Vijaya Bhaskar Marisetty

Professor

 

Area:                         Finance and Machine Learning

Affiliation:                University of Hyderabad

Email :                        marisetty@uohyd.ac.in

Telephone office:      040 23134425,

Mobile:                       +91 7997105997

Professor Marisetty has joined as a Professor in Finance in 2018. Earlier, he worked at RMIT University, IIM Bangalore and Monash University. He research on Indian Financial Markets is widely cited in the top journals. He received several best paper awards and teaching and research excellence awards. Currently, he focuses on emerging markets corporate finance, financial regulation and machine learning applications in finance.


He teaches investments in the MBA programs and research issues in the PhD program.

PostDoc                                 Wharton School, University of Pennsylvania and Indian School of Business

Ph.D                                        Monash University

Masters by Research          RMIT University
MBA                                       Sri Krishna Devaraya University, Anantapur.


Research Interests
Emerging Markets Finance; Indian Financial Markets and Regulation; Machine Learning Applications in Finance; Financial Inclusion and Fintech.
Journal Publications

1. SantoshAnagol, VijayaMarisetty, Renuka Sane and BuvaneshwaranVenu- gopal, 2017, On the Impact of Regulating Commissions: Evidence from the Indian Mutual Funds Market, World Bank Economic Review, 30, 1.


2. Saikat Deb, PetkoKalev, and VijayaMarisetty, 2017, Volatility and Price Limits, Pacific Basin Finance Journal, accepted.


3.Yangyang Chen, W. Robert Knechel, Vijaya B. Marisetty, Cameron Truong, and MadhuVeeraraghavan , 2017. Board Independence and Internal Control Weakness: Evidence from SOX 404 Disclosures.  AUDITING: A Journal of Practice &Theory, accepted.


4. Invited paper: SharifaAdlina, Rubi Ahmad, and VijayaMarisetty, Bank risk and deposit insurance  premium in a dynamic panel model: Evidence from Malaysian dual banking system, Pacific Basin Finance Journal, invited for spe- cial issue on Islamic Banking (received research excellence award from the Jour- nal).


5. Saikat Deb, PetkoKalev, and VijayaMarisetty, 2013, Flexible price limits: the case of Tokyo Stock Exchange, Journal of International Financial Markets, Institutions and Money, 24, 66-84.


6. M.Ariff and VijayaMarisetty, Panel data approach to identify factors cor- related with equity market risk premiums in developed and emerging markets, 2012, Quantitative Finance, 12, 107-118.


7. KiranKotha, VarshaMamidi, and VijayaMarisetty, 2011, Global markets exposure and price efficiency: A case of NYSE listed Indian firms, Journal of International Financial Markets, Institutions and Money,   21, 686-706.


8.Saikat Deb and VijayaMarisetty, 2010, The information content of the IPO grading, Journal of Banking and Finance, 34, 9, 2294-2309.


9.Saikat Deb, PetkoKalev, and VijayaMarisetty, 2010, Are price limits re- ally bad for equity markets? Journal of Banking and Finance, 34, 10, 2462- 2471.

10. VijayaMarisetty and Marti G Subrahmanyam, 2010, Group affiliation and the performance of IPOs in the Indian stock market, Journal of Financial Markets, 13, 1, 196- 223.


11. VijayaMarisetty, Alastair Marsden and Madhu Veeraraghavan,2008, Price effects surrounding rights issues in the Indian stock market, Pacific Basin Finance Journal, 16, 3, 316-340.


12. Francis In, Robert Faff, and VijayaMarisetty, 2008, Analysing the Performance of Managed Funds using the Wavelet Multiscaling Method, Review of Quantitative Finance and Accounting, 31, 51-70.


13. Keryn Chalmers and VijayaMarisetty, Corporate ownership and earnings informativeness of Indian firms, International Review of Finance, Conditionally Accepted.


14. Robert Faff, Ben Langford, and VijayaMarisetty, 2006, On the choice of Australian superannuation funds, Journal of Financial Services Research, 29, 255-279 (received citation of excellence award for being one of the top 50 cited papers among 15,000 papers in all areas of management science).


15. VijayaMarisetty and George Woodward,2005, Introducing non-linear dy- namics to two- regime market model, Quarterly Review of Economics and Fi- nance,45, 4/5, p559-581 (Lead article and ranked 7th in the TOP 25 papers published in this journal).


16. M.Ariff, D.K Malhotra, and VijayaMarisetty, 2005, Cost Efficiencies in the Management of Superannuation Funds in Australia, International Journal of Finance, Volume 17, Number 3.


17. VijayaMarisetty and Harminder Singh, 2005, On the extant of speculative activity in the Indian stock market during badla and post-badla periods, ICFAI Journal of Applied Finance.


18. Saikat Deb and VijayaMarisetty, 2004, The conditional performance of close-end funds: evidence from Indian market, International Journal of Finance,Vol. 16, Number 4.


