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Jayanth Rama Varma

Personal Details

First Name:Jayanth
Middle Name:Rama
Last Name:Varma
Suffix:
RePEc Short-ID:pva104
[This author has chosen not to make the email address public]
https://www.jrvarma.in/

Affiliation

Indian Institute of Management Ahmedabad (IIMA)

Ahmedabad, India
http://www.iima.ac.in/
RePEc:edi:iimahin (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Joshy Jacob & Pradeep K.P. & Jayanth R.Varma, 2022. "Performance of quality factor in Indian Equity Market," IIMA Working Papers WP 2022-11-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  2. Varma, Jayanth R. & Morris, Sebastian, 2019. "Real Estate and Infrastructure Resolution," IIMA Working Papers WP 2019-09-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  3. Varma, Jayanth R. & Virmani, Vineet, 2017. "Shiny Alternative for Finance in the Classroom," IIMA Working Papers WP 2017-03-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  4. Varma, Jayanth R. & Virmani, Vineet, 2015. "Derivatives Pricing using QuantLib: An Introduction," IIMA Working Papers WP2015-03-16, Indian Institute of Management Ahmedabad, Research and Publication Department.
  5. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R. & Vasudevan, Ellapulli, 2014. "Betting Against Beta in the Indian Market," IIMA Working Papers WP2014-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  6. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2014. "High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures," IIMA Working Papers WP2014-02-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  7. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  8. Varma, Jayanth R., 2013. "Time Resolution of the St. Petersburg Paradox: A Rebuttal," IIMA Working Papers WP2013-05-09, Indian Institute of Management Ahmedabad, Research and Publication Department.
  9. Sobhesh Kumar Agarwalla & Samir K Barua & Joshy Jacob & Jayanth R Varma, 2013. "Financial Literacy among Working Young in Urban India," Working Papers id:5528, eSocialSciences.
  10. Varma, Jayanth R., 2011. "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  11. Sebastian Morris & Samir Barua & Jayanth Varma, 2010. "Reform of the Fiscal and Subsidy Regime for the Petroleum Sector," Working Papers id:2642, eSocialSciences.
  12. Morris, Sebastian & Varma, Jayanth R. & Barua, Samir K., 2010. "Reform of the Fiscal and Subsidy Regime for the Petroleum Sector (Based on a Report Commissioned by the Petroleum Federation of India)," IIMA Working Papers WP2010-03-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
  13. Jayanth R Varma, 2010. "When index dissemination goes wrong: How fast can traders add and multiply?," Working Papers id:3249, eSocialSciences.
  14. Jayanth R Varma, 2009. "Risk Management Lessons from the Global Financial Crisis," Working Papers id:1981, eSocialSciences.
  15. Varma, Jayanth R., 2009. "Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges," IIMA Working Papers WP2009-02-06, Indian Institute of Management Ahmedabad, Research and Publication Department.
  16. Barua, Samir K. & Varma, Jayanth R., 2006. "A First Cut Estimate of the Equity Risk Premium in India," IIMA Working Papers WP2006-06-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
  17. Varma, Jayanth R., 2004. "Towards a Unified Market for Trading Gilts in India," IIMA Working Papers WP2004-11-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  18. Varma, Jayanth R., 2002. "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers WP2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  19. Varma, Jayanth R., 2001. "Regulatory Implications of Monopolies in the Securities Industry," IIMA Working Papers WP2001-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  20. Ragunathan V & Varma, Jayanth R., 2000. "Modelling Credit Risk In Indian Bond Markets," IIMA Working Papers WP2000-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  21. Varma, Jayanth R., 1999. "Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts," IIMA Working Papers WP1999-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  22. Varma, Jayanth R., 1999. "Value at Risk Models in the Indian Stock Market," IIMA Working Papers WP1999-07-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  23. Varma, Jayanth R., 1997. "Indian Money Market: Market Structure, Covered Parity and Term Structure," IIMA Working Papers WP1997-04-01_01443, Indian Institute of Management Ahmedabad, Research and Publication Department.
  24. Ragunathan V & Varma, Jayanth R., 1997. "Impact on Sensex of Scrapping Double Taxation of Dividends," IIMA Working Papers WP1997-02-01_01428, Indian Institute of Management Ahmedabad, Research and Publication Department.
  25. Barua, Samir K. & Ragunathan V & Varma, Jayanth R. & Venkiteswaran N, 1994. "Analysis of the Indian Securities Industry: Market for Debt," IIMA Working Papers WP1994-01-01_01240, Indian Institute of Management Ahmedabad, Research and Publication Department.
