Since 2015
Citations 890 601
h-index 16 14
i10-index 28 22
DETAILS:
A. RESEARCH PROJECTS GUIDANCE
Current Students: Ph.D -6
Name Topic Year of joining
Kameshwari Vissa Cross Border Mergers and Acquisitions in India 2017
Aghila Sasidharan Women Director, Audit Committee and Related Party transactions 2016
Sharon Christina Tensingh Liquidity and Market efficiency in Commodity Market 2015
Anuja Sethiya Family business, Ownership and financing decisions 2015
V.Vijayagopal Family business Performance and Internationalization 2015
Nachiketa Misra Price leadership and Volatility Spillover between Spot and Futures Market using intra-day data 2004
Post Doc - Completed -2
Abhijeet Chandra Investor sentiment and asset pricing (2012-14)
Lakshmi,P. Determinants of Aggregate Fund flows of US Private and Non-finance firms(2015-17)
Ph.D – Completed -15
Sl.No. Name Topic Co-guide Year of award
1 Preeti, S.K.
Factors Influencing Non-Traditional Debt Financing by Corporates: A Study Based on Selected Manufacturing Companies in India - 2005
2 Sony Thomas, M.
Interdependence and Dynamic Linkages Between S&P CNX Nifty Futures And Spot Market: With Specific Reference to Volatility, Expiration and Price Discovery Effects - 2006
3 Madhuri Malhotra
Stock Price Reaction, Liquidity and Volatility Changes around Bonus and Rights Issue Announcements G.Arun Kumar 2009
4 Suresh Srinivasan
Effect of Ownership and Industry structure on Corporate Diversification and Performance
P.Vijayaraghavan 2009
5 Lawrence Harold
Evaluation of Information System in Financial Services sector: A Process based Approach - 2011
6 Manish Kumar
Forecasting and Modeling Financial Time Series using Hybrid Linear and Nonlinear Models - 2011
7 Sumathi, G.N.
Effect of strategic HRM practices on Employee performance: with reference to Primary Health Care Centres
T.J.Kamalanabhan 2012
8 Narayanan, P.C. Cross-border Acquisitions Involving Emerging Market Firms: A Study of the - 2013
Impact of Country and Deal Characteristics on Value Creation
9 Elango, J.
Evaluation of Stakeholders Efficacy under Community Based Health Insurance Schemes: Beneficiaries Perspective - 2013
10 Lalita Anand
Impact of firm determinants, Promoter ownership, Board Structure and macroeconomic Factors on Cash Holdings. 2015
11 Narend, S. Exchange Traded funds-Price Discovery and Volatility Spillover 2017
12 Shipra Maurya Cross-Commodity Price Transmission, Comovement and Volatility Dynamics 2017
13 Shashank Bansal
Ownership Structure, Board Composition and Related Party Transactions: An Emerging Market Perspective
T.J.Kamalanabhan 2019
14 Shyaam Prasadh R.
Impact of Country Characteristics on Cross- Border Acquisition Volume and Ownership Stake
T.J.Kamalanabhan 2019*
15 Kayalvizhi,PN
Impact of Technology, Digitalization and Financial Sector Development on Inward FDI- Cross country Analysis 2019*
M.S. by Research – Completed – 8 + 1 * synopsis submitted
Name of the Student Topic Year of Completion
1 Kishore Kumar, R. Futures Trading and Spot Price Volatility of Nifty Index Futures
2002
2 Manish Kumar Modeling Exchange Rates using Artificial Neural Network
2004
3 Radha, S. Forecasting Short Term Interest Rates using Univariate and Structural Models
2005
4 Priya, S. Price Discovery and Volatility Spillover in Gold, Silver and Crude Oil Spot and futures markets
2008
5 Karthika S.Nair Effect of macroeconomic factors on Treasury Bond returns and Volatility in Emerging and Developed markets
2012
6 Sarath Chand, G. Hybrid GA-SVM Multi-strategy Simulated Trading Model using Global Stock Market Cues
2014
7 Mahalakshmi, S. Effect of Firm characteristics and Diversification on Cash holdings and Firm Value
2013
8 Srinivasan, N. Oil Price Determinants and Co-Movement Dynamics, September, 2016.
2016
9 *Hemamalini S Comovement of banking stress across borders in short run and long run
2019 *submitted
LIST OF JOURNAL PUBLICATIONS
Author Title Journal Year Vol./No./ Pp.
Rating
2020
79 Bansal, Shashank and Thenmozhi M
Does CEO duality affect board independence? Moderating impact of founder ownership and family blockholding
IIMB Management Review
Accepted for publication March 2020, Forthcoming
ABDC ranking – B H index 15 Cites/doc 1.783 SJR:0.41
78 Thenmozhi, M. and Maurya, Shipra
Crude oil volatility transmission across food commodity markets: A Multivariate BEKK-GARCH approach
Journal of Emerging Market Finance
Accepted for publication 2017, Forthcoming
ABDC ranking – B ABS ranking – 2*
77 M.Thenmozhi and Aghila Sasidharan
Does Board Independence enhance firm value of State Owned Enterprises?: Evidence from India and China
European Business Review DOI (10.1108/EBR-09-2019-0224)
Accepted for publication April 2020, Forthcoming
ABDC ranking – B ABS ranking – 3* H index 36 Cites/doc 2.279 SJR:0.5
76 M. Thenmozhi, Palanisamy Saravanan and Aghila Sasidharan
Impact of Excess Cash on Earnings Management and Firm Value: Evidence from China
Corporate Ownership and Control
2020,17(1)44-60.
ABDC ranking – B H index 16 Cites/doc 0.303 SJR: 0.16
75 Shashank Bansal and M. Thenmozhi
Does Concentrated Founder Ownership Affect Related Party Transactions? Evidence from an Emerging Economy
Research in International Business and Finance https://doi.org/10.1016/j.ribaf.2020.101206
2020, Volume 53, October 2020, 101206 Available online 21 February 2020
ABDC ranking – B ABS ranking – 3* H index 31 Cites/doc 1.62 SJR: 0.65
74 Anuja P and M.Thenmozhi
Impact of type of blockholder promoters on leverage
International Journal of Corporate Governance
2020 Forthcoming - in-press
ABDC ranking – B
2019
73 R. Shyaam Prasadh and M. Thenmozhi
Does religion affect cross-border acquisitions? Tales from developed and emerging economies
Finance Research Letters https://doi.org/10.1016/j.frl.2018.11.022
2019, Vol.31, 300-312.
ABDC ranking- A H index 24 Cites/doc 2.022 SJR: 0.77
72 Shashank Bansal and M. Thenmozhi
Does Board Composition Matter to Institutional Investors?
Journal of Emerging Market Finance https://doi.org/10.1177/0972652719846354
2019, First Published online June 18, 2019 Volume: 18 issue: 2_suppl,
ABDC ranking – B H index 14 Cites per doc 0.708 SJR 0.20
page(s): S238-S266
• Issue published: August 1, 2019
ABS ranking – 2*
71 Narend, S. and Thenmozhi M.
Do Country ETFs Influence Foreign Stock Market Index?: Evidence from India ETFs
Journal of Emerging Market Finance https://doi.org/10.1177/0972652719831550
• 18(1_suppl), S59-S86.
•
• Article first published online: April 9, 2019;
• Issue published: April 1, 2019.
ABDC ranking – B H index 14 Cites per doc 0.708 SJR 0.20 ABS ranking – 2*
70 Srinivasan Suresh, Thenmozhi, M., and P. Vijayaraghavan
Who drives corporate diversification? :Owners or Managers
• Journal of Management Research
• https://www.indianjournals.com/ijor.aspx?target=ijor:jmr&volume=19&issue=4&article=004
• 2019, Vol. 19(4)
pp.267- 284 Print ISSN : 0972-5814. Online ISSN : 0974-455X.
