Qualification : Ph.D. in Finance and Accounting, IIM Lucknow
Functional Area : Finance

Work Experience (Academic)

IIM Raipur – Visiting Assistant Professor (Full Time) (Nov 2019 to June 2022)

Work Experience (Industrial)

State Bank of India – Probationary Officer (Sep 2013 to May 2015)

Academic Qualifications

• PhD, Finance and Accounting, IIM Lucknow (2015-2019)
• Master of Finance and Control, University of Delhi (2011-13)
• B.A. (Honours) Business Economics, Shivaji College, University of Delhi (2008- 2011)

Research

Areas: Asset Pricing, Machine Learning in Finance, Macro-Finance, Accounting

Publications

• Lalwani, V. and Meshram V. (2021) The cross-section of Indian stock returns: evidence using machine learning, Applied Economics (ABDC-A)
• Lalwani, V. and Meshram V. (2021) Predicting intra-day cryptocurrency returns: A sparse signals approach, Journal of Prediction Markets (ABDC – B)
• Lalwani, V. and Chakraborty M. (2019) Multi-factor asset pricing models in emerging and developed markets. Managerial Finance 46-3:360-380. (ABDC – B)
• Lalwani, V., Sharma U. and Chakraborty M. (2019) Investor reaction to extreme price shocks in stock markets: A cross country examination, IIMB Management Review 31-3:258-267. (ABDC – B)
• Lalwani, V. and Chakraborty M. (2019) Aggregate earnings and gross domestic product: International Evidence., Applied Economics 1-17. (ABDC – A)
• Lalwani, V. and Chakraborty M. (2018) Asset pricing factors and future economic growth, Economics Letters 168:151-154. (ABDC – A)
• Lalwani, V. and Chakraborty M. (2018) Quality investing in the indian stock market, Managerial Finance 44-2:127-141. (ABDC – B)