  26. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.
  27. Barua, Samir K. & Varma, Jayanth R., 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.
  28. Varma, Jayanth R. & Barua, Samir K., 1993. "SEBIs Regulatory Priorities: Need for Change," IIMA Working Papers WP1993-12-01_01231, Indian Institute of Management Ahmedabad, Research and Publication Department.
  29. Ragunathan V & Varma, Jayanth R., 1993. "When AAA Means B: The State of Credit Rating in India," IIMA Working Papers WP1993-09-01_01217, Indian Institute of Management Ahmedabad, Research and Publication Department.
  30. Barua, Samir K. & Varma, Jayanth R., 1992. "Gorbachev Betas The Russian Coup and Market Blues," IIMA Working Papers WP1992-09-01_01130, Indian Institute of Management Ahmedabad, Research and Publication Department.
  31. Varma, Jayanth R. & Ragunathan V & Dixit R, 1992. "Comments on SEBI Draft Takeover Code," IIMA Working Papers WP1992-02-01_01086, Indian Institute of Management Ahmedabad, Research and Publication Department.
  32. Varma, Jayanth R. & Ragunathan V & Chhabra H S & Bhatt M C, 1992. "Narasimham Committee Report - Some Further Ramifications and Suggestions," IIMA Working Papers WP1992-02-01_01085, Indian Institute of Management Ahmedabad, Research and Publication Department.
  33. Barua, Samir K. & Varma, Jayanth R., 1992. "Securities Scam Genesis, Mechanics and Impact," IIMA Working Papers WP1992-09-01_01131, Indian Institute of Management Ahmedabad, Research and Publication Department.
  34. Varma, Jayanth R., 1991. "A Valuation Model for Indeterminate Convertibles," IIMA Working Papers WP1991-08-01_01033, Indian Institute of Management Ahmedabad, Research and Publication Department.
  35. Barua, Samir K. & Madhavan, T. & Varma, Jayanth R., 1991. "Indian Convertible Bonds with Unspecified Terms: An Empirical Study," IIMA Working Papers WP1991-12-01_01066, Indian Institute of Management Ahmedabad, Research and Publication Department.
  36. Varma, Jayanth R., 1991. "Is the BSE Sensitive Index Better than the National Index?," IIMA Working Papers WP1991-12-01_01064, Indian Institute of Management Ahmedabad, Research and Publication Department.
  37. Barua, Samir K. & Varma, Jayanth R., 1991. "Indian Convertible Bonds with Unspecified Terms: A Valuation Model," IIMA Working Papers WP1991-12-01_01067, Indian Institute of Management Ahmedabad, Research and Publication Department.
  38. Barua, Samir K. & Varma, Jayanth R., 1991. "Mastershares: Market Prices Divorced From Fundamentals," IIMA Working Papers WP1991-08-01_01029, Indian Institute of Management Ahmedabad, Research and Publication Department.
  39. Ragunathan V & Varma, Jayanth R., 1991. "Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs," IIMA Working Papers WP1991-08-01_01032, Indian Institute of Management Ahmedabad, Research and Publication Department.
  40. Varma, Jayanth R. & Venkiteswaran N, 1990. "A Regulatory Framework for Mutual Funds," IIMA Working Papers WP1990-12-01_00983, Indian Institute of Management Ahmedabad, Research and Publication Department.
  41. Varma, Jayanth R., 1990. "Computer Graphics, Peripheral Vision & Non Euclidian Geometry," IIMA Working Papers WP1990-02-01_00928, Indian Institute of Management Ahmedabad, Research and Publication Department.
  42. Varma, Jayanth R., 1990. "Expert System for Cost Variance Investigation," IIMA Working Papers WP1990-09-01_00971, Indian Institute of Management Ahmedabad, Research and Publication Department.
  43. Varma, Jayanth R., 1990. "Mastershares: Enigmatic Performance," IIMA Working Papers WP1990-12-01_00982, Indian Institute of Management Ahmedabad, Research and Publication Department.
  44. Moulik T K & Shukla, P. R. & Varma, Jayanth R., 1990. "Rejuvenation of Jute Industry: Role and Potential of Diversified Products," IIMA Working Papers WP1990-04-01_00939, Indian Institute of Management Ahmedabad, Research and Publication Department.
  45. Varma, Jayanth R., 1989. "Equilibrium Pricing of Special Bearer Bonds," IIMA Working Papers WP1989-08-01_00893, Indian Institute of Management Ahmedabad, Research and Publication Department.
  46. Varma, Jayanth R., 1989. "Where Utility Functions Do Not Exist - A Note on Lexicographic Orders," IIMA Working Papers WP1989-08-01_00894, Indian Institute of Management Ahmedabad, Research and Publication Department.
  47. Varma, Jayanth R., 1989. "The Existence and Continuity of Utility Functions: A New Proof," IIMA Working Papers WP1989-08-01_00895, Indian Institute of Management Ahmedabad, Research and Publication Department.
  48. Varma, Jayanth R. & Barua, Samir K., 1988. "Estimation Errors and Time Varying Betas in Event Studies - A New Approach," IIMA Working Papers WP1988-07-01_00835, Indian Institute of Management Ahmedabad, Research and Publication Department.

