Venkat R. Eleswarapu Ph.D.
Education
Ph.D., University of Iowa, Iowa City, IA., 1992
M.S.,University of Utah, Salt Lake City, UT., 1985
B.Com., University of Madras, Madras, India, 1983
Areas of Interest
Teaching: Investments, Corporate Finance and International Finance
Research: Market Microstructure, Market Efficiency, Asset Pricing
Areas of Expertise
Investments
Corporate Finance
International Finance
Market Microstructure
Market Efficiency
Asset Pricing
Professional Experience
Assistant Professor 1999-Present
Southern Methodist University, Dallas, TX
Senior Lecturer 1994-1998
Auckland University, Auckland, New Zealand
Visiting Faculty 1993-1994
I.I.M., Bangalore, India
Instructor 1992-1993
Teaching Assistant 1987-1992
University of Iowa, Iowa City, IA
Financial Consultant 1985-1986
S.B.D.C., Salt Lake City, UT
Refereed Publications
“The Impact of Regulation Fair Disclosure: Trading costs and Information asymmetry,” (with Rex Thompson and Kumar Venkataraman). Journal of Financial and Quantitative Analysis, June 2004.
“The Predictability of Aggregate Stock Market Returns: Evidence based on Glamour stocks,” (with Marc Reinganum). Journal of Business, April 2004.
“Deregulation and Capital Market Integration: A study of the New Zealand Stock Market,” (with J.B. Chay), Pacific Basin Finance Journal, January 2001.
“Short term traders and Liquidity: A test using Bombay Stock Exchange data,” (with Henk Berkman), Journal of Financial Economics, March 1998.
“Cost of Transacting and Expected Returns in the NASDAQ Stock Market,” The Journal of Finance, December 1997. Abstracted in the CFA Digest, Summer 1998, Volume 28(3).
“Cross-sectional determinants of New Zealand Share Market Returns,” (with Paul Bryant), Accounting & Finance, November 1997.
“Business Cycles and Stock Market Returns: Evidence Using Industry Based Portfolios,” (with Ashish Tiwari), Journal of Financial Research, Spring1996.
“Liquidity, Ownership Structure and Stock Returns: Empirical Study of the Bombay Stock Exchange,” (with Chandrasekhar Krishnamurti) Research in International Business and Finance, 1996 (edited by John Doukas and Larry Lang) Annual Series of JAI Press.
“The Seasonal Behavior of the Liquidity Premium in Asset Pricing,” (with
Marc Reinganum), Journal of Financial Economics, December 1993.
Other Publications
"Determinants of the Cost of Equity in New Zealand," (with Paul Bryant) The New Zealand Investment Analyst, October 1997. Won First Prize in the awards made by the New Zealand Society of Investment Analysts.
"Non-Voting Shares and Corporate Control," The ICFAI Journal of Applied Finance, January 1996. Published by the Institute of Chartered Financial Analysts of India.
Work-in-Progress
“The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis,” (with Kumar Venkataraman). Under 3rd review at the Review of Financial Studies
“Testing for Negative Expected Market Return Premia” (with Rex Thompson)
“Social Interaction and Noise Trading: The Effect of Population Density on Stock Turnover”
“Delayed Reaction and Stock Return Predictability: An examination of Industry-wide Earnings Information”
Conferences / Invited Presentations
Indian School of Business, Hyderabad, India, August 2004
Conference on Financial Economics and Accounting, Bloomington, November 2003
Texas Finance Festival, San Antonio, April 2003
Georgia Tech Conference on International Finance*, Atlanta, April 2003
Texas Christian University, Forth Worth, October 2002.
Western Finance Association Meetings, Salt Lake City, June 2002.
Yale-Nasdaq Conference, New Haven, May 2002.
American Finance Association Meetings, New Orleans, January 2001.
University of Otago, Otago, New Zealand, May 1998.
Southern Methodist University, Dallas, February 1998.
Western Finance Association Meetings, San Diego, CA. July 1997.
Financial Management Association Meetings*, Hawaii, October 1997.
APFA/PACAP Conference, Taipei, Taiwan, July 1996.
Indira Gandhi Institute of Development Research, Bombay, India, March 1994.
Securities Exchange Board of India Conference, Assam, India, November 1993.
University of Auckland, Auckland, New Zealand, March 1993.
Financial Management Association Meetings, October 1992.
Indian Institute of Management, Ahmedabad, India, June 1991.
University of Manitoba, Manitoba, Canada, February 1991.
*Co-author presentations.
Professional Activities
Ad hoc Referee for:
Accounting and Finance
Economic Inquiry
Financial Management
International Review of Finance
Journal of Banking and Finance
Journal of Business
Journal of Economics and Finance
Journal of Empirical Finance
Journal of Financial Research
Journal of International Money and Finance
Management Science
New Zealand Journal of Business
Pacific Basin Finance Journal
Review of Quantitative Finance and Accounting
Served on the Program Committee of the FMA Meetings and APFA/PACAP conference.
Served as a Chair / Discussant at:
WFA meetings, FMA Meetings, APFA/PACAP conference and Yale-Nasdaq conference.
Awards, Grants and Honors
Leo F. Corrigan Jr. Junior Faculty Research Fellowship, S.M.U., Summer 2002
Outstanding Research Award, Auckland University, 1997
Ponder Merit Grants, University of Iowa, 1988-1992
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