Sris Chatterjee

Sris Chatterjee - Business faculty

Professor
Gabelli Chair in Global Security Analysis
Finance and Business Economics
Joined Fordham: 1989

General Information:
45 Columbus Avenue, Room 603,
New York, NY 10023

Email: Chatterjee@fordham.edu

Biography

Sris Chatterjee is a full professor in the finance and business economics area.

Professor Chatterjee has taught a variety of courses, including Mergers and Acquisitions, Principles of Modern Finance and Behavioral Finance, at the undergraduate, graduate and executive MBA levels. In 1995, he received Fordham's Gladys and Henry Crown Award for Faculty Excellence at the graduate school.

Professor Chatterjee got his undergraduate degree in mechanical engineering from the Indian Institute of Technology in Kharagpur and his postgraduate diploma in management from the Indian Institute of Management, Calcutta. He received his MPhil and PhD from Columbia Business School. Before joining the Fordham faculty, Professor Chatterjee taught at the State University of New York at Buffalo, Rutgers University and Columbia University. He has taught in the Key Training Program at UBS Wealth Management, where he participated in curriculum development and in writing training material. He also has taught in executive MBA programs at other schools.

Widely published, Professor Chatterjee's main research interest is corporate finance. His work has been showcased in the Journal of Banking and Finance, Journal of Financial Economics, Financial Management and Journal of Financial and Quantitative Analysis. His topics of focus include corporate debt/equity ratio, the effect of interest-rate uncertainty on the valuation of subordinated debt, restructuring of firms in financial distress, and innovative securities. Professor Chatterjee maintains a secondary research interest in futures and options, and he has published several papers in the Journal of Futures Markets.

Professor Chatterjee is an associate editor of the Journal of Financial Stability and the International Journal of Banking, Accounting and Finance. He also sits on the editorial board of the International Journal of Behavioural Accounting and Finance.

Education

  • PhD: Columbia University
  • Master's: Indian Institute of Management and Columbia University
  • Bachelor's: Indian Institute of Technology

Research Interests

  • Corporate Finance
  • Mergers and Acquisitions
  • Capital Structure
  • Options and Futures
  • Behavioral Finance

Publications

  • "Takeovers and Divergence of Investor Opinion," with An Yan and Kose John, Review of Financial Studies, 2012, 25(1), 227-277.
  • "Momentum and Monthly Effect: An Anomaly within an Anomaly," with Nusret Cakici,International Journal of Banking, Accounting and Finance, Vol. 2, No 3.
  • "Using Innovative Securities under Asymmetric Information: Why do some firms pay with contingent value rights?" with An Yan, Journal of Financial and Quantitative Analysis, Vol. 43, No. 4, 2008, pp. 1001-1036.
  • "Hedge Fund Mergers," with Nusret Cakici, Journal of Investment Management, Vol. 4, No. 2, 2006.
  • "Debtor-in-Possession Finance," with Upinder Dhillon and Gabriel Ramirez, Journal of Banking and Finance, 28 (2004), pp. 3097-3111.
  • "Resolution of Financial Distress: Debt Restructurings via Chapter 11, Prepackaged Bankruptcies, and Workouts," with Upinder S. Dhillon and Gabriel Ramirez, Financial Management, Vol. 25 (1), Spring 1996, pp. 5-18.
  • "Coercive Tender and Exchange Offers in Distressed High-Yield Restructurings: An Empirical Analysis," with Upinder S. Dhillon and Gabriel Ramirez, Journal of Financial Economics, Vol. 38, 1995, pp. 333-360.
  • "Market Discipline, Bank Subordinated Debt, and Interest Rate Uncertainty," with Nusret Cakici, Journal of Banking and Finance, Vol. 17, 1993, pp. 747-762.
  • "Empirical Tests of Valuation Models for Options on T-Note and T-Bond Futures," with Nusret Cakici and Avner Wolf, Journal of Futures Markets, Vol. 13 (1), 1993, pp. 1-13.
  • "Robustness Results for Regression Hedge Ratios: Futures Contracts with Multiple Deliverable Grades," with P.V Viswanath, Journal of Futures Markets, Vol. 12 (3), June 1992, pp. 253-263.
  • "Pricing Stock Index Futures with Stochastic Interest Rates," with Nusret Cakici,Journal of Futures Markets, Vol. 11 (4), June 1991, pp. 441-452.
  • "Agency Cost of Asset Substitution: Some Additional Results," International Journal of Finance, Vol. 1 (2), spring 1989, pp. 64-71.
  • "Explaining Differences in Corporate Capital Structure: Theory and New Evidence," with James H. Scott Jr., Journal of Banking and Finance, Vol. 13 (2), 1989, pp. 283-309.
  • "T-Bond Futures Prices: Cheapest to Deliver Versus the Index," with Mark Castelino, Advances in Futures and Options Research (Ed: Frank J. Fabozzi), JAI press, Vol. 3, 1988, pp. 291-300.