5
H index
2
i10 index
85
Citations
Jayanth Rama Varma : Citation Profile
Indian Institute of Management Ahmedabad (IIMA) | RESEARCH PRODUCTION: 8 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1988 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jayanth Rama Varma. | Is cited by:
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Main data
Where Jayanth Rama Varma has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 4 |
| Vikalpa: The Journal for Decision Makers | 2 |
Recent works citing Jayanth Rama Varma (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper |
| 2023 | Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis. (2023). Scimone, Xenia ; Ricci, Ornella ; Fattobene, Lucrezia ; Graziano, Elvira Anna. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002677. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The role of financial literacy in households’ asset accumulation process: evidence from Ghana. (2023). Hadley, David ; Villano, Renato A ; Koomson, Isaac. In: Review of Economics of the Household. RePEc:kap:reveho:v:21:y:2023:i:2:d:10.1007_s11150-022-09603-z. Full description at Econpapers || Download paper |
| 2023 | Long-run Stock Return of IPO Firms in India: Examining Investment and Profitability Hypothesis. (2023). Shaw, Tara Shankar ; Shukla, Avdhesh Kumar. In: Vikalpa: The Journal for Decision Makers. RePEc:sae:vikjou:v:48:y:2023:i:1:p:21-38. Full description at Econpapers || Download paper |
| 2023 | Antecedents of the Youngster’s Awareness About Financial Literacy: A Structure Equation Modelling Approach. (2023). Sharma, Rishi Raj ; Kaushal, Arun ; Dogra, Pallavi. In: Vision. RePEc:sae:vision:v:27:y:2023:i:1:p:48-62. Full description at Econpapers || Download paper |
| 2023 | A multivocal literature review of decentralized finance: Current knowledge and future research avenues. (2023). Schellinger, Benjamin ; Principato, Marc ; Guggenberger, Tobias ; Gramlich, Vincent ; Urbach, Nils. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00637-4. Full description at Econpapers || Download paper |
| 2023 | Financial Literacy in India: A Review of Literature. (2023). Manoj, Siwach ; Mamta, Rani. In: Economic and Regional Studies / Studia Ekonomiczne i Regionalne. RePEc:vrs:ecoreg:v:16:y:2023:i:3:p:446-458:n:6. Full description at Econpapers || Download paper |
| 2023 | Belief distortion near 52W high and low: Evidence from Indian equity options market. (2023). Agarwalla, Sobhesh Kumar ; Saurav, Sumit ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1531-1558. Full description at Econpapers || Download paper |
| 2023 | Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644. Full description at Econpapers || Download paper |
Works by Jayanth Rama Varma:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | The impact of COVID-19 on tail risk: Evidence from Nifty index options In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2015 | Financial Literacy among Working Young in Urban India In: World Development. [Full Text][Citation analysis] | article | 30 |
| 2013 | Financial Literacy among Working Young in Urban India.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2013 | Financial Literacy among Working Young in Urban India.(2013) In: IIMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2009 | Risk Management Lessons from the Global Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Reform of the Fiscal and Subsidy Regime for the Petroleum Sector In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | When index dissemination goes wrong: How fast can traders add and multiply? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | When index dissemination goes wrong: How fast can traders add and multiply?.(2010) In: IIMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Time Resolution of the St. Petersburg Paradox: A Rebuttal In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Four Factor Model in Indian Equities Market In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2014 | High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Betting Against Beta in the Indian Market In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Derivatives Pricing using QuantLib: An Introduction In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Shiny Alternative for Finance in the Classroom In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Real Estate and Infrastructure Resolution In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Performance of quality factor in Indian Equity Market In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Reform of the Fiscal and Subsidy Regime for the Petroleum Sector (Based on a Report Commissioned by the Petroleum Federation of India) In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Finance Teaching and Research after the Global Financial Crisis In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Mispricing of Volatility in theIndian Index Options Market In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1988 | Estimation Errors and Time Varying Betas in Event Studies - A New Approach In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Equilibrium Pricing of Special Bearer Bonds In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1989 | Where Utility Functions Do Not Exist - A Note on Lexicographic Orders In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | The Existence and Continuity of Utility Functions: A New Proof In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1990 | Computer Graphics, Peripheral Vision & Non Euclidian Geometry In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1990 | Rejuvenation of Jute Industry: Role and Potential of Diversified Products In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1990 | Expert System for Cost Variance Investigation In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1990 | Mastershares: Enigmatic Performance In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | A Regulatory Framework for Mutual Funds In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1991 | Mastershares: Market Prices Divorced From Fundamentals In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1991 | Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1991 | A Valuation Model for Indeterminate Convertibles In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Is the BSE Sensitive Index Better than the National Index? In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1991 | Indian Convertible Bonds with Unspecified Terms: An Empirical Study In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Indian Convertible Bonds with Unspecified Terms: A Valuation Model In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Narasimham Committee Report - Some Further Ramifications and Suggestions In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Comments on SEBI Draft Takeover Code In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1992 | Gorbachev Betas The Russian Coup and Market Blues In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1992 | Securities Scam Genesis, Mechanics and Impact In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1993 | When AAA Means B: The State of Credit Rating in India In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1993 | SEBIs Regulatory Priorities: Need for Change In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1994 | Analysis of the Indian Securities Industry: Market for Debt In: IIMA Working Papers. [Citation analysis] | paper | 1 |
| 1994 | Research on the Indian Capital Market: A Review In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Financial Sector Reform: Institutional and Technological Imperatives In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Impact on Sensex of Scrapping Double Taxation of Dividends In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Indian Money Market: Market Structure, Covered Parity and Term Structure In: IIMA Working Papers. [Citation analysis] | paper | 0 |
| 1999 | Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Value at Risk Models in the Indian Stock Market In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Modelling Credit Risk In Indian Bond Markets In: IIMA Working Papers. [Citation analysis] | paper | 1 |
| 2001 | Regulatory Implications of Monopolies in the Securities Industry In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Towards a Unified Market for Trading Gilts in India In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A First Cut Estimate of the Equity Risk Premium in India In: IIMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Size, Value, and Momentum in Indian Equities In: Vikalpa: The Journal for Decision Makers. [Full Text][Citation analysis] | article | 0 |
| 2019 | Blockchain in Finance In: Vikalpa: The Journal for Decision Makers. [Full Text][Citation analysis] | article | 6 |
| 2019 | Indian equity options: Smile, risk premiums, and efficiency In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2019 | Informed trading around earnings announcements—Spot, futures, or options? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2021 | Rational repricing of risk during COVID?19: Evidence from Indian single stock options market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2022 | Lottery and bubble stocks and the cross?section of option?implied tail risks In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team