ABON MOZUMDAR
Associate Professor of Finance
Department of Finance
Pamplin College of Business
Virginia Tech
7054 Haycock Road, Room 352NOVA
Falls Church, VA 22043.
Office: Northern Virginia Center, Room 352
Phone: 703-538-8414
Fax: 703-538-8415
E-mail: abon@vt.edu
Spring 2009 Teaching Schedule:
- TBA
- Online teaching material from earlier courses:
Material on Interest Rates and Fixed Income
Material on the Financial and Economic Environment of Business
Spring 2009 Office Hours:
- TBA
Education and Certification
Ph.D. (Finance), New York University,1996
M.B.A. (Finance & Marketing), Indian Institute of Management, Calcutta, 1990
B.Tech. (Electrical Engineering), Indian Institute of Technology, Delhi, 1988
Teaching:
Dr. Mozumdar currently teaches at the NOVA Campus. He has taught in Blacksburg and won the Pamplin College of Business Teaching Excellence Award. Prior to his joining Virginia Tech, he was an Instructor in Finance at the Stern School of Business, New York University. He has taught courses at the undergraduate, MBA and PhD.
Research:
Dr. Mozumdar has published in reputed academic and practitioner journals such as Journal of Banking and Finance, Journal of Business, Journal of Financial Economics and Journal of Financial and Quantitative Analyses. His current work relates to time variation in liquidity.
Business Experience:
Prior to his PhD, Dr. Mozumdar worked as an Assistant Manager for Citibank and as a Technical Director for Synergy Systems Pvt. Limited in India.
Professional Achievements:
Dr. Mozumdar is a member of the American Finance Association and the Western Finance Association. He has been a discussant at the Annual Meetings for the Financial Management Association. He has refereed for journals such as the Journal of Finance, Journal of Financial and Quantitative Analyses and the Journal of Futures Markets.
Additional Information:
Research Publications:
- Predictable Changes in Yields and Forward Rates, with David Backus, Silverio Foresi, and Liuren Wu. Journal of Financial Economics, March 2001.
- Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk. Journal of Financial and Quantitative Analysis, June 2001.
- Foreign Currency Denominated Debt: An Empirical Examination, with Simi Kedia. Forthcoming in the Journal of Business.
- The Investment-Cash Flow Sensitivity Puzzle: Can Negative Cash Flow Observations Explain It?, with George Allayannis. Forthcoming in the Journal of Banking and Finance. Presented at the WFA conference, June 2001, Tucson. Some additional details are available in an earlier version.
- Cash Flow, Investment, and Hedging, with George Allayannis. Under review. Presented at the AFA conference, January 2001, New Orleans.
- Default Risk of Interest Rate Swaps: Theory and Evidence. Under revision for resubmission.
- Performance Impact of Employee Stock Options, with Simi Kedia. Under review.
- Financial Market Development and the Importance of Internal Capital Markets: Evidence from International Data, with Saiyid S. Islam.