ABS ranking – 3*
69 P. Lakshmi, M. Thenmozhi and Nikhil Varaiya
• Determinants of Aggregate Credit Flows to U.S. Corporate and Noncorporate Sector
• .
SAGE Open https://doi.org/10.1177%2F2158244018823082
2019, 9(1) First Published January 8, 2019
2018
68 Kayalvizhi.P.N. and Thenmozhi.M.
Does Quality of Innovation, Culture and Governance Drive FDI? : Evidence from Emerging Market
Emerging Markets Review https://www.sciencedirect.com/science/article/pii/S1566014117304314
34 (March 2018), 175-191
ABDC ranking- A H index 42 Cites per doc 2.602 SJR 1 Cited by 15 ABS ranking – 1*
67 Lalita Anand, M. Thenmozhi, Nikhil Varaiya and Saumitra Bhadhuri
Impact of macroeconomic factors on cash holdings: A dynamic panel model
Journal of Emerging Market Finance https://doi.org/10.1177%2F0972652717751536
2018, 17(1), S27-S53
ABDC ranking – B H index 14 Cites per doc 0.708 SJR 0.20
ABS ranking – 2*
66 P. Lakshmi and M. Thenmozhi
• Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis
DECISION: Journal of the Indian Institute of Management Calcutta http://www.springer.com/journal/40622.
2018, 45(3), 225-233
Springer Journal, published by IIM Kolkata.
65 Maurya, Shipra and Thenmozhi, M.
Unlocking the Black-box of crude oil and food prices in the presence of futures market
Finance India March 2018, XXXII (1), 95-120
ABDC ranking – C
2017
64 A. Chandra and M. Thenmozhi
Behavioral Asset Pricing: Review and Synthesis
Journal of Interdisciplinary Economics https://doi.org/10.1177/0260107916670559
First Published January 30, 2017 Volume: 29 issue: 1, page(s): 1-31
ABDC ranking – C H index 7 Cites per doc. 0.789 SJR 0.22 Citations 20
2016
63 Thenmozhi, M. and Narayanan, P.C
Rule of Law or Country Level Corporate Governance: What Matters More in Emerging Market Acquisitions?
Research in International Business and Finance https://doi.org/10.1016/j.ribaf.2016.01.008
2016, 37, 448–463.
ABDC ranking – B ABS ranking – 2* H index 31 Cites/doc 1.62 SJR: 0.65
62 Thenmozhi, M. and Chand, Sarath
Forecasting Stock Returns Based on Information Transmission Across Global Markets using Support Vector Machines
Neural Computing and Applications https://doi.org/10.1007/s00521-015-1897-9
2016, 27(4), 805–824.
Springer H index -57 SJR 0.64 Cites per doc 4.675 Citations: 20
61 Srinivasan Suresh, Thenmozhi, M., and P. Vijayaraghavan
Product Diversification Deciphered
Global Business and Management Research: An International Journal
(2016), 8(2), 85-102.
ABDC ranking – C H index 15 Cites per doc 5.10
60 Thenmozhi M. and Srinivasan, N
Capturing co-movement of oil price, exchange rate and stock index of major oil importing countries: a wavelet coherence approach
Journal of Developing Areas
(2016), 50(5), 38-52.
ABDC ranking – B H index 12 Cites per doc 0.36 SJR 0.49 ABS ranking – 2*
59 Narend, S. and Thenmozhi M.
What Drives Fund flows to ETFs and Index Mutual Funds?:
Decision – Springer 2016 , 43(1):17–30
Springer Journal, published
A Panel analysis of Funds in India
by IIM Kolkata.
58 Thenmozhi M., Sony Thomas and Abhijeet Chandra
Open Interest, Basis, Volume and Spot Volatility during Growth, Crisis and Stable Period: Evidence from Indian Stock Market
Finance India 2016, Vol.XXX No.2, pp.473-510.
ABDC ranking - C
57 Anand, L., and M. Thenmozhi
Do Large Blockholders Impact Value of Cash? Evidence from India.
IPE Journal of Management
Jan-Jun 2016, Vol. 6 Issue 1, 63-79
2015
56 Abhijeet Chandra and Thenmozhi M.
On asymmetric relationship of India volatility index (India VIX) with stock market return and risk management
Decision – Springer 2015, 42(1), 33-55
Springer Journal, published by IIM Kolkata. Citations : 12
55 Sumathi, G. N., T. J. Kamalanabhan and Thenmozhi M.
Impact of Work Experiences on Perceived Organizational Support: A Study among Healthcare Professionals
AI & Society: Journal of Knowledge, Culture and Communication http://link.springer.com/article/10.1007%2Fs00146-013-0509-4
2015, 30, pp.261–270
Citations -16
54 Sumathi, G. N., T. J. Kamalanabhan and Thenmozhi M.
Do healthcare professionals cross the border to serve rural population?
ICTACT Journal of Management Studies
2015, 1(1), 20-25
53 Harold, L and M.Thenmozhi
IS/IT Success Factors In Financial Services Sector in India: A Process Model Perspective
Prajnan (Journal of Social and Management Science),
2015, XLIV(3), 225-250
ABDC –C Published by National Institute of Bank Management, Poona
2014
52 Narayanan, P.C. and Thenmozhi, M.
"Do Cross-border Acquisitions involving Emerging Market Firms Create Value: Impact of Deal Characteristics",
Management Decision http://www.emeraldinsight.com/doi/abs/10.1108/MD-04-2014-0227
(2014), 52(8), 1451-73
ABDC -B ABS ranking – 1* Citations – 32 H index -82 Cites/doc 2.538 SJR 0.73
51 Kumar, M. and Thenmozhi M.
Trading and Forecasting Performance of Different Hybrid ARIMA - Neural Network Models for Stock Returns
International Journal of Modeling in Operations Management http://www.inderscienceonline.com/doi/abs/10.1504/IJMOM.2014.067361
2014, Vol.4, No.3/4, pp.137 – 144.
50 Harold, L. and Thenmozhi, M.
Information Quality and Banking Success: A Theoretical Model with Empirical Validation,
International Journal of Information Quality(IJIQ) DOI: 10.1504/IJIQ.2014.064061 http://www.inderscience.com/offer.php?id=64061
(2014), Vol. 3, No. 3, pp. 251 - 272.
H index 10 Cites/doc (2014) 0.22
49 Harold, L. and Thenmozhi, M.
The Development and Application of Information System Driven Value Creation in Indian Financial Services Sector
International Journal of Business Information Systems (IJBIS),
http://www.inderscience.com/info/inarticle.php?artid=64566
(2014), Vol. 17, No. 2, 198 – 220.
H index 22 Cites/doc (2014) 1.049 SJR:0.31
48 Kumar, M. and Thenmozhi M.
Non-linearity, Long-Memory and Fluctuations in Emerging and Developed Market
International Journal of Economics and Management
2014 H index 14 Cites/doc 0.391 SJR 0.18
47 Krishna Prasanna, M.Thenmozhi and Nimit Rana
Determinants of Non-Performing assets in Indian Banking System
Journal of Bank and Bank Systems
2014, 9(2), 65-78
ABDC ranking - C
46 Sumathi, G. N., Kamalanabhan, T. J. and Thenmozhi M.
Healthcare professionals’ perspective of support from public health department: a study in the PHCs of Tamilnadu
Indian Journal of Public Health http://www.ijph.in/text.asp?2014/58/4/230/146276
2014 : 58 (4) 230-234
H Index: 21 Cites/doc 0.868 SJR 0.4
45 Nair, S. K and Thenmozhi. M
Impact of changes in macroeconomic factors on treasury bond returns: evidence from emerging and developed markets
Amity Global Business Review
2014, Vol.9, pp.24-37
2013
44 Madhuri Malhotra, Thenmozhi M., Arun G. Kumar
Factors Influencing Stock Returns Abnormal Returns Around Bonus And Rights Issue Announcement
IUP Journal of Applied Finance (ICFAI Journal) http://www.iupindia.in/1310/Applied%20Finance/Factors_Influencing_ara.html
2013 , 19 (4), 41-60.