Articles

  1. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2024. "Role of derivatives market in attenuating underreaction to left‐tail risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 484-517, March.
  2. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
  3. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2023. "Belief distortion near 52W high and low: Evidence from Indian equity options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1531-1558, November.
  4. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.
  5. Agarwalla, Sobhesh Kumar & Varma, Jayanth R. & Virmani, Vineet, 2021. "The impact of COVID-19 on tail risk: Evidence from Nifty index options," Economics Letters, Elsevier, vol. 204(C).
  6. Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2021. "Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1498-1519, October.
  7. Sonali Jain & Jayanth R. Varma & Sobhesh Kumar Agarwalla, 2019. "Indian equity options: Smile, risk premiums, and efficiency," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 150-163, February.
  8. Jayanth Rama Varma, 2019. "Blockchain in Finance," Vikalpa: The Journal for Decision Makers, , vol. 44(1), pages 1-11, March.
  9. Sonali Jain & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Ajay Pandey, 2019. "Informed trading around earnings announcements—Spot, futures, or options?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 579-589, May.
  10. Sobhesh Kumar Agarwalla & Joshy Jacob & Jayanth R. Varma, 2017. "Size, Value, and Momentum in Indian Equities," Vikalpa: The Journal for Decision Makers, , vol. 42(4), pages 211-219, December.
  11. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., 2015. "Financial Literacy among Working Young in Urban India," World Development, Elsevier, vol. 67(C), pages 101-109.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R. & Vasudevan, Ellapulli, 2014. "Betting Against Beta in the Indian Market," IIMA Working Papers WP2014-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Sehgal, Sanjay & Rakhyani, Sarika & Deisting, Florent, 2022. "Does betting against beta strategy work in major Asian Markets?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    2. Sarika Rakhyani, 2021. "An empirical examination of beta anomaly in India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 191-206, June.
    3. Sudipta Das, 2019. "Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(3), pages 339-354, September.

