91探花

Education

• Ph.D., Finance, Virginia Tech, 2016
• Masters in Financial Engineering, Institute for Financial Management & Research, 2011
• Bachelors of Technology in Mechanical Engineering, Indian Institute of Technology Kanpur, 2007

Research Interests

• Empirical Investments: Market Efficiency, Short Selling, Earnings Analysis, Options Markets
• Behavioral Finance

Publications

• Fodor, Andy, Kelley B. Lovelace, Vijay Singal, and Jitendra Tayal. "Does Firm Life Cycle Stage Affect Investor Perceptions? Evidence from Earnings Announcement Reactions." Review of Accounting Studies, Forthcoming.
• Ramachandran, Lakshmi Shankar, and Jitendra Tayal. "Mispricing, short-sale constraints, and the cross-section of option returns." Journal of Financial Economics (JFE), Forthcoming.
• Bergsma, Kelley, Andy Fodor, Vijay Singal, and Jitendra Tayal. "Option trading after the opening bell and intraday stock return predictability." Financial Management (2019).
• Bergsma, Kelley, and Jitendra Tayal. "Short interest and lottery stocks." Financial Management 48, no. 1 (2019): 187-227.
• Singal, Vijay, and Jitendra Tayal. "Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets." Journal of Futures Markets 40, no. 3 (2020): 479-500.
• Bergsma, Kelley, and Jitendra Tayal. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic." International Review of Financial Analysis (2020): 101511.

Awards

• Rising Star Award, Tenure-track faculty, College of Business, 91探花, 2021
• Senior Class Finance Teacher of the Year, 91探花, 2021
• College of Business Excellence in Research, 91探花, 2019, 2020, 2021
• College of Business Excellence in Teaching, 91探花, 2021
• College of Business Research Seed Grant, 91探花, 2020
• Ellsworth Holden Finance Faculty Award, 91探花, 2019
• Best Paper Award at FMA Applied Finance Conference, 2019
• Outstanding Doctoral Dissertation Award, Virginia Tech, 2017
• Graduate Student Teaching Award, Virginia Tech, 2015
• Doctoral Summer Research Grant, Virginia Tech, 2014
• American Finance Association (AFA) Travel Grant, 2014
• Richard E. and Carol A. Sorensen Fellowship, Virginia Tech, 2012
• Richard E. and Carol A. Sorensen Fellowship, Virginia Tech, 2011
• Gold Medalist in the Financial Engineering Program, IFMR, 2011

Biography

Jitendra Tayal completed his Ph.D. in Finance with a research focus on market efficiency. Prior to joining the Ph.D. program, he worked in the exotic derivatives division at Credit Suisse after completing his Masters in Financial Engineering. In addition, he worked as an operations executive with Godrej Group in India following his Bachelors of Technology in Mechanical Engineering from IIT Kanpur.

Additional Information