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| Name | Devika Arumugam |
| Qualification | Ph.D. from Indian Institute of Technology Madras, Five Year Integrated Master’s in Economics from Indian Institute of Technology Madras |
| Contact No. | +91-731-2439409 |
| devikaa@iimidr.ac.in | |
| Curriculum Vitae | Download |
- Brief Profile
- Research Publications
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.
Research Publications:
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)