  2. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Debnath, Pabitra & Dinda, Soumyananda, 2022. "Risk-return spectrum of investment for going green: Evidence from Indian equity market," MPRA Paper 121116, University Library of Munich, Germany, revised Jan 2023.
    2. Ashita Agrawal & Pitabas Mohanty & Navindra Kumar Totala, 2019. "Does EVA Beat ROA and ROE in Explaining the Stock Returns in Indian Scenario? An Evidence Using Mixed Effects Panel Data Regression Model," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 44(2), pages 103-134, May.
    3. S. S. S. Kumar, 2018. "Sensex and Nifty Indices: Are They the Right Benchmarks for Mutual Funds in India?," Jindal Journal of Business Research, , vol. 7(1), pages 1-12, June.
    4. Sankar, Ganesh & Ramachandran, Shankar & Lukose P J, Jijo, 2020. "Dynamics of variance risk premium: Evidence from India," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 321-334.
    5. Neharika Sobti, 2018. "Does Size, Value and Seasonal Effects Still Persist in Indian Equity Markets?," Vision, , vol. 22(1), pages 11-21, March.
    6. Bhaduri, Saumitra & Gupta, Saurabh, 2015. "Understanding Investor behavior and it's implications on Capital Markets - The Indian Context," MPRA Paper 67948, University Library of Munich, Germany.
    7. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Vasudevan, Ellapulli, 2015. "Market overreaction to poor long-run performance? A case of repurchase firms in India," IIMA Working Papers WP2015-02-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    8. Sobhesh Kumar Agarwalla & Joshy Jacob & Jayanth R. Varma, 2017. "Size, Value, and Momentum in Indian Equities," Vikalpa: The Journal for Decision Makers, , vol. 42(4), pages 211-219, December.
    9. Avdhesh Kumar Shukla & Tara Shankar Shaw, 2023. "Long-run Stock Return of IPO Firms in India: Examining Investment and Profitability Hypothesis," Vikalpa: The Journal for Decision Makers, , vol. 48(1), pages 21-38, March.
    10. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
    11. Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R., 2023. "Price bands and their effects on equity markets: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, vol. 66(C).
    12. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R. & Vasudevan, Ellapulli, 2014. "Betting Against Beta in the Indian Market," IIMA Working Papers WP2014-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    13. Prashant Sharma & Prashant Gupta & Anurag Singh, 2016. "Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1815-1826.
    14. Ender Demir & Ka Wai Terence Fung & Zhou Lu, 2016. "Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 52-65, January.
    15. Geetu Aggarwal & Navdeep Aggarwal, 2021. "Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 79-99, March.
    16. Sonali Jain & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Ajay Pandey, 2019. "Informed trading around earnings announcements—Spot, futures, or options?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 579-589, May.
    17. Harshita & Shveta Singh & Surendra S. Yadav, 2019. "Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 35-58, April.
    18. Rahul Roy & Santhakumar Shijin, 2018. "Dissecting anomalies and dynamic human capital: The global evidence," Post-Print hal-01660135, HAL.
    19. Rajesh Pathak & Thanos Verousis & Yogesh Chauhan, 2017. "Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 16(2), pages 169-187, August.
    20. Radeef Chundakkadan & Subash Sasidharan, 2021. "Central bank's money market operations and daily stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 136-152, January.
    21. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Vasudevan, Ellapulli, 2013. "Market Timing Ability of Indian Firms in Open Market Repurchases," IIMA Working Papers WP2013-11-10, Indian Institute of Management Ahmedabad, Research and Publication Department.
    22. Jayanta Kumar Seal & Jasbir Singh Matharu, 2018. "Long-Term Performance of Buybacks in India," Global Business Review, International Management Institute, vol. 19(6), pages 1554-1566, December.
    23. Joshy Jacob & Pradeep K.P. & Jayanth R.Varma, 2022. "Performance of quality factor in Indian Equity Market," IIMA Working Papers WP 2022-11-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    24. Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021. "Mimicking insider trades," Journal of Corporate Finance, Elsevier, vol. 68(C).

  3. Varma, Jayanth R., 2013. "Time Resolution of the St. Petersburg Paradox: A Rebuttal," IIMA Working Papers WP2013-05-09, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.

  4. Sobhesh Kumar Agarwalla & Samir K Barua & Joshy Jacob & Jayanth R Varma, 2013. "Financial Literacy among Working Young in Urban India," Working Papers id:5528, eSocialSciences.

    Cited by:

    1. Maryann Bylander & Phasy Res, 2021. "‘If You Fall, Stand Up Again’: The Moral Nature of Financial Literacy in the Global South," Development and Change, International Institute of Social Studies, vol. 52(1), pages 26-53, January.
    2. H. Kent Baker & Sweta Tomar & Satish Kumar & Deepak Verma, 2021. "Are Indian professional women financially literate and prepared for retirement?," Journal of Consumer Affairs, Wiley Blackwell, vol. 55(4), pages 1416-1441, December.
    3. Cheng, Xiu & Long, Ruyin & Wu, Fan & Geng, Jichao & Yang, Jiameng, 2023. "How social interaction shapes habitual and occasional low-carbon consumption behaviors: Evidence from ten cities in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 182(C).
    4. Beata Swiecka & Eser Yeşildağ & Ercan Özen & Simon Grima, 2020. "Financial Literacy: The Case of Poland," Sustainability, MDPI, vol. 12(2), pages 1-17, January.
    5. Guo, Qiyang & Qian, Yuting & Tan, Weiqiang & Xie, Zhiju, 2024. "Does financial literacy drive entrepreneurship in rural China?," Finance Research Letters, Elsevier, vol. 61(C).
    6. Kiliyanni, Abdul Latheef & Sivaraman, Sunitha, 2016. "The perception-reality gap in financial literacy: Evidence from the most literate state in India," International Review of Economics Education, Elsevier, vol. 23(C), pages 47-64.
    7. Renuka Sane, 2018. "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers id:12835, eSocialSciences.
    8. Ramesh Prasad Chaulagain, 2015. "Contribution of Financial Literacy to Behavior," Journal of Economics and Behavioral Studies, AMH International, vol. 7(6), pages 61-71.
    9. Beata Świecka & Paweł Terefenko & Tomasz Wiśniewski & Jingjian Xiao, 2021. "Consumer Financial Knowledge and Cashless Payment Behavior for Sustainable Development in Poland," Sustainability, MDPI, vol. 13(11), pages 1-18, June.
    10. Mário Antão, 2022. "Financial Literacy as a Strategic issue: A survey from Portuguese Higher Education Students ," GATR Journals jber227, Global Academy of Training and Research (GATR) Enterprise.
    11. Margaret Mashizha & Mabutho Sibanda, 2017. "The Link Between Financial Knowledge, Financial Product Awareness and Utilization: A Study among Small and Medium Enterprises in Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 97-103.
    12. Rani, Mamta & Siwach, Manoj, 2023. "Financial Literacy In India: A Review Of Literature," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), John Paul II University of Applied Sciences in Biala Podlaska, vol. 11(2), September.
    13. Rajat Deb & Kanchan Kumar Nath & Mukesh Nepal & Sourav Chakraborty & Kiran Sankar Chakraborty, 2021. "Do People Choose Life Insurance for Protection or for Saving?," Metamorphosis: A Journal of Management Research, , vol. 20(1), pages 35-44, June.
    14. Pallavi Dogra & Arun Kaushal & Rishi Raj Sharma, 2023. "Antecedents of the Youngster’s Awareness About Financial Literacy: A Structure Equation Modelling Approach," Vision, , vol. 27(1), pages 48-62, February.
    15. Elisa Bocchialini & Beatrice Ronchini & Francesca Torti, 2023. "Predicting Students’ Financial Knowledge from Attitude towards Finance," International Journal of Business and Management, Canadian Center of Science and Education, vol. 17(6), pages 1-13, February.
    16. Anu Mohta & V. Shunmugasundaram, 2022. "Financial Literacy Among Millennials," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 61-66, March.
    17. Ramesh Prasad Chaulagain, 2017. "Relationship between Financial Literacy and Behavior of Small Borrowers," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 29(1), pages 33-53, April.
    18. Pallavi Dogra & Rishi Raj Sharma, 2019. "Modelling the Effects of Financial Services Advertising on Financial Product Purchase: An Empirical Validation," Vision, , vol. 23(4), pages 418-431, December.
    19. Isaac Koomson & Renato A. Villano & David Hadley, 2023. "The role of financial literacy in households’ asset accumulation process: evidence from Ghana," Review of Economics of the Household, Springer, vol. 21(2), pages 591-614, June.
    20. Potrich, Ani Caroline Grigion & Vieira, Kelmara Mendes & Kirch, Guilherme, 2018. "How well do women do when it comes to financial literacy? Proposition of an indicator and analysis of gender differences," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 28-41.
    21. Tracey West & Michelle Cull, 2020. "Future Expectations and Financial Satisfaction," Economic Papers, The Economic Society of Australia, vol. 39(4), pages 318-335, December.
    22. Rodrigues, Luís Filipe & Oliveira, Abílio & Rodrigues, Helena & Costa, Carlos J., 2019. "Assessing consumer literacy on financial complex products," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 93-104.
    23. Kamini Rai & Shikha Dua & Miklesh Yadav, 2019. "Association of Financial Attitude, Financial Behaviour and Financial Knowledge Towards Financial Literacy: A Structural Equation Modeling Approach," FIIB Business Review, , vol. 8(1), pages 51-60, March.
    24. Isha Bajaj & Mandeep Kaur, 2024. "Validating Financial Knowledge Scale Using Item Response Theory," Vision, , vol. 28(2), pages 225-236, April.
    25. Rajat Deb & Prasenjit Deb & Sujit Majumder & Sourav Chakraborty & Kiran Sankar Chakraborty, 2019. "Answering Savings Puzzle About Small Saving Schemes and Mutual Funds: Evidence from Tripura," Metamorphosis: A Journal of Management Research, , vol. 18(1), pages 7-19, June.
    26. Happiness Ozioma Obi-Anike & Ogohi Cross Daniel & Ifeoma Joanes Onodugo & Ikechukwu Joseph Attamah & Benedict Ogbemudia Imhanrenialena, 2023. "The Role of Financial Information Literacy in Strategic Decision-Making Effectiveness and Sustainable Performance among Agribusiness Entrepreneurs in Nigeria," Sustainability, MDPI, vol. 15(13), pages 1-17, July.
    27. Ibrahim A. Elshaer & Abu Elnasr E. Sobaih, 2023. "Antecedents of Risky Financial Investment Intention among Higher Education Students: A Mediating Moderating Model Using Structural Equation Modeling," Mathematics, MDPI, vol. 11(2), pages 1-18, January.
    28. Rani Mamta & Siwach Manoj, 2023. "Financial Literacy in India: A Review of Literature," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 16(3), pages 446-458, September.
    29. Narayanan, Priya & Gopalakrishnan, Balagopal & Sahay, Arvind, 2020. "Understanding the government's attempt to transform attitudes towards a critical resource: Gold monetization in India," Resources Policy, Elsevier, vol. 66(C).
    30. Morris Irungu Kariuki PhD, 2022. "Effect of Debt Experiences on The Indebtedness of Employees in The Formal Sector in Kenya," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 6(10), pages 414-423, October.
    31. Tanmoyee Banerjee & Malabika Roy, 2020. "Financial Literacy: An Intra-Household Case Study from West Bengal, India," Studies in Microeconomics, , vol. 8(2), pages 170-193, December.
    32. Kundu, Amit & DAS, SANGITA, 2021. "Accessibility of Institutional Credit among the Agricultural Labour Households and its Impact on their Livelihood," MPRA Paper 112791, University Library of Munich, Germany, revised 03 Mar 2022.

