5
H index
2
i10 index
109
Citations
Jayanth Rama Varma : Citation Profile
Indian Institute of Management Ahmedabad (IIMA) | RESEARCH PRODUCTION: 13 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1988 - 2024). 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:
| Cites to:
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Main data
Where Jayanth Rama Varma has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 7 |
| Vikalpa: The Journal for Decision Makers | 2 |
Recent works citing Jayanth Rama Varma (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Financial Inclusion in the Last Decade: A Systematic Literature Review. (2025). Agboola, Bukunmi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:9777-9793. Full description at Econpapers || Download paper |
| 2024 | Adolescent Financial Literacy: Viewing Peers as Good Financial Role Models. (2024). Roger, Tristan ; Agnew, Steve. In: Working Papers in Economics. RePEc:cbt:econwp:24/14. Full description at Econpapers || Download paper |
| 2025 | Crude oil price shocks and idiosyncratic risk: Implications for business groups. (2025). Lee, Chi-Chuan ; Tiwari, Aviral Kumar ; Tripathi, Nitya Nand. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001319. Full description at Econpapers || Download paper |
| 2025 | Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market. (2025). Srivastava, Pranjal ; Saurav, Sumit ; Mishra, Abinash. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001002. Full description at Econpapers || Download paper |
| 2024 | State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442. Full description at Econpapers || Download paper |
| 2024 | Does financial literacy drive entrepreneurship in rural China?. (2024). Xie, Zhiju ; Qian, Yuting ; Tan, Weiqiang ; Guo, Qiyang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400076x. Full description at Econpapers || Download paper |
| 2024 | Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence. (2024). Bajpai, Shweta ; Dixit, Alok. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012388. Full description at Econpapers || Download paper |
| 2025 | Blockchain and AI in Global Finance: A Case Study of Cross-Border Payments in 2024 Asia. (2025). Baston, George. In: OSF Preprints. RePEc:osf:osfxxx:te83v_v1. Full description at Econpapers || Download paper |
| 2025 | Trade informativeness of foreign investors in India. (2025). Raizada, Gaurav ; Nawn, Samarpan. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00387-8. Full description at Econpapers || Download paper |
| 2024 | Impact of financial literacy on savings behavior: the moderation role of risk aversion and financial confidence. (2024). Dalwai, Tamanna ; Ananda, S ; Kumar, Raghavendra Prasanna. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:29:y:2024:i:3:d:10.1057_s41264-023-00265-1. Full description at Econpapers || Download paper |
| 2024 | Investing in Rural Agriculture in the Face of Innovative Financial Services: Does Financial Literacy Matter in Nigeria?. (2024). Benedict, Imhanrenialena Ogbemudia ; Wilson, Ebhotemhen ; Ugwu, Cyril Ndubuisi ; Ibe, Chukwu Benjamin. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241244685. Full description at Econpapers || Download paper |
| 2024 | Chinese College Student Financial Literacy: Knowledge, Attitude, and Behavior. (2024). Xu, Jiuping ; Niu, Yongge ; Hu, Zhineng ; Tan, Xiawei. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241271189. Full description at Econpapers || Download paper |
| 2024 | Validating Financial Knowledge Scale Using Item Response Theory. (2024). Kaur, Mandeep ; Bajaj, Isha. In: Vision. RePEc:sae:vision:v:28:y:2024:i:2:p:225-236. Full description at Econpapers || Download paper |
| 2024 | Financial literacy and gender gap: a study of Punjab state of India. (2024). Kaur, Lavneet ; Bansal, Deepty. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:26:y:2024:i:1:d:10.1007_s40847-023-00253-0. Full description at Econpapers || Download paper |
| 2025 | Retirement planning – a systematic review of literature and future research directions. (2025). Paluri, Ratna Achuta ; Ingale, Kavita Karan. In: Management Review Quarterly. RePEc:spr:manrev:v:75:y:2025:i:1:d:10.1007_s11301-023-00377-x. Full description at Econpapers || Download paper |
| 2024 | Do socially responsible indices outperform conventional indices? Evidence from before and after the onset of Covid‐19. (2024). Pahuja, Shuchi ; Gupta, Seema ; Jonwall, Renu. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:5:p:4995-5011. Full description at Econpapers || Download paper |
| 2024 | Screening activity matters: Evidence from ESG portfolio performance from an emerging market. (2024). Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2593-2619. 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 | 43 |
| 2013 | Financial Literacy among Working Young in Urban India.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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: 43 | 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 | 27 |
| 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 | 6 |
| 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 |
| 2024 | Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets In: American Business Review. [Full Text][Citation analysis] | article | 0 |
| Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation In: Journal of Financial Market Infrastructures. [Full Text][Citation analysis] | article | 0 | |
| 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 | 7 |
| 2019 | Indian equity options: Smile, risk premiums, and efficiency In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 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 | 1 |
| 2022 | Lottery and bubble stocks and the cross‐section of option‐implied tail risks In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2023 | Belief distortion near 52W high and low: Evidence from Indian equity options market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2023 | Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2024 | Role of derivatives market in attenuating underreaction to left‐tail risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team