Dr Pankaj Chandorkar

Assistant Professor

School: Newcastle Business School

Pankaj’s research interest include Empirical Asset pricing with particular focus on Consumption-Based Asset Pricing Model.

His future research interests are the interaction of unconventional monetary policy and asset pricing, interaction of implied volatility and asset pricing. Pankaj is currently working alongside a number of academics from Cranfield University in field of asset pricing whilst working at Newcastle Business School.

He worked as a part-time lecturer at Coventry University. He has also worked as assistant tutor on the MSc Finance and Management and MSc Investment Management courses at Cranfield University. He has teaching experience on the Doctoral Core Research Methods Training Programme which is designed primarily for the first year PhD students at the Cranfield School of Management. Currently he teaches full time on two modules; Financial Econometrics 1 and 2 on MSc International Finance and Investment program and Risk and Derivatives at undergraduate level. He has structured and modified the Financial Econometrics 1 and 2 modules, which enable students to conduct rigorous empirical research in Finance. Recently he is been appointed as Program Leader of our famous MSc International Finance and Investment and MSc International Financial Management programmes.

Pankaj has a PhD in Finance and Masters in Research in Management, both from Cranfield University. He has MSc Finance and Management from Loughborough University. His undergraduate degree is in Mechanical Engineering from Pune University, India.

His hobbies include hobbies include hiking and I like to go on walks in the mountains and in forests.

Campus Address

Room 355
City Campus East
Newcastle Upon Tyne
NE1 8ST

Email Pankaj

Key Publications

Please visit the Pure Research Information Portal for further information
Minsky in Peru-unveiling the hidden financial fragility at a sectoral level, Bibi, S., Chandorkar, P. 1 Jun 2025, In: Structural Change and Economic Dynamics
Implied Volatility and the Cross Section of Stock Returns in the UK, Poshakwale, S., Chandorkar, P., Agarwal, V. 1 Apr 2019, In: Research in International Business and Finance
The impact of aggregate and disaggregate consumption shocks on the Equity Risk Premium in the United Kingdom, Chandorkar, P., Poshakwale, S. Nov 2019, In: Annals of Economics and Finance
Do not Fear the Fear Index: Evidence from US, UK and European Markets, Chandorkar, P., Brzeszczynski, J. 24 Jun 2018, 25th Annual Conference of the Multinational Finance Society
The impact of aggregate and disaggregate consumption shocks on the Equity Risk Premium in the United Kingdom, Chandorkar, P., Poshakwale, S. 4 May 2017, 24th Global Finance Conference
The impact of monetary policy shocks on the equity risk premium before and after the quantitative easing in the United Kingdom, Poshakwale, S., Chandorkar, P. 16 Dec 2016, In: Investment Management and Financial Innovations

PGR Supervision

Amali Basnayake Ralalage Advance understanding of how AI (i.e. ML) can enhance valuation in illiquid asset classes such as real estate and private equity. Start Date: 01/10/2025 End Date: 17/10/2025
Jeremy Chunyeung Kwok Assessing risk and resilience of Non-Bank Financial Intermediation Start Date: 01/10/2022
Amali Basnayake Ralalage Advance understanding of how AI (i.e. ML) can enhance valuation in illiquid asset classes such as real estate and private equity. Start Date: 01/10/2025
Karim Henide Green finance and climate risk: implications for asset pricing Start Date: 01/10/2023
Jeremy Chunyeung Kwok Assessing risk and resilience of Non-Bank Financial Intermediation Start Date: 01/10/2022 End Date: 17/10/2025
Karim Henide Green finance and climate risk: implications for asset pricing Start Date: 01/10/2023 End Date: 17/10/2025