IIT Madras

Department of
Management Studies

Dr. Krishna Prasanna P
Faculty Profile

Dr. Krishna Prasanna P

Professor
Ph.D. (2004) — University of Madras
M.Phil (1990) — Osmania University
M.Com (1988) — Osmania University
M.B.A. (Finance) — University of Madras
pkp@iitm.ac.in +91-44-2257 4571 Office: DoMS 301

Areas of Interest

Teaching Interests

Financial Management Financial Accounting Security Analysis & Portfolio Management International Finance Corporate Governance

Research Interests

Corporate Governance Stock Market Analysis Corporate Finance Fixed Income Markets Financial Risk Management

Selected Journal Publications

Rintu Anthony and Krishna Prasanna, "Sovereign Bonds in Emerging Asia: Do Investors Demand Liquidity Premium?", The Journal of Fixed Income, 2019.

Article Link ↗

Krishna Prasanna and Sowmya, "Yield curve in India and its interactions with the US bond Market", International Economics and Economic Policy, 2016.

DOI Link ↗

Krishna Prasanna and Sowmya, "Linkages in the term structure of interest rates across sovereign bond markets", Emerging Markets Review, 2016.

DOI Link ↗

Krishna Prasanna and Geetha, "Governance and risk interdependencies among family owned firms", Corporate Ownership & Control Journal, 2016.

Krishna Prasanna P, "Impact of corporate governance regulations on Indian stock market volatility and efficiency", International Journal of Disclosure and Governance, 2013.

DOI Link ↗

Awards & Honours

Best Paper Award (2013)

"Determinants of Non Performing Loans in Indian Banking System", International conference in Economics and finance (ARC 2013), Kochi.

Best Paper Award (2012)

"Information Assimilation among Indian stocks: Impact of turnover and firm size", Athenaeum 2012, BIM Trichy.

Best Paper Award (2007)

"Impact of Foreign Institutional Investment on Indian Stock Markets", International conference on Emerging Financial markets, Coimbatore.

Research in Progress

Saranya and Krishna Prasanna: Jump Contagion across International Stock Markets.

Suraj Kumar and Krishna Prasanna: Global Financial Crisis: Dynamics of Liquidity Risk in Emerging Asia.

Selected Conference Papers

"Determinants of Non Performing Loans in Indian Banking System", International conference in Economics and finance – ARC 2013 at Kochi, 25-26, July 2013.

"Impact of Financial crisis on Indian Commodity Markets: Structural breaks and Volatility dynamics", The 51st Meeting of the EWGFM, London, 16-18 May 2013.

"Portfolio Risk Management with Higher Moments in Global Stock Markets", 3rd Global Accounting, Finance and Economics conference, Melbourne, Australia, 5-7 May 2013.