PRADEEP K. YADAV
Professor Yadav's research and consulting interests are in market microstructure; options; futures; risk management; ownership structure and corporate governance; and mergers and acquisitions. He has published extensively in leading finance journals, including the Journal of Finance, Journal of Financial Economics, Journal of Banking and Finance, Mathematical Finance, Journal of Futures Markets and the Journal of Derivatives; and serves on the Editorial Board of the Review of Finance. Professor Yadav was awarded the New York Stock Exchange Prize for the best paper on Market Microstructure in 2003; the year 2000 Robert J. Schwartz Memorial Prize of the Fisher Black Memorial Foundation and the International Association of Financial Engineers for the most original research paper on derivatives; a Chicago Board of Trade Prize for Best Paper on Futures in 1993; and the UK Q-Group Best Paper Prize for 1989. He was selected as an Academic Fellow of the Institute of Chartered Accountants of England and Wales in 1992. Professor Yadav has also received several grants, totaling well in excess of $1 million, from the UK Economic and Social Research Council, the Scottish Higher Education Funding Council and the Center for the Study of Futures Markets at Columbia University. He has also Chaired or Co-Chaired more than a dozen international conferences. Professor Yadav has served as Vice-President (2003) and as President (2004) of the European Finance Association. He currently serves on the Editorial Board of the Review of Finance, and as a member of the CAF Board of Advisors of the Indian School of Business (set up by the Kellogg School at Northwestern University, the Wharton School at the University of Pennsylvania, and the London Business School, and rated in the top 20 globally by the Financial Times). Currently, he is also (Visiting) Professor at the Lancaster University Management School in England and CFR Research Fellow at the University of Cologne in Germany. Before coming to Price College, Professor Yadav served as Professor and Finance Chair at Lancaster University in England and as full-time Visiting Professor at the Stern School in New York University and the Anderson School in the University of California in Los Angeles (UCLA). Before joining academia, Professor Yadav worked as Managing Director and Deputy Managing Director in public sector corporations, and held other senior public sector management positions. He has also served as a non-executive Director on the Board of Directors of about twenty companies.
Research Interests/Areas
- Market Microstructure
- Risk Management
- Options: Early Exercise Premium in American Option Pricing, Implied Risk Neutral Distributions
- Futures: Index futures pricing
- Ownership Structure and Corporate Governance
- Mergers and Acquisitions
Selected Publications and Working papers
Address:
OU Price College of Business
Division of Finance
AH 205E,
Norman, Oklahoma 73019
contact:
Tel: 405-325-6640
Fax: 405-325-2096
