BRIEF RESUME -...

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

http://www.ssrn.com/

mailto:[email protected]

http://papers.ssrn.com/abstract=876556

https://www.researchgate.net/profile/Thenmozhi_M/

http://scholar.google.co.in/citations?hl=en&user=W-EhR2YAAAAJ



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

https://doi.org/10.1177%2F0972652719831550

https://doi.org/10.1177%2F0972652719831550

https://doi.org/10.1177%2F2158244018823082

https://doi.org/10.1177%2F2158244018823082

https://doi.org/10.1177%2F2158244018823082

https://www.sciencedirect.com/science/journal/15660141/34/supp/C

https://doi.org/10.1177%2F0972652717751536

https://doi.org/10.1177%2F0972652717751536

https://doi.org/10.1177%2F0972652717751536

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

http://www.springer.com/journal/40622

http://www.springer.com/journal/40622

https://doi.org/10.1016/j.ribaf.2016.01.008

https://doi.org/10.1016/j.ribaf.2016.01.008

https://link.springer.com/journal/521/27/4/page/1

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


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.

http://www.inderscienceonline.com/doi/abs/10.1504/IJMOM.2014.067361




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


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


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


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


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


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


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

http://inderscience.metapress.com/content/x511k5537352/?p=82ac3eae3ffd48779b694e62ba5e477d&pi=0

http://inderscience.metapress.com/content/x511k5537352/?p=82ac3eae3ffd48779b694e62ba5e477d&pi=0









http://www.publishingindia.com/ijfm/

http://www.publishingindia.com/ijfm/

http://www.publishingindia.com/ijfm/30/130/2012/

http://www.publishingindia.com/ijfm/30/130/2012/

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


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


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


Short-Term Interest Rates and Macroeconomic Variables: An OLS Model


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


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


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


“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


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


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


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


17. Kayalvizhi, P and Thenmozhi, M.

Quality Of Innovation Impacts Foreign Direct Investment: A Panel Analysis

Jan 2-5, 2016


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


Performance and Price Discovery of Gold Exchange Traded Funds.,.

June 24-27, 2014

Asian Finance Association – Bali, Indonesia


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,


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


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


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


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


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

http://www.optimization-in-finance.ca/




http://www.informatik.uni-trier.de/~ley/db/conf/iq/iq2008.html#HaroldT08



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


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)


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)


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.


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


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


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


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


18. Vijayagopal V and M. Thenmozhi

The internationalization of family business – looking for evidence from the Indian stock market

12-13, August, 2016


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


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


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


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


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


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


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


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


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


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




Markets, Mumbai

13. Thenmozhi M.

and Radha S.

Forecasting Short Term

Interest Rates using

ARMA, ARMA-GARCH

and ARMA-EGARCH

models

December

2005




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


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


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


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

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