ABDC ranking - C Citations :10
43 Sumathi, G. N., T. J. Kamalanabhan and Thenmozhi M.
Impact of perceived organisational support on job performance among healthcare professionals
International Journal of Business Innovation and Research https://doi.org/10.1504/IJBIR.2013.053637
2013, 7(3) Vol.7, No. 3, 2013 pp.379-391.
H index : 18 SJR:0.2
42 Malhotra, M., Thenmozhi, M.,
Evidence on changes in time varying volatility around bonus
International Journal of Emerging Markets
2013, 8(2), 129-143.
ABDC - B Citations : 13
& Arun Kumar, G.
and rights issue announcements
http://www.emeraldinsight.com/doi/abs/10.1108/17468801311307000
H index : 22 Cites/doc 2.427 SJR : 0.37
41 Kumar, M. and M. Thenmozhi
Forecasting Stock Index Returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-Random Forest Hybrid Models,
International Journal of Banking, Accounting and Finance http://www.inderscience.com/info/inarticle.php?artid=64307
2013, Vol.5, No.3, 284 - 308.
ABDC - C H index : 8 Cites/doc 0.111 SJR: 0.14
2012
40 Kumar, M., & Thenmozhi, M.
Causal effect of volume on stock returns and conditional volatility in developed and emerging market.
American Journal of Finance and Accounting,
2012, 2(4), 346-362.
ABDC ranking-C IDEAS/ RePEc IF: 0.198 Citations : 15
39 Nair, S. K and Thenmozhi M.
Macroeconomic factors and conditional bond volatility: Evidence from emerging and developed bond markets
American Journal of Finance and Accounting
2012 Vol. 2, No. 4, pp.326-345
ABDC ranking-C IDEAS/ RePEc IF: 0.198
38 Kumar, M. and Thenmozhi M.
A Hybrid ARIMA-EGARCH and Artificial Neural Network Model in Stock Market Forecasting: Evidence for India and US
International Journal of Business and Emerging Markets http://www.inderscienceonline.com/doi/abs/10.1504/IJBEM.2012.046241
2012 Volume 4, Number 2, 160-178
ABDC ranking -C
37 Madhuri Malhotra, Thenmozhi M., Arun G. Kumar
Evidence on changes in Stock Prices and Liquidity around Rights Issue announcement: Industry Specific Analysis
International Journal of Business Insights and Transformation
2012 Vol.5, No.2, pp.11-28
36 Madhuri Malhotra, Thenmozhi M., Arun G. Kumar
Liquidity Changes Around Bonus and Rights Issue Announcement: Evidence from Manufacturing and Service Sectors in India
Wealth-International Journal of Money, Banking and Finance
(Alternative link):
http://www.researchgate.net/publication/228251955_Stock_Market_Reaction_and_Liquidity_Changes_Around_Bonus_Issue_Announcement_Evidence_from_India
Jan-Jun 2012 Vol. 1, No.1 pp.28-34 Citations : 11
35 Kumar, M. and Thenmozhi M.
Stock Index Return Forecasting and Trading Strategy Using Hybrid ARIMA-Neural Network Model
International Journal of Financial Management http://www.publishingindia.com/ijfm/30/stock-index-return-
2012 Volume 2 Issue 1 pp.1-14
forecasting-and-trading-strategy-using-hybrid-arima-neural-network-model/130/1023/
34 Srinivasan Suresh, Thenmozhi M., and P. Vijayaraghavan
Stock market reactions to corporate strategic decisions
Knowledge Economy 2012 Vol. 2, pp.5-20.
2011
33 Nair, S. K and Thenmozhi M.
Adaptive Market Hypothesis: Evidence from Indian Bond Market
International Journal of Arts & Sciences
2011 4(12), pp. 27–40
ABDC ranking C
32 Thenmozhi M. and S. Priya
Price Discovery in Gold, Silver and Crude Oil Spot and Futures Markets in Emerging and Developed economies
Journal of Business and Behavioral sciences
2011 Vol.23, No.1, pp. 166-177
Citations :3
2009
31 Kumar, M. and Thenmozhi M.
Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest
IIMB Management Review
2009 Vol.21, No.1, pp.41-55
ABDC ranking- B SJR Indicator: 0.22. Citation index 1.00 H-index: 9 Citations(ssrn) :108 + 25
2008
30 Thenmozhi M. and Radha S
Dynamic Interactions among stock returns, short term interest rate, spread and expected inflation
International Journal of Indian Culture and Business Management
2008 Vol. 1, No. 3, pp.296-318
ABDC ranking C ABS ranking-1* Citation: 5,
29 Thenmozhi M. Sony Thomas and R. Balaji
Expiration Day and week effects of derivatives on Spot Market trading Volume, Price Reversal and Volatility: Evidence from India
Indian Journal of Capital Market
July-September 2008 pp.35-45
Published by Bombay Stock Exchange
28 Thenmozhi M. and S. Priya
Volatility Spillover in Bullion and Energy futures and Spot Markets
Journal of Emerging Financial Markets
2008 Vol.1, No.1, pp.85-108
ABDC ranking C
27 Thenmozhi M. and Radha S
Forecasting interest rates using ARIMA and GARCH models
Indian Journal of Capital Market Published by Bombay Stock Exchange
Jan-Mar 2008 pp.17-28
Published by Bombay Stock Exchange
26 Thenmozhi M. and M. Sony Thomas
Price discovery and Volatility Spillover in spot and futures market: Evidence from India
Indian Journal of Capital Market
Oct.-Dec. 2008 pp.1-29
A Journal of Bombay Stock Exchange Citations: 11
25 Madhuri Malhotra, Thenmozhi M. and G. Arun Kumar
Announcement Effect of Rights Issue on Stock Returns: A study of selected Indian Manufacturing Companies
Journal of Services Research http://connection.ebscohost.com/c/articles/25133000/announcement-effect-rights-issue-stock-returns-study-selected-indian-manufacturing-companies
April-Sept, 2007 Vol.7, No.1, pp.215-231
Citations: 15
2007
24 Malhotra, M., Thenmozhi M. & Arun Kumar, G.
Announcement Effect of Rights Issue on Stock Returns: A study of selected Indian Manufacturing Companies
Journal of Services Research
2007, Vol.7, No.1, April-Sept, pp.215-231.
23 Thenmozhi M. and Manish Kumar
Predictability and Trading Efficiency of S&P CNX Nifty Index Returns Using Support Vector Machines and Random Forest Regression
Journal of Academy of Business and Economics (Alternative link): http://www.researchgate.net/publication/260144498_Evidence_on_Changes_in_Stock_Price_and_Liquidity_around_Rights_Issue_Announcement_Industry_Specific_Analysis
2007 Vol. 7 (1), pp. 150-164
22 Thenmozhi, M. and Manish Kumar
An Experimental Analysis of Selected Training Algorithms for Artificial Neural Networks in Financial Time Series Prediction
International Journal of Operations and Quantitative Management http://inderscience.metapress.com/content/8r0212066u1h2457/
(2007), Vol. 3 (1), pp. 15-32. H index – 9 SJR : 0.13
H index -9 Cites/doc 0.222 SCI: 0.13
2006
21 Thenmozhi M. and Preeti, S.K.
Determinants of Non-Traditional Debt Financing Choices
KUTPM Journal of Technology and Management (Malaysia)
June 2006 Vol.4(2), pp. 22-46
20 Haripriya, Thenmozhi M. and G. Arun Kumar
Impact of Event in Cross-listed Market on the Stock Returns of ADR-listed Companies
Journal of Management Research
2006, 6(1), 35-47.
