Kiran Kumar holds PhD from Indian Institute of Science Bangalore and MA in Economics from Hyderabad Central University. Currently he is an Associate Professor and Chair, Finance & Accounts area at the Indian Institute of Management Indore. Prior to joining IIM Indore, he worked with National Institute of Securities Markets, Mumbai; Indian School of Business, Hyderabad and ICICI Research Centre, Chennai.
His research interests include high frequency trading, market microstructure and derivatives. He has published several papers and cases in national and international journals in the areas of capital markets and corporate finance. Five of his papers were conferred the best paper award in national and international conferences. His teaching interests include Quantitative Finance, Financial Econometrics and Investment Analysis.
Google scholar page: https://scholar.google.co.in/citations?user=31j4dboAAAAJ&hl=en
His recent research works are:
- Stock Liquidity and Firm Value: Evidence from a Policy Experiment in India, forthcoming in International Review of Finance. Co-authored with Shameem Jawed. Accepted in 2018.
- Options Order Flow, Volatility Demand and Variance Risk Premium, forthcoming in Multinational Finance Journal. Co-authored with Prasenjit Chakrabarti. Accepted in 2018.
- Mis-pricing in Single Stock Futures: Impact of Volatility, Liquidity and Short Sale Constraints, forthcoming in Emerging Markets Finance and Trade. Co-authored with R L Shankar & Ganesh Shankar. Accepted in 2018.
- FIIs Trading Activity and Intraday Volatility, Economic and Political Weekly, Vol 51 (12), 19th March 2016, pp 133-141. Co-authored with Ravi Anshuman and Rajesh Chakrabarti.
- Information Asymmetry and Information Content of Insider Trades: Evidence from Indian Stock Market, Journal of Multinational Financial Management, Vol. 34, March 2016, pp 65-79. Co-authored with Yogesh Chauhan and Chakrapani Chaturvedula.
- Foreign Fund Flows and Stock Returns: Evidence from India, joint work with Viral Acharya, NYU and Ravi Anshuman, IIM‐Bangalore. Presented at the Inaugural India Research Conference at NYU, May 20, 2016. https://www.iimcal.ac.in/sites/all/files/pdfs/inaugural_india_conference_nyu_stern.pdf