  5. Varma, Jayanth R., 2011. "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Pankaj K. Agarwal & H. K. Pradhan, 2018. "Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 157-184, August.

  6. Jayanth R Varma, 2009. "Risk Management Lessons from the Global Financial Crisis," Working Papers id:1981, eSocialSciences.

    Cited by:

    1. Felicia Ramona Birau, 2012. "Financial Derivatives - Meanings Beyond Subprime Crisis Stigma," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 195-199, December.
    2. Varma, Jayanth R., 2011. "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

  7. Varma, Jayanth R., 2009. "Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges," IIMA Working Papers WP2009-02-06, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Felicia Ramona Birau, 2012. "Financial Derivatives - Meanings Beyond Subprime Crisis Stigma," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 195-199, December.
    2. Varma, Jayanth R., 2011. "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

  8. Barua, Samir K. & Varma, Jayanth R., 2006. "A First Cut Estimate of the Equity Risk Premium in India," IIMA Working Papers WP2006-06-04, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Manju Tripathi & Smita Kashiramka & P. K. Jain, 2018. "Equity Risk Premium in India: Comparative Estimates from Historical Returns, Dividend and Earnings Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1_suppl), pages 136-156, April.
    2. Rashmi Soni, 2017. "Designing a Portfolio Based On Risk and Return of Various Asset Classes," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(2), pages 142-149, February.
    3. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

  9. Varma, Jayanth R., 2002. "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers WP2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Sonali Jain & Jayanth R. Varma & Sobhesh Kumar Agarwalla, 2019. "Indian equity options: Smile, risk premiums, and efficiency," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 150-163, February.
    2. Narain & Narander Kumar Nigam & Piyush Pandey, 2016. "Behaviour and determinants of implied volatility in Indian market," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 13(3), pages 271-291, November.

  10. Varma, Jayanth R., 2001. "Regulatory Implications of Monopolies in the Securities Industry," IIMA Working Papers WP2001-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Pieter Lagerwaard, 2015. "Negotiating Global Finance," Journal of Cultural Economy, Taylor & Francis Journals, vol. 8(5), pages 564-581, October.

  11. Ragunathan V & Varma, Jayanth R., 2000. "Modelling Credit Risk In Indian Bond Markets," IIMA Working Papers WP2000-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Bhanu Pratap Singh & Alok Kumar Mishra, 2016. "Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-28, December.

  12. Varma, Jayanth R., 1999. "Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts," IIMA Working Papers WP1999-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Tanuj Nandan & Puja Agrawal, 2016. "Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(2), pages 281-304, May.
    2. Varma, Jayanth R., 2009. "Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges," IIMA Working Papers WP2009-02-06, Indian Institute of Management Ahmedabad, Research and Publication Department.

