Access Statistics for Jayanth Rama Varma

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A First Cut Estimate of the Equity Risk Premium in India 0 0 0 282 0 0 2 1,472
A Regulatory Framework for Mutual Funds 0 0 0 1 0 0 3 1,206
A Valuation Model for Indeterminate Convertibles 0 0 0 12 0 0 0 106
Analysis of the Indian Securities Industry: Market for Debt 0 0 0 2 0 0 0 904
Betting Against Beta in the Indian Market 0 0 1 101 0 1 2 274
Comments on SEBI Draft Takeover Code 0 0 0 0 0 1 1 207
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 1 1 1 162
Derivatives Pricing using QuantLib: An Introduction 2 3 12 236 2 3 33 522
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 0 0 10 823
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 0 0 0 56
Expert System for Cost Variance Investigation 0 0 0 0 0 1 1 137
Finance Teaching and Research after the Global Financial Crisis 0 0 0 126 0 0 0 330
Financial Literacy among Working Young in Urban India 1 2 2 74 1 8 19 316
Financial Literacy among Working Young in Urban India 0 1 4 350 1 5 21 1,499
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 0 0 0 51
Four Factor Model in Indian Equities Market 0 1 2 47 1 7 25 173
Gorbachev Betas The Russian Coup and Market Blues 0 0 0 1 0 0 0 45
High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures 2 3 3 21 3 5 11 82
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 0 0 0 79
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 0 0 1 119
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 0 0 0 152
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 0 0 0 498
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 0 0 0 509
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 0 1 1 79
Mastershares: Enigmatic Performance 0 0 0 5 0 0 1 32
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 0 0 0 27
Mispricing of Volatility in theIndian Index Options Market 0 0 0 27 0 1 2 107
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 0 0 1 128
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 2 62 1 1 8 460
Performance of quality factor in Indian Equity Market 1 2 4 34 1 2 9 65
Real Estate and Infrastructure Resolution 0 1 1 70 0 1 3 260
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 1 2 3 89
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector (Based on a Report Commissioned by the Petroleum Federation of India) 0 0 0 61 0 1 1 244
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 0 0 0 23
Rejuvenation of Jute Industry: Role and Potential of Diversified Products 0 0 0 2 0 0 1 683
Research on the Indian Capital Market: A Review 0 0 0 55 0 0 1 239
Risk Management Lessons from the Global Financial Crisis 0 0 0 56 0 0 4 138
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 1 65 0 0 4 202
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 0 2 3 134
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 0 1 3 178
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 0 1 2 116
Shiny Alternative for Finance in the Classroom 0 1 1 33 0 1 2 124
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 0 0 2 282
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 1 1 2 45
Towards a Unified Market for Trading Gilts in India 0 0 0 8 0 1 1 48
Value at Risk Models in the Indian Stock Market 0 1 1 70 0 2 5 333
When AAA Means B: The State of Credit Rating in India 0 0 0 65 0 0 2 296
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 0 0 0 158
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 0 0 0 49
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 0 0 0 84
Total Working Papers 6 15 34 2,091 13 50 191 14,345


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 0 0 3 0 1 2 5
Blockchain in Finance 0 0 1 17 0 4 6 91
Financial Literacy among Working Young in Urban India 6 11 31 285 13 39 135 1,206
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 1 1 12 25 4 7 24 44
Indian equity options: Smile, risk premiums, and efficiency 0 1 5 25 1 3 12 59
Informed trading around earnings announcements—Spot, futures, or options? 0 0 0 9 1 1 1 45
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 2 14 0 0 4 40
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 1 8 0 1 3 22
Role of derivatives market in attenuating underreaction to left‐tail risk 1 2 7 8 1 3 14 16
Size, Value, and Momentum in Indian Equities 0 0 0 0 0 0 0 11
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 0 2 9 0 0 5 57
Total Journal Articles 8 15 61 403 20 59 206 1,596


Statistics updated 2025-05-12