19 Srinivasan Suresh, Thenmozhi M., and P. Vijayaraghavan
Impact of diversification Strategy on Firm Performance: Entropy Approach
ICFAI Journal of Applied Finance
Nov.2006 Vol.12, No.11, pp.27-48
18 Thenmozhi M. and Radha S
Short-Term Interest Rates and Macroeconomic Variables: An OLS Model
ICFAI Journal of Applied Finance
2006 Vol.12, No.1, pp.1-16
Citation: 18
17 Thenmozhi M. Forecasting stock index returns using neural networks
Delhi Business Review 2006 7(2) 59-69
Citation: 42
16 Thenmozhi M. and Radha S
Forecasting TB Yield Using ARIMA Model
PSGIM Journal of Management
Jan- Mar. 2006 Vol.1, No.1, pp.29-40
2004
15 Thenmozhi M. and M. Sony Thomas
Impact of Index Derivatives on S&P CNX Nifty Volatility: Information Efficiency and Expiration Effects
The ICFAI Journal of Applied Finance
2004 Vol.10, No.9, pp.36-55
Citations: 32
14 Manish Kumar, Thenmozhi M. and C Rajendran
Forecasting Daily Returns of Exchange Rates Using Artificial Neural Network and ARIMA model
The ICFAI Journal of Applied Finance
2004 Vol.10, No.11 pp.16-36
Citations: 11
2003
13 Thenmozhi M. and R. Kishore Kumar
Impact of Index Futures Trading on Spot Index Volatility
Management and Accounting Research
2003 Vol.7, No. 1&2 pp. 6-25
2002
12 Thenmozhi M. and Fareed Jaman
Competitive Advantage for Players in Mutual Fund Industry: A Study Based on the Perceptions of Mutual Funds
Management and Accounting Research
April-June 2002 Vol.5 No.4. pp. 57-68
11 Thenmozhi M. and R.Shanthi
Opportunities and Challenges in EDI Applications in Financial Markets
Journal of Services Research
2002 Vol.2 No.1 pp.107-122
10 Thenmozhi M. Customer Driven Marketing Strategy for Financial Services
Indian Journal of Business Papers
2002 Vol.2-3 No.4-5 pp.38-42
9 Sarma, L.V.L.N., Thenmozhi M. and Preeti S.K.
The impact of Macro Finance Variables on Non-traditional Debt Financing
ICFAI Journal of Applied Finance
Jan.2002 Vol.8 No.1, pp.35-54
8 Thenmozhi M. Futures Trading, Information and Spot Price Volatility of NSE-50 Index Futures Contract
NSE News - National Stock Exchange of India
Sept. 2002 pp.8-12, 17
Citation; 137
2001
7 Thenmozhi M Testing Chaos and Nonlinearity in BSE Sensex Time Series
South Asian Journal of Management
2001 Vol.7, No. 3 & 4, pp.12 –24
ABDC- C
2000
6 Thenmozhi M. Market Value Added and Share Price Behaviour: An Empirical Study of BSE Sensex Companies
Delhi Business Review- An International Journal of Society for Transformation and Research http://www.delhibusinessreview.org/index.htm
Jan 2000 Vol.1, No.1, pp.83-92
Citation: 22
B. CONFERENCE PAPERS
International Conferences –53 National Conferences – 46+44 =90
(i) International Conferences held abroad –53
S.No. Author Title Year Conference
1. Aghila Sasidharan, P. Saravanan and M.Thenmozhi
Family Firms and CSR Spending on Community, Environmental and Education Activities: Evidence from Emerging Economies
17-21 June 2019
International Family Enterprise Research Academy Annual Conference 2019, Bergamo, Italy.
2. Anuja Sethiya. and Thenmozhi M.
Do the type of Blockholder Promoters impact R&D investment in India?
12-15, December 2018
2018 Cross Country Perspective in Finance Symposium
3. Bansal, Shashank and Thenmozhi M.
“Does concentrated founder ownership affect Related Party Transactions? Evidence from Emerging Economy”
25-27, July 2018
World Finance Conference, Mauritius
4. Bansal, Shashank and Thenmozhi M.
“Does CEO Duality Affect Board Independence?? Moderating impact of founder ownership and family blockholding”
2-3 Nov, 2017
18th World Business Research Conference, San Francisco, USA,
5. Kameshwari Vissa and M. Thenmozhi
Do Macro Determinants fillip Domestic, Inbound and Outbound Mergers & Acquisitions: A Case of G19 Countries?
12-15, December 18
2018 Cross Country Perspective in Finance Symposium
6. Prasadh,R. S., Thenmozhi, M
Does religion affect Cross-border acquisitions?
December 15-
JIFMIM, Cross country perspective in finance 2017, Chiang Mai, Thailand
5 Karthikeyan, G. and Thenmozhi, M.
TQM practices in travel services - A case study
Journal of Scientific and Industrial Research
2000, Vol.59, No. 8-9, pp. 732-737.
h index : 46 SJR :0.31 Cites per doc :0.61
1999
4 Thenmozhi M. Economic Value Added as a Measure of Corporate Performance
The Indian Journal of Commerce
Oct.- Dec. 1999 Vol.52 No.4, pp. 72-88
1997
3 Thenmozhi M. Debt Securitization in India
Udyog Pragati, NITIE Bombay
Oct.– Dec. 1997 pp.41-52
1990
2 Thenmozhi M. Valuation of Shares Business Spectrum 1990 Vol. II, No.4 , pp.30-36
1989
1 Thenmozhi M. The Issue of Autonomy of Public Enterprises
Business Spectrum 1989 Vol. I No.2, pp.1-12
17, 2017
7. Bansal, Shashank and Thenmozhi M.
Does Concentrated Founder Ownership affect Board Independence? Effect of Firm and Owners identity
October 26-28, 2017
Vietnam Symposium in Banking and Finance, Vietnam
8. Anuja Sethiya. and Thenmozhi M. Anuja Sethiya, Thenmozhi M.
Effect of Blockholder Promoters on Leverage”,
May 4-6, 2017
24th Annual Global Finance Conference, Hempstead, New York, USA
9. Prasadh, S, and Thenmozhi, M.
“Us Versus them": Does religious distance affect Cross-border acquisitions
June 23-25,2017
JIFMIM, Cross Country Perspective in Finance, Chengdu, China
10. Sharon Christina T and M. Thenmozhi
Does Commodity Transaction Tax (CTT) have anyimpact on Indian Commodity Futures Market?