  13. Varma, Jayanth R., 1999. "Value at Risk Models in the Indian Stock Market," IIMA Working Papers WP1999-07-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Rupika Khanna & Chandan Sharma & Abhay Pant, 2022. "COVID-19, firm characteristics and stock volatility: new evidence from the Indian tourism sector," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(6), pages 1563-1585, October.
    2. Biswajit Patra & Puja Padhi, 2015. "Backtesting of Value at Risk Methodology: Analysis of Banking Shares in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 9(3), pages 254-277, August.
    3. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
    4. Varma, Jayanth R., 2002. "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers WP2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Jitender, 2021. "Value-at-Risk Estimation of Equity Market Risk in India," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 9(1), pages 1-24, September.
    6. Malay Bhattacharyya & Dileep Kumar M & Ramesh Kumar, 2009. "Optimal sampling frequency for volatility forecast models for the Indian stock markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(1), pages 38-54.
    7. Alok Pandey & Surya Bhushan Kumar, 2011. "Volatility Transmission from Global Stock Exchanges to India," Vision, , vol. 15(4), pages 347-360, December.

  14. Barua, Samir K. & Ragunathan V & Varma, Jayanth R. & Venkiteswaran N, 1994. "Analysis of the Indian Securities Industry: Market for Debt," IIMA Working Papers WP1994-01-01_01240, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015. "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 968-978.
    2. Barua, Samir K. & Varma, Jayanth R., 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  15. Ragunathan V & Varma, Jayanth R., 1993. "When AAA Means B: The State of Credit Rating in India," IIMA Working Papers WP1993-09-01_01217, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Krishnan, Kaveri & Mukherji, Arnab & Basu, Sankarshan, 2020. "Market responses to increased transparency: An Indian narrative," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 663-677.
    2. Barua, Samir K. & Varma, Jayanth R., 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  16. Barua, Samir K. & Varma, Jayanth R., 1992. "Gorbachev Betas The Russian Coup and Market Blues," IIMA Working Papers WP1992-09-01_01130, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  17. Varma, Jayanth R. & Ragunathan V & Dixit R, 1992. "Comments on SEBI Draft Takeover Code," IIMA Working Papers WP1992-02-01_01086, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  18. Barua, Samir K. & Varma, Jayanth R., 1992. "Securities Scam Genesis, Mechanics and Impact," IIMA Working Papers WP1992-09-01_01131, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 79-105, Jul-Dec.

  19. Barua, Samir K. & Madhavan, T. & Varma, Jayanth R., 1991. "Indian Convertible Bonds with Unspecified Terms: An Empirical Study," IIMA Working Papers WP1991-12-01_01066, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  20. Barua, Samir K. & Varma, Jayanth R., 1991. "Indian Convertible Bonds with Unspecified Terms: A Valuation Model," IIMA Working Papers WP1991-12-01_01067, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Madhavan, T. & Varma, Jayanth R., 1991. "Indian Convertible Bonds with Unspecified Terms: An Empirical Study," IIMA Working Papers WP1991-12-01_01066, Indian Institute of Management Ahmedabad, Research and Publication Department.
    2. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  21. Barua, Samir K. & Varma, Jayanth R., 1991. "Mastershares: Market Prices Divorced From Fundamentals," IIMA Working Papers WP1991-08-01_01029, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  22. Ragunathan V & Varma, Jayanth R., 1991. "Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs," IIMA Working Papers WP1991-08-01_01032, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Ragunathan V & Varma, Jayanth R., 1997. "Impact on Sensex of Scrapping Double Taxation of Dividends," IIMA Working Papers WP1997-02-01_01428, Indian Institute of Management Ahmedabad, Research and Publication Department.
    2. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  23. Varma, Jayanth R., 1990. "Mastershares: Enigmatic Performance," IIMA Working Papers WP1990-12-01_00982, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  24. Varma, Jayanth R., 1989. "Equilibrium Pricing of Special Bearer Bonds," IIMA Working Papers WP1989-08-01_00893, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

Articles

  1. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2023. "Belief distortion near 52W high and low: Evidence from Indian equity options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1531-1558, November.

    Cited by:

    1. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2024. "Role of derivatives market in attenuating underreaction to left‐tail risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 484-517, March.

  2. Agarwalla, Sobhesh Kumar & Varma, Jayanth R. & Virmani, Vineet, 2021. "The impact of COVID-19 on tail risk: Evidence from Nifty index options," Economics Letters, Elsevier, vol. 204(C).

