Jayaram Muthuswamy

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Jayaram Muthuswamy
Occupation Associate professor of finance
Employer Kent State University

Dr. Jay Muthuswamy is an associate professor of finance at Kent State University. Muthuswamy’s research areas include pricing of exotic derivatives, asset price equilibrium and high frequency financial econometrics.[1]

He has written many research papers [2] including a paper co-authored with the late Nobel Laureate Merton Miller about the regulation of high frequency stock index futures arbitrage.

He is currently actively researching the problems of high frequency correlation measurement and analysis when trading is obscured by low liquidity. Muthuswamy holds a PhD from the University of Chicago, an MS from Stanford, an MBA from Wharton, and a BA from the London School of Economics.

Muthuswamy serves on the editorial boards of the Journal of Futures Markets, as well as the Review of Futures Markets.

Background

Muthuswamy has had stints with Singapore Management University, Griffith University, University of Sydney, National University of Singapore and Duke University.

Education

Published Papers

  • A Decomposition of Conditional Correlations in US Equities[3], Ralph Brian Balyeat and Jayaram Muthuswamy
  • The Implied Volatility of Australian Index Options[4], Sean Dowling and Jayaram Muthuswamy
  • The Correlation Structure of Unexpected Returns in U.S. Equities[5], Ralph Brian Balyeat and Jayaram Muthuswamy

References

  1. Speakers - Jayaram Muthuswamy, PhD. MFA.
  2. Abstract - Momentum Returns in Australian Equities: The Influences of Size, Risk, Liquidity and Return Computation. Science Direct.
  3. A Decomposition of Conditional Correlations in US Equities. Social Science Research Network.
  4. The Implied Volatility of Australian Index Options. Social Science Research Network.
  5. The Correlation Structure of Unexpected Returns in U.S. Equities. Social Science Research Network.
Catgegory:University Professors