|Qualification||Ph.D. from Indian Institute of Technology Madras, Five Year Integrated Master’s in Economics from Indian Institute of Technology Madras|
Dr. Devika Arumugam is a Ph.D. (Finance) from Indian Institute of Technology Madras (IITM). She also holds a Five-year Integrated Master’s in Economics from IITM. She is a Fulbright scholar and worked as a Visiting Researcher at Goizueta Business School, Emory University, USA. She specializes in the area of Algorithmic Trading.
1. Arumugam, Devika, and P. Krishna Prasanna. “Commonality and contrarian trading among algorithmic traders.” Journal of Behavioral and Experimental Finance (2021): 100495. DOI: https://doi.org/10.1016/j.jbef.2021.100495 (ABDC rank: A)
2. Arumugam, Devika, and P. Krishna Prasanna. “A Game of Hide-and-Seek between Proprietary and Buy-Side Algorithmic Traders: Causal links with Market Quality.” Applied Economics (2021). DOI: https://doi.org/10.1080/00036846. 2021.1907290 (ABDC rank: A)