19. VijayaMarisetty, D.K Malhotra and Rand Martin, 2004, An empirical analysis of Australian superannuation fund expenses, Review of Pacific BasinFinancial Markets and Policies Vol. 7, No. 4 (Lead article).


20. VijayaMarisetty, 2003, Measuring productivity of stock exchanges using price adjustment
coefficients, International Review of Finance, 4, 77-99.


21. M. Ariff and VijayaMarisetty, 2003, Timing and selection skills of Australian retail superannuation fund managers, International Journal of Finance,vol.15 (1).


22. VijayaMarisetty and Vedpuriswar, 2003, The dynamics around Sensex re- constitutions, ICFAI Journal of Applied Finance.


23. VijayaMarisetty, 2002, Testing the level of world equity market integration, ICFAI Journal of Applied Finance, Vol 8 (1).

24. VijayaMarisetty and Vedpuriswar, 2002, Asymmetry in Indian stock returns, ICFAI Journal of Applied Finance, 8 (3).


25. VijayaMarisetty and Vedpuriswar, 2002, Size effect in Indian stock market-an empirical study, ICFAI Journal of Applied Finance, 8(5).


Recognitions and Awards

Year 2015:  Teaching Recognition Award for getting 100% in both, Overall Satisfaction Rate
and General Teaching Scale.


Year 2013:  Pacific-Basin Finance Journal Research Excellence Award for the paper (jointly co-authored with SharifaAdilna and Rubi Ahmad) titled: Bank risk and deposit insurance premium in a dynamic panel model: Evidence from Malaysian dual banking system.

Year 2012:

1. Selected as Peer Reviewer for Excellence in Research in Australia (ERA) 2012
review process constituted by the Australian Research Council.

2. Best paper award at the
Internal Conference of Banking and Finance, Bangalore, India(Private placements to owner
managers: theory and evidence, joint co-authored with Ravi Anshuman and Marti
Subrahmanyam).


Year 2011:

1. Chartered Financial Analysts Institute (CFA, USA) Best Paper Award at the
Asian Finance Association Meetings 2011, Macau, China. (Pri- vate placements to owner
managers: theory and evidence, jointly co-authored with Ravi Anshuman and Marti
Subrahmanyam).


2. RMIT Business Research Excellence Award for the year 2011.


3. Deepak C Jain Award for best doctoral conference paper for the year 2011, IMR Doctoral
Conference, 2011 (awarded to my doctoral student NarahariHansoge for jointly co-authored
paper titled: Economic Transition and the Value of Business Group Affiliation-Evidence
from the Indian Market).


Year 2010:

1. Distinguished Visiting Fellowship to study on India awarded by the University
of Nottingham, UK (declined due to personal constraints).


2. Invited External Assessor for the PhD program in finance, University of Malaya, Malaysia.


Year 2008:

1. Executive Board Member, Asian Finance Association 2008- 2010 (Asian
Finance Association is the apex finance research community body in Asia).

2. Invitation to
address at the Harvard Project of Asian and International Relations (HPAIR business
conference 2008) as a subject expert on the current status of family business conglomerates.


3. Invitation by Indian Government owned National Institute of Securities Markets (research
branch of Securities Exchange Board of India) to lead a team for setting up a Network of
Securities Markets Data Interface (for both scoping and execution of the project).


4. Invitation for being a weekly columnist by a popular Indian newspaper : Daily News and
Analysis (DNA).


5. Invitation as a visiting scholar at the Indian School of Business 2008-2009.


Year 2007:

 Best research paper award at the First National Conference on Indian Capital
Market: Emerging Issues, 2007 (Order flow dynamics and market efficiency when local
markets compete with global markets, jointly co-authored with Kiran Kumar).


Year 2006:

Citation of Excellence Award from Emerald Publishers Group for outstanding
contribution to the literature and body of knowledge (jointly co-authored with Robert Faff
and Ben Langford, On the choice of Australian superannuation funds, Journal of Financial
Services Research, 29, 255-279 (June 2006))


Year 2005:

1. Post-Doctoral Fellowship (at the Wharton School, University of Pennsylvania
and Indian School of Business, India) for doing research on Indian family business groups.

2. Best research paper award at the International Conference on Emerging Markets, SEBI-

ICFAI 2005 conference, Mumbai, India. (jointly co-authored with Keryn Chalmers,
Corporate ownership and earnings informativeness of Indian firms).


Year 2003:

1. Best research paper award at the International Conference of Business and
Finance (Philadelphia University, USA), December 2003 (A gen- eralized approach to
measure market timing skills of fund managers: Theory and evidence, jointly co-authored
with George Woodward).


Year 2000: 1. Australian Graduate School of Entrepreneurship Doctoral Scholarship from
Swinburne University of Technology, Australia (discontinued due to job offer at Monash
University).

Year 1993: 1. Government of India scholarship for B.Com course.

1. Research methods for managers (Core course for MBA)
2. Research methodology (Foundation course under CBCS)