    Cited by:

    1. Srivastava, Pranjal & Jacob, Joshy, 2022. "Risk information - normal markets and the COVID-19 pandemic period," IIMA Working Papers WP 2022-10-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    2. Graziano, Elvira Anna & Fattobene, Lucrezia & Ricci, Ornella & Scimone, Xenia, 2023. "Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis," Economics Letters, Elsevier, vol. 230(C).
    3. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
    4. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2023. "Belief distortion near 52W high and low: Evidence from Indian equity options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1531-1558, November.
    5. Li, Jianhui & Ruan, Xinfeng & Zhang, Jin E., 2022. "The price of COVID-19-induced uncertainty in the options market," Economics Letters, Elsevier, vol. 211(C).
    6. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.
    7. Cui, Tianxiang & Ding, Shusheng & Jin, Huan & Zhang, Yongmin, 2023. "Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach," Economic Modelling, Elsevier, vol. 119(C).

  3. Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2021. "Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1498-1519, October.

    Cited by:

    1. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2024. "Role of derivatives market in attenuating underreaction to left‐tail risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 484-517, March.
    2. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
    3. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2023. "Belief distortion near 52W high and low: Evidence from Indian equity options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1531-1558, November.
    4. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.

  4. Sonali Jain & Jayanth R. Varma & Sobhesh Kumar Agarwalla, 2019. "Indian equity options: Smile, risk premiums, and efficiency," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 150-163, February.

    Cited by:

    1. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2024. "Role of derivatives market in attenuating underreaction to left‐tail risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 484-517, March.
    2. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
    3. Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2023. "Belief distortion near 52W high and low: Evidence from Indian equity options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1531-1558, November.
    4. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.
    5. Agarwalla, Sobhesh Kumar & Varma, Jayanth R. & Virmani, Vineet, 2021. "The impact of COVID-19 on tail risk: Evidence from Nifty index options," Economics Letters, Elsevier, vol. 204(C).
    6. Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2021. "Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1498-1519, October.

  5. Jayanth Rama Varma, 2019. "Blockchain in Finance," Vikalpa: The Journal for Decision Makers, , vol. 44(1), pages 1-11, March.

    Cited by:

    1. Imad Antoine Ibrahim & Jon Truby, 2022. "Governance in the era of Blockchain technology in Qatar: a roadmap and a manual for Trade Finance," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 419-438, December.
    2. Vincent Gramlich & Tobias Guggenberger & Marc Principato & Benjamin Schellinger & Nils Urbach, 2023. "A multivocal literature review of decentralized finance: Current knowledge and future research avenues," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-37, December.
    3. Ana Cristina O. Siqueira & Benson Honig & Sandra Mariano & Joysi Moraes, 2020. "A Commons Strategy for Promoting Entrepreneurship and Social Capital: Implications for Community Currencies, Cryptocurrencies, and Value Exchange," Journal of Business Ethics, Springer, vol. 166(4), pages 711-726, November.
    4. Christian Hackober & Carolin Bock, 2021. "Which investors’ characteristics are beneficial for initial coin offerings? Evidence from blockchain technology-based firms," Journal of Business Economics, Springer, vol. 91(8), pages 1085-1124, October.
    5. Marco Schletz & Ana Cardoso & Gabriela Prata Dias & Søren Salomo, 2020. "How Can Blockchain Technology Accelerate Energy Efficiency Interventions? A Use Case Comparison," Energies, MDPI, vol. 13(22), pages 1-23, November.
    6. Ali Ihsan Ozdemir & Ilker Murat Ar & Ismail Erol, 2020. "Assessment of blockchain applications in travel and tourism industry," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(5), pages 1549-1563, December.

  6. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., 2015. "Financial Literacy among Working Young in Urban India," World Development, Elsevier, vol. 67(C), pages 101-109.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2009-05-30 2013-10-02 2022-12-12
  2. NEP-CMP: Computational Economics (1) 2015-04-11
  3. NEP-CWA: Central and Western Asia (1) 2009-05-30
  4. NEP-ENE: Energy Economics (1) 2010-07-24
  5. NEP-PBE: Public Economics (1) 2010-07-24
  6. NEP-PPM: Project, Program and Portfolio Management (1) 2015-04-11
  7. NEP-RMG: Risk Management (1) 2009-05-30
  8. NEP-URE: Urban and Real Estate Economics (1) 2019-09-23

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