Faculty Directory A to Z

• Research Market microstructure, High frequency trading, Commodity markets, Risk management, Time series econometrics, Firm financing

Finance Research Group, IGIDR

Research Consultant (Project basis) - May 2016 onwards

• Working on projects related to Indian securities markets:
• Examine the design of products at commodity exchanges for different participants
• Impact of regulatory interventions on securities markets

Macro-Finance Group, NIPFP

Consultant - February 15, 2016 to August 5, 2016

• Worked on ongoing projects on macroeconomic and financial markets issues
• Part of the team building the new warehousing infrastructure in collaboration with WDRA

Finance Research Group, IGIDR

Research Associate - August 1, 2013 to December 31, 2015

• A consultancy project with a private equity firm evaluating performance of in-vestee firms
• Engaged in projects involving policy related support on securities markets

• Impact of demonetization on perishable and non-perishable commodities (with Sudha Narayanan).Interviewed on NDTV by Radhika Bordia on the show, India Matters; cited by Jean Dreze in his interview with the ET; cited by The Economist in the article, Modi's at- tempt to crush the black economy is hurting the poor
• Does an exchange listing reduce financial constraints and improve firm's performance:
  Evidence from an Indian experiment (with Susan Thomas)
• Does introduction of commodity derivatives make farmers better off? (with Sargam Jain and Sudha Narayanan)
• Do regulatory hurdles on algorithmic trading work? (with Venkatesh Panchapagesan and Susan Thomas)
• Liquidity provision in a high frequency environment (with Chirag Anand and Susan Thomas)

• Making sense of algorithmic trading (with Susan Thomas) in Business Standard, March 2, 2017
• Why it's time to reconsider the commodities transaction tax (with Arpita Pattanaik and Anjali Sharma) on The Wire, January 27, 2017
• Agrimarkets and Demonetization: A 50-day report (with Sudha Narayanan) in Farmers' Forum, Dec 2016 - Jan 2017 Issue
• Unified agricultural markets: Where are the reforms lacking? (with Sargam Jain and Sudha Narayanan) on Ideas for India, January 2, 2017
• Demonetisation alone can't turn agricultural markets cashless (with Sudha Narayanan) in The Wire, November 25, 2016, republished on Ideas for India, November 30, 2016
• Are fleeting orders by high frequency traders a source of market abuse? (with Chirag Anand) on Ajay Shah's blog, August 29, 2016
• SEBI's new "trade annulment" policy (with Chirag Anand ) on Ajay Shah's blog, August 7, 2015
• Self trading is not synonymous with market abuse (with Chirag Anand, Shefali Malhotra and Bhargavi Zaveri) on Ajay Shah's blog, July 29, 2015
• The changing landscape of equity markets (with Chirag Anand ) on Ajay Shah's blog, July 10, 2015
• Rebuilding trust (with Susan Thomas) in The Financial Express, October 22, 2014
• What role is played by the commodity futures in India (with Susan Thomas) on Ajay Shah's blog, September 10, 2014
• What does algorithmic trading do to market quality (with Susan Thomas) on Ajay Shah's blog, September 1, 2014
• Concerns about individual investors on the Indian equity markets (with Rohini Grover and Susan Thomas) on Ajay Shah's blog, July 29, 2014

• NSE Award for Best Thesis in Financial Economics, 2016