May 4-6, 2017
24th Annual Global Finance Conference, Hempstead, New York, USA
11. Prasadh, S., Thenmozhi, M., Narayanan, P.C. and Sundaramurthy, C.
Does corruption distance affect cross-border acquisitions around the world
December 14-15, 2016
4th Indonesian Financial Management Association (IFMA) Conference, Bali, Indonesi
12. Hemamalini and M.Thenmozhi
Comovement of banking stress across emerging and developed economies
December 16-17, 2016
Journal of International Financial Markets, Institutions and Money (JIFMIM) Special Issue Conference, Pu’er, Yunnan, China
13. Kayalvizhi.P.N and Thenmozhi. M
Does Quality of Innovation, Culture and Governance Drive FDI? Evidence from Emerging Markets
December 16-17, 2016
Conference on Cross Country Issues on Credit, Banking, Asset Pricing, and Market Liquidity, Pu’er, Yunnan, China,
14. Lakshmi, P., M. Thenmozhi and Nikhil Varaiya
Aggregate liquidity of the U.S. corporate sector and the economic environment: A time and frequency varying analysis
Oct 12, 2016
4th European Conference on Banking and the Economy, University of Southampton, UK
15. Narend, S and Thenmozhi, M.
Gold Exchange Traded Funds & Price Discovery: Empirical Evidence From Global Gold ETFs -Best Research Award
Jan 2-5, 2016
The International Academy of Business and Public Administration Disciplines, Orlando, Florida
16. Thenmozhi, M, Nikhil Varaiya and Lakshmi, P
Evolution of Aggregate Cash Holdings of U.S. Firms,
Jan 2-5, 2016
The International Academy of Business and Public Administration Disciplines, Orlando, Florida
17. Kayalvizhi, P and Thenmozhi, M.
Quality Of Innovation Impacts Foreign Direct Investment: A Panel Analysis
Jan 2-5, 2016
The International Academy of Business and Public Administration Disciplines, Orlando, Florida
18. Thenmozhi, M, Narayanan, P. C. and R. Shyaam Prasadh,
Does economic freedom impact post acquisition performance of cross border deals,
June1-2, 2015
Brunel Studies in Economics and Finance Conference, London, UK,
19. Thenmozhi, M and Srinivasan, N
Capturing co-movement of oil price, exchange rate and stock index of major oil importing countries: a
November 23 – 24, 2015,
Asia Pacific Conference on Business and Social Sciences, Kuala Lumpur, Malaysia.
wavelet coherence approach
20. Narend, S and Thenmozhi, M.
Performance and Price Discovery of Gold Exchange Traded Funds.,.
June 24-27, 2014
Asian Finance Association – Bali, Indonesia
21. Narend, S and Thenmozhi, M.
Performance and Price Discovery of Gold Exchange Traded Funds.,
December 11-12, 2014.
World Finance & Banking Symposium – Singapore
22. Maurya, Shipra and Thenmozhi, M.
Is there any Contagion Effect among Crude oil and Staple Food Prices?
May 29-31, 2014
IMRA-KEAN International Conference, Union, United States
23. Abhijeet Chandra and Thenmozhi M.
Liquidity in Currency Options Market in India
April 22-24, 2014
Financial markets and Corporate Governance Conference, QUT, Brisbane,
24. Abhijeet Chandra and Thenmozhi M.
Investor Sentiment and Stock Market Returns
June 2014
INFINITI 2014 Conference Monash University, Australia Prato Centre, Italy
25. Abhijeet Chandra and M. Thenmozhi Abhijeet Chandra and M. Thenmozh
Investor Sentiment and Stock Market Returns
Sept.2013
5th Annual Meeting of Academy of Behavioral Finance & Economics (Chicago), Academy of Behavioural Finance and economics, Paper accepted but not presented
26. Sarath Chand G and Thenmozhi M.
Do Global stock market cues matter in forecasting stock returns in developed and developing markets?
June 26-29, 2013
22th European Financial Management Association (EFMA) 22nd Annual Meeting, University of Reading, UK
27. Mahalakshmi.S, Thenmozhi M. and Nikhil Varaiya
Effect of Diversification on Cash Holdings and Firm Value: A Study on Indian Firms
May 20-22, 2013
Global Finance Conference in Monterey, California
28. Abhijeet Chandra and Thenmozhi M.
Liquidity in currency options market in India
May 20-22, 2013
Global Finance Conference in Monterey, California, USA
29. Narayanan, P. C. and Thenmozhi M.
Cross Border Acquisitions Involving Emerging Market Firms: Do Country Characterstics Matter?
Feb. 22-24, 2012
Midwest Finance Association Conference. New Orleans
30. Sumathi, G. N., T. J. Kamalanabhan, and Thenmozhi M.
Impact of work experiences on perceived organizational support: A study among healthcare professionals
May 17-18, 2012
International Management Research Academy, IMRA International Conference, London, UK
31. Sumathi, G. N., T. J. Kamalanabhan, and Thenmozhi M.
A study on the impact of human resource practices on organizational citizenship behavior among healthcare professionals.
December 3-6, 2011
Academy of Human Resource Development 10th International Conference of the Asia Chapter, Kuala Lumpur, Malaysia
32. Sumathi, G. N., T. J. Kamalanabhan, and Thenmozhi M.
Perceived organizational support and job performance among medical personnel: a study in Indian public healthcare sector
October, 6-8, 2011
7th International Conference on Business, Management and Economics, Turkey
33. Sumathi, G. N., T. J. Kamalanabhan, and Thenmozhi M.
Measuring the performance of health care professionals
September 8-9, 2011
15th International Symposium on Health Information Management Research, (ISHIMR 2011) organized by University of Sheffield and University Hospital Zurich and University of St. Gallen, Zurich, Switzerland
34. Elango Janakiraman and Thenmozhi M.
Effect of Service Quality of Hospitals on Patient satisfaction: A study with specific reference to beneficiaries of Community Based Health Insurance Schemes in India
8-9th September,2011
15th International Symposium on Health Information Management Research (ISHIMR 2011) organized by University of Sheffield and University Hospital Zurich and University of St. Gallen, Zurich, Switzerland
35. Kumar, M. and Thenmozhi M.
Forecasting Stock Index Returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-Random Forest Hybrid Models
Oct 3-4,2011
Industrial-Academic Workshop on Optimization in Finance and Risk Management, Fields Institute, Toronto, Paper accepted for presentation as Invited speaker at the workshop
36. Nair, S. K and Thenmozhi M.
Adaptive Market Hypothesis: Evidence from Indian Bond Market
March 7-10, 2011
International Journal of Arts and Sciences National Conference for Academic Disciplines, University of Nevada, Las Vegas
37. Malhotra, M. , Thenmozhi M. and Arun Kumar, G.
Factors Influencing Abnormal Returns around Bonus and Rights Issue Announcement
June 16-18, 2011
International Conference on Interdisciplinary Business and Economics Research, Society of Interdisciplinary Business Research Bangkok, Thailand
38. Thenmozhi M. and S. Priya
Price Discovery of Gold, Silver and Crude Oil Spot and Futures Markets in Emerging and Developed economies
18-21 February 2010
ASBBS 17th Annual Conference, Las Vegas
39. Srinivasan Suresh, Thenmozhi M., and P. Vijayaraghavan
Effect of Ownership Dynamics on Diversification and Performance Relationship during Institutional Transition: The Indian Experience
23 to 25 August, 2009
Journal of Corporate Finance conference on Corporate Finance and Governance in Emerging Markets , Guanghua School of Management, Peking University in Beijing
40. Lawrence Harold and Thenmozhi M.
Information Quality and Banking Success: Evidence from the Indian Banking Industry
2008 International Conference on Information Quality (ICIQ) 2008, MIT. Cambridge
41. Thenmozhi M. and Manish Kumar
A Comparison of Different Hybrid ARIMA - Neural Network Models for Stock Index Return Forecasting and Trading Strategy
12-14 December,2007
20th Annual Australasian Finance and Banking Conference, Sydney
42. Suresh, S., Thenmozhi M. and Vijayaraghavan, P.
Effect of Ownership Dynamics on Firm Diversity-Performance Relationship
Dec 27-29, 2007
Proceedings of International Conference on Global Academy of Business and Economic
Research, Bangkok, Thailand
43. Thenmozhi M. and Sony Thomas
Price Discovery and Volatility Spillovers in Spot and Futures Markets: Evidence from Indian Market
12-14 December 2007
20th Annual Australasian Finance and Banking Conference, Sydney
44. Malhotra, M., Thenmozhi M. and Arun Kumar, G.
Effect of Bonus Issue Announcement on Stock Returns using Market Model
October 14-17, 2007
International Academy of Business and Economics (IABE- 2007), Annual Conference, Las Vegas, Nevada, USA
45. Thenmozhi M. and Manish Kumar
Predictability and Trading Efficiency of S&P CNX Nifty Index Returns Using Support Vector Machines and Random Forest Regression
October 14-17,2007
International Academy of Business and Economics (IABE-2007) Annual Conference, Las Vegas, USA
46. Thenmozhi M. and Rakesh Gupta
Determinants of capital Structure choices in a Liberalised Environment: Evidence from Indian Manufacturing firms
Sept.19-21, 2006
Australasian Business and Behavioural Sciences Association conference, University of Adelaide, Adelaide
47. Thenmozhi M. and Sony Thomas, M.
Dynamic Relationship among Spot Market Volatility, Open Interest, Volume and Arbitrage in Stock Futures Market
October 3- 7, 2005.
International Business and Economic Research Conference, Clute Institute of Academic Research, Las Vegas. (Paper accepted but not presented)
48. Thenmozhi M. and Manish Kumar
Static and Dynamic Neural Network in Forecasting Exchange Rate Returns
15-17th December, 2004
17th Australasian Finance and Banking Conference, Sydney. (Paper accepted but not presented)
49. Thenmozhi M. and Manish Kumar
Forecasting Index Future Returns Using Neural Network and ARIMA Models
8-10
November
2004
Financial Engineering and Applications Conference, MIT, Boston
50. Thenmozhi M. and Sony Thomas, M
Dynamic Interactions between Speculative Activity and Spot Market Volatility in Indian Stock Market
8-10
November
2004
Financial Engineering and Applications Conference, MIT, Boston
51. Sarma, L.V.L.N., Thenmozhi M., and S.K. Preeti
Micro finance Determinants of Non-traditional Debt Financing
24-33, July 2003
International Conference on Financial Engineering and Applications, IASTED, Banff, Canada
52. Thenmozhi M. Impact of Regulatory Changes on Strategic Dynamics- An empirical Study of Indian Pharmaceutical Industry
May 24-25, 2001.
NEBAA International Conference on Regional Markets & Globalisation, Aberdeen Business School, Aberdeen Paper accepted but not presented
53. Thenmozhi M. Venture capital Financing-strategies for growth
April 20-22,1998
Fifth Academic Conference 1998, South Asian Management forum, Management of
Development: Growth with Equity, Thimpu, Bhutan
(ii) International Conferences held in India
S.No.
Author Title Year Conference
1. Prasadh,R.S., Thenmozhi, M., Ghosh,C., Narayan, PC & Sundaramurthy, C.
Does country-level corruption distance affect cross-border acquisitions? A comparison of developed and emerging markets.
Dec 20-22, 2018.
CRISIL Doctoral symposium, Indian Institute of Management Calcutta, Kolkatta, India
2. Bansal, S., & Thenmozhi, M.
Does Increasing Controlled Ownership affect Board Independence?
14-16 Dec. 2017.
5th PAN-IIM World Management Conference, Indian Institute of Management Lucknow, India
3. Bansal, S., & Thenmozhi, M.
Does CEO Duality Affect Board Independence?
16-17 Dec. 2017.
ICRBS 2017, Indian Institute of Technology Roorkee, Noida, India
4. Bansal, S.,Balachandran, B., Duong, H.N., & Thenmozhi, M.
Does Board Independence Matter to Institutional Investors? Evidence from Quasi-Natural Experiment
July 7-8, 2017.
International Conference on Financial Markets and Corporate Finance (ICFMCF) 2017, IIT Kharagpur, India
5. Anuja Sethiya and Thenmozhi M
Which type of Blockholder Promoters prefer more Leverage?
July 7-8, 2017.
International Conference on Financial Markets and Corporate Finance (ICFMCF) 2017, IIT Kharagpur, India
6. Prasadh, S, and Thenmozhi, M.
“Us Versus them": Does religious distance affect Cross-border acquisitions
July 7-8, 2017
International Conference on Corporate Finance and Financial Markets. Indian Institute of Technology Kharagpur, Kharagpur, India
7. Thenmozhi,M. and Aghila Sasidharan.
Impact of Excess cash holdings on Related Party Transactions -Evidence from Indian Business Group
July 7-8, 2017
International Conference on Financial Markets and Corporate Finance(ICFMCF) 2017, IIT Kharagpur, India
8. Sharon Christina T and M. Thenmozhi
Commodity Transaction Tax (CTT) and Indian Commodity Futures Market Efficiency
July 7-8, 2017
International Conference on Financial Markets and Corporate Finance (ICFMCF) 2017, IIT Kharagpur, India
9. Vijayagopal, V. and Thenmozhi M.
The Internationalization of Indian Family Firms - The case of TVS Group of Companies
April 21-23, 2016
Academy of International Business India Chapter Conference, IIM Indore
10. Lalita Anand, M. Thenmozhi, Nikhil Varaiya and Saumitra Bhadhuri
Impact of macroeconomic factors on cash holdings: A dynamic panel model
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance, Dept.
of Management Studies, IIT Madras
11. Lakshmi, P., Thenmozhi M and Nikhil Varaiya
Determinants of Aggregate Cash Holdings of US Corporate Sector
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance Dept. of Management Studies, IIT Madras
12. Kayalvizhi.P.N and Thenmozhi.M
Synergic impact of technology and exports on FDI
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance ,Dept. of Management Studies, IIT Madras
13. Shyaam Prasadh R, Thenmozhi M., Narayanan P.C. and Chamu Sundaramurthy
Does corruption affect cross-border acquisitions around the world
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance ,Dept. of Management Studies, IIT Madras
14. Madhuri Malhotra and M. Thenmozhi
Linkages among corporate governance, intellectual capital efficiency and firm performance: An empirical analysis from emerging market
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance ,Dept. of Management Studies, IIT Madras
15. Hemamalini and M.Thenmozhi
Comovement of banking stress across emerging and advanced economies
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance, Dept. of Management Studies, IIT Madras,
16. Narend S and M. Thenmozhi
Do country ETFs induce volatility spill-over in the foreign stock market?: evidence from India ETFs
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance, Dept. of Management Studies, IIT Madras
17. Shashank Bansal and M. Thenmozhi
Does Controlled Ownership affect Board composition?
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance, Dept. of Management Studies, IIT Madras
18. Vijayagopal V and M. Thenmozhi
The internationalization of family business – looking for evidence from the Indian stock market
12-13, August, 2016
International Conference on Financial Markets and Corporate Finance, Dept. of Management Studies, IIT Madras
19. Maurya, Shipra and Thenmozhi, M
Contagion Effect between Crude oil and Food prices in India
Dec. 11-13, 2013
International Conference on Business Analytics and Intelligence, Indian Institute of Management, Bangalore
20. Abhijeet Chandra and M. Thenmozhi
Investor Sentiment, Volatility and Stock Returns Comovements
Dec. 17-19, 2013
India Finance Conference 2013, IIM Ahmedabad,
21. Narayanan, P. C., Thenmozhi M. and Chamu Sundaramurthy
Corruption Index and Cross border acquistions: An emerging market perspective
15-17th, April 2013
The Academy of International Business India Conference, IIM-Bangalore
22. Lawerence Harold and Thenmozhi M.
Development of a measurement instrument for evaluating information technology investment success in financial services sector
Dec. 21-23, 2011
India Finance Conference, IIM Bangalore
23. Manish Kumar and Thenmozhi M.
Causal effect of volume on stock returns and conditional volatility in developed and emerging markets
Dec. 21-23, 2011
India Finance Conference, IIM Bangalore
24. Nachiketa Misra and Thenmozhi M.
Price leadership of stock futures and spot market: A market condition based analysis using intraday data
Dec. 21-23, 2011
India Finance Conference, IIM Bangalore
25. Karthika S. Nair and Thenmozhi M.
Effect of macroeconomic variables on bond index return and conditional volatility: Evidence from emerging and developed markets
Dec. 21-23, 2011
India Finance Conference, IIM Bangalore
26. Malhotra, M., Thenmozhi M. and Arun Kumar, G.
Evidence of Changes in Time Varying Volatility around Bonus and Rights Issue Announcements
18–20 February, 2011
International Conference on Practice and Research in Management 2011, at Dayalbagh Educational Institute (Deemed University), Agra
27. Sujay Prasad Srivastava and Thenmozhi M.
A Study of Market Efficiency of Stock Markets in Emerging and Developed Economies
January 1-4, 2011
Eighth AIMS International Conference on Management, Management Education in 2020: Issues, Challenges, and Opportunities, Indian Institute of Management, Ahmedabad
28. Manish Kumar and Thenmozhi M.
Stock Index Return Forecasting and Trading Strategy Using Hybrid ARIMA-Neural Network Model
26-28 December 2007
International Conference on Emerging Financial Markets, PSG Institute of Management, Coimbatore
29. Thenmozhi M. and Priya, S
Price Discovery In Commodity Markets: A Study of Indian Gold Market
26-28 December 2007
1st International Conference on Emerging Financial Markets, PSG Institute of Management, Coimbatore
30. Thenmozhi M. and Manish Kumar
A Comparison Study of Selected Training Algorithms for Neural Networks to Financial Time Series Prediction
August 2006 7th International Conference on Operations and Quantitative Management, Jaipur
31. Thenmozhi M. and Manish Kumar
A Comparison of Different Hybrid ARIMA and Neural Network Models for Stock Index Return Forecasting and Trading Strategy
August, 2005 International Conference on Operations and Quantitative Management, IIM Indore
32. Thenmozhi M., G. Arun Kumar and R. Haripriya
Impact of Event on the Performance of ADR listed Companies
August, 2005 International Conference on Operations and Quantitative Management, IIM Indore
33. Thenmozhi M. and Sony Thomas, M
Dynamic Interactions and Causal Relationship among Spot Market Volatility, Open Interest, Volume and Arbitrage: Evidence from Indian Futures Market
Jan. 2005 International Conference 2005 on Emerging Securities Market: Challenges and Prospects, SEBI and ICFAI
34. Lawrence Harold and Thenmozhi M.
Evaluation of Information Technology Investments – Methods and approaches in Banking Industry
7th-8th January, 2005
International Conference of Banking and Insurance, Birla Institute of Management Technology, New Delhi & Philadelphia University, USA
35. Thenmozhi M. and Radha S
Short-term interest rates and Macroeconomic variables: An OLS model
26th –27th December 2004
Second International Conference on Business and Finance, ICFAI, Hyderabad
36. Thenmozhi M. and M. Sony Thomas
Impact of Index Derivatives on S&P CNX Nifty Volatility: Information Efficiency and Expiration Effects
December 2003
International Conference on Business and Finance, ICFAI, Hyderabad and Philadelphia University
37. Manish Kumar, Thenmozhi M. and C Rajendran
Forecasting Daily Returns of Exchange Rates Using Artificial Neural Network and ARIMA model
December 2003
International Conference on Business and Finance, ICFAI, Hyderabad and Philadelphia University
38. Sarma,L.V.L.N., Thenmozhi M. and Preeti S.K.
Effect of Non-Traditional Debt on Financial Risk: Evidence from Indian Manufacturing Firms
December 2003
International Conference on Business and Finance, ICFAI, Hyderabad and Philadelphia University
39. Thenmozhi M. and Kishore Kumar, R.
Predictability of BSE Returns using Neural Networks: An exploratory study
Aug. 12-14, 2001
International Conference on Industrial Mathematics, IIT Madras
40. Thenmozhi M. Private Sector Financing for Infrastructure projects: Issues and Challenges - with particular reference to Transport Sector
March 23-25, 2000
South Asian Management Forum 2000: Opportunities and Challenges for Management Development, Poona
41. Thenmozhi M. Market Value Added and Share price Behaviour: An Empirical Study of BSE Sensex Companies
January 8-10, 2000
International Conference on International Business: Challenges and Perspectives, Delhi
42. Thenmozhi M. and Shanthi, R.
EDI Applications in Financial Markets
January 3-6, 2000
Second International Conference on Business and Management, Ahmedabad [Conference
Proceedings, McGrawHill, New Delhi, pp.196-203
43. Karthikeyan, G. and Thenmozhi M.
TQM Practices of Service Providers in India: A Case Study
December 28-29, 1999
International Workshop on ‘Management of Intangibles', National Institute of Science, Technology and Development, New Delhi
44. Thenmozhi M. Chaos and Non-linear Dynamics: Application to Indian Stock Market
Dec 9-11, 1999
International Conference on Mathematical Modeling of Nonlinear Systems
45. Thenmozhi M. Innovations in Technology Financing
December 21-24, 1997
International Conference on Management of Technology, IIT, New Delhi
46. Thenmozhi M. Critical Issues in Debt Securitisation in India
January 4-5, 1997
Third International Accounting Conference on Accounting in a Changing Perspective, Calcutta
(iii) National Conferences
S.N
o.
Author Title Year Conference
1. Lakshmi, P.,
Thenmozhi M
and Nikhil
Varaiya
Determinants of
Aggregate Cash
Holdings of US
Corporate Sector
2016 DoMS Symposium, Indian
Institute of Technology,
Madras
2. Bansal, S., &
Thenmozhi, M.
Does Board Composition
matter to Institutional
Investors?
24th & 25th
November
2015.
COSMAR’15, Indian
Institute of Science,
Bangalore
3. Kayalvizhi, P.N
and Thenmozhi
M.
Impact of Country
Governance on FDI – A
conceptual Framework
April 1 and
2, 2015
DoMS Research
Symposium, Indian
Institute of Technology
Madras
4. Srinivasan, N
and
Thenmozhi, M.
Determinants of WTI oil
price: A Markov Regime
Switching approach.
March 14-
15, 2014
DoMS Symposium, Indian
Institute of Technology,
Madras
5. Narend, S and
Thenmozhi, M.
Narend, S and
Thenmozhi, M
Performance and Price
Discovery of Gold
Exchange Traded Funds.
November
15-16,
2013
COSMAR, Indian Institute
of Science, Bangalore
6. Lalita Anand,
Thenmozhi M.
Corporate Governance
and Firm’s Cash
Dec. 2012 CMC XI Capital Markets
Conference
and Nikhil
Varaiya
holdings: Evidence from
India
7. Abhijeet
Chandra and
Thenmozhi M.
Liquidity in currency
options market in India
Dec. 2012 CMC XI Capital Markets
Conference
8. Sumathi, G. N.,
T. J.
Kamalanabhan
and Thenmozhi
M.
Improving PHC
performance: the key to
meet Millennium
Development Goals
March 3-4,
2011
X development convention
2011 and doctoral
colloquium on Millennium
Development Goals:
performance, prospects
and challenges for South
India, Hyderabad
9. Malhotra, M.,
Thenmozhi M.
and Arun
Kumar, G.
Stock Market Reaction
and Liquidity Changes
Around Bonus Issue
Announcement:
Evidence from India
19
December
, 2007
Tenth Indian Institute of
Capital Markets
Conference
10. Thenmozhi M.
and Manish
Kumar
Support Vector Machine
Approach to Predict the
S&P CNX NIFTY Index
Returns
December
2006
10th Indian Capital Market
Conference, Indian
Institute of Capital Market
11. Thenmozhi M.
and Manish
Kumar
Forecasting Stock Index
Movement: “A Comparison
of Support vector
Machines and Random
Forest
December
2005
Nineth Indian Capital
Market Conference, Indian
Institute of Capital
Markets, Mumbai
12. Thenmozhi
M., Srinivasan
Suresh and P.
Vijayaraghava
n
Stock Market Reaction to
Corporate Strategic
Decisions
December
2005
Nineth Indian Capital
Market Conference, Indian
Institute of Capital
Markets, Mumbai
13. Thenmozhi M.
and Radha S.
Forecasting Short Term
Interest Rates using
ARMA, ARMA-GARCH
and ARMA-EGARCH
models
December
2005
Nineth Indian Capital
Market Conference, Indian
Institute of Capital
Markets, Mumbai
14. Thenmozhi M.
and Manish
Kumar
Static and Dynamic Neural
Network in Forecasting
Exchange Rate Returns
March,
2005
Conference on Finance
and accounting, IIM
Lucknow
15. Thenmozhi M.
and Manish
Kumar
Stock Index return
Forecasting and Trading
Strategy using Hybrid
ARIMA-Neural Network
Model
July, 2005
Second Conference on
Research on Indian
Financial System, ICICI
Research, & GIM, Goa
16. Thenmozhi M.
and Radha S
Modeling and Forecasting
Short-term Interest rates:
A Literature Survey
19th -20th
November
2004
Third National Conference
on Business Research,
PSG College of
Technology, Coimbatore
17. Thenmozhi M.
and Madhuri
Malhotra
Structure and Operations
of Indian Debt Market:
Critical Issues for
Development
19th -20th
November
2004
Third National Conference
on Business Research,
PSG College of
Technology, Coimbatore
18. Thenmozhi M.
and Radha S.
Long-run relationship
between interest rates and
inflation: An Error
Correction Model
20th –21st
December
2004
Eighth Capital Markets
Conference, IICM
Mumbai.
19. Thenmozhi M.
and Radha S.
Forecasting TB Yield
Using ARIMA Model
26th –27th
November
2004
First National Conference
on Finance and
Economics, ICFAI
Bangalore
20. Thenmozhi M.
and Sony
Thomas, M
Dynamic Interactions
between Hedging Activity
and Spot Market Volatility
in Indian Stock Market
July 17-
18, 2004
Research on India’s
Financial System, NSE,
GIM, Goa
21. Thenmozhi M.
and Sony
Thomas, M.
Expiration Day Effects of
Stock Index Derivatives:
Evidence from Indian
Stock Market
Dec. 18-
19, 2003
Seventh Annual Capital
Markets Conference-
2003, UTI, Mumbai
22. Thenmozhi M.
and Rakesh
Gupta (M.B.A
student)
Determinants of Capital
Structure Choices of
Indian Manufacturing
Firms in the last decade of
Liberalisation
Dec. 18-
19, 2003
Seventh Annual Capital
Markets Conference-
2003, UTI, Mumbai
23. Thenmozhi
M., C.
Rajendran and
Manish Kumar
Neural returns based
forecasting of the daily
returns of Exchange Rate
Dec. 18-
19, 2003
Seventh Annual Capital
Markets Conference-
2003, UTI, Mumbai
24. Thenmozhi M.
and Sony
Thomas, M
Applications of
Heteroscedastic Modeling
in Finance
Nov. 2002 National Seminar on
Business Research
Methods, PSG School of
Management, Coimbatore
25. Thenmozhi M. Knowledge Management
in Knowledge Based
Industries
December
, 2001
National Seminar on
Management Practices in
Knowledge Based
Industries, NISIET,
Hyderabad
26. Thenmozhi M.
and Kishore
Kumar R.
Implications of WTO on
the Indian Banking Sector
Aug. 25-
27,
2001
AIMS Annual Convention:
WTO and
Competitiveness-
Challenges of Indian
Business and
Management Education,
Excel Books, 2001,
pp.328-339
27. Thenmozhi M. Critical Success National
Seminar on Funding
Options for Long
Gestation Projects Factors
for private sector
Financing of Road Sector
Projects
July, 27,
2001
NISIET, Hyderabad
28. Thenmozhi M. Electronic Commerce and
Integrated Supply Chain
Management
November
1999
XXII Annual Convention
1999 - Supply Chain
Management, Indian
Institute of Materials
management, Hyderabad
29. Thenmozhi M. Economic value added as
a measure of Corporate
Performance
October
28-30,
1999
53rd All India Commerce
Conference, Aurangabad
30. Thenmozhi M. International trade:
Emerging issues
18-19,
Septembe
r, 1999
Seminar on " Managing
Foreign trade: Directions
for the next Millenium"
Chennai
31. Thenmozhi M. Effective Corporate
Response to Liberalisation
13-14,
March,
1999
National Conference on
Surviving Success through
Liberalisation, Coimbatore
32. Thenmozhi M. Chaos and Non-linear
Dynamics: Application to
Indian Stock Market
Dec 9-11,
1999
International Conference
on Mathematical Modeling
of Nonlinear Systems
33. Thenmozhi M. Technology Based
Teaching Pedagogy
18-20,
November
1998
National Seminar on
Better World Environment
through engineering,
education and
management, TTTI,
Chennai
34. Thenmozhi M. Information Technology
Based Management
Learning
March 25-
26,
1998
National Seminar on
Recent Trends in
Information technology
and Its Impact on
Business Management,
Anna University, Chennai
35. Thenmozhi M. Barun Chemicals – The
Growth Dilemma
August
29-31,
1997
AIMS Annual
Management Convention,
Poona
36. Thenmozhi M. Disinvestment of Public
Enterprises – The Pricing
Issue
November
23-24,
1996
National Seminar on
Issues in Privatisation,
Foreign Investment &
Disinvestment in Public
Sector Undertakings,
Velur
37. Thenmozhi M. Competitive Structural
Analysis of Merchant
Banking Industry
August
20-21,
1996
AIMS Annual
Management Convention,
Chennai
38. Thenmozhi M. The Changing Debt
Market Scenario
December
29-
31,1994
48th All India Commerce
Conference, Kakatiya
University, Warangal
39. Thenmozhi M. Indian Capital Market –
Trends and Challenges
Ahead
March 24-
25, 1994
National Seminar on
Economic Liberalisation
and Industry, Utkal
University, Bhubaneshwar
40. Thenmozhi M. Privatisation of Public
Enterprises – In the Indian
Context
June 22-
26, 1992
National Research
Development Workshop,
Bombay
41. Thenmozhi M. Organisational
Relationships and
Productivity in Public
Enterprises
December
6-8, 1990
National Seminar on
Employment and
Productivity: Through
People, Technology and
Change, Calicut
42. Thenmozhi M. The Privatisation Issue in
the Government – Public
Enterprise Interface
March 22-
23,
1989
Seminar on Privatisation
of Public Enterprises:
Issues and Policies,
Pondicherry
43. Thenmozhi M. Organisational Climate,
Job Satisfaction
February
1988
Seminar on Organisational
Climate, Vellore
44. Thenmozhi M. Performance Indicators for
State Financial Institutions
March
1987
Seminar on
Entrepreneurial
Development and
Development Banking,
Madras
Working Papers
Author Title Publisher Year Citation
1. Thenmozhi M. and Abhijeet Chandra
India VIX and Risk Management
National Stock Exchange of India Working paper
July, 2013
Citations: 14
2. Malhotra, M. and Thenmozhi M. and Arun Kumar, G.
Factors Influencing Abnormal Returns around Bonus and Rights Issue Announcement
Madras School of Economics Working Paper Series
2010
3. Thenmozhi M. and Manish Kumar
Dynamic Interaction among Mutual Fund Flows, Stock Market Return and Volatility
NSE Research Initiative Paper No.50, National Stock Exchange, Mumbai
March 2009 Citation: 22
4. Thenmozhi M. Futures Trading, Information and Spot Price Volatility of NSE-50 Index Futures contract
NSE Research Initiative Paper No. 17, National Stock Exchange, Mumbai
Nov. 2002 Citation: 98