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 1 1,472
A Regulatory Framework for Mutual Funds 0 0 0 1 0 1 3 1,207
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 1 2 4 276
Comments on SEBI Draft Takeover Code 0 0 0 0 0 0 1 207
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 0 0 1 162
Derivatives Pricing using QuantLib: An Introduction 1 2 8 238 5 13 23 535
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 1 1 5 824
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 0 1 1 57
Expert System for Cost Variance Investigation 0 0 0 0 0 0 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 0 0 2 74 0 2 17 318
Financial Literacy among Working Young in Urban India 0 0 3 350 0 3 17 1,505
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 0 0 0 51
Four Factor Model in Indian Equities Market 0 1 4 49 0 7 27 183
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 0 0 4 22 0 8 19 91
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 1 1 1 153
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 1 1 2 500
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 0 1 79
Mastershares: Enigmatic Performance 0 0 0 5 1 1 2 33
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 0 2 107
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 0 1 1 129
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 1 62 0 0 4 460
Performance of quality factor in Indian Equity Market 0 2 6 37 0 4 10 70
Real Estate and Infrastructure Resolution 0 0 1 70 0 0 2 260
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 0 0 2 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 2 245
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 0 239
Risk Management Lessons from the Global Financial Crisis 0 0 0 56 0 0 1 138
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 0 3 5 205
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 2 3 6 137
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 0 0 3 178
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 0 0 2 116
Shiny Alternative for Finance in the Classroom 0 0 1 33 1 1 2 125
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 0 0 0 282
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 0 0 1 45
Towards a Unified Market for Trading Gilts in India 0 0 0 8 0 0 1 48
Value at Risk Models in the Indian Stock Market 1 1 2 71 1 1 3 334
When AAA Means B: The State of Credit Rating in India 0 0 0 65 0 0 1 296
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 1 1 1 50
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 0 1 2 86
Total Working Papers 2 6 33 2,100 15 57 179 14,412


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets 0 0 0 0 1 1 2 2
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 0 0 3 0 0 2 6
Blockchain in Finance 0 0 0 17 0 0 5 91
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation 0 1 4 4 0 1 5 5
Financial Literacy among Working Young in Urban India 1 4 28 292 8 21 121 1,239
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 3 3 11 29 3 3 19 48
Indian equity options: Smile, risk premiums, and efficiency 0 0 1 25 0 0 6 60
Informed trading around earnings announcements—Spot, futures, or options? 0 0 0 9 0 0 1 45
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 1 14 0 0 3 40
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 1 8 0 1 4 23
Role of derivatives market in attenuating underreaction to left‐tail risk 0 1 5 10 1 2 11 20
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 0 9 0 1 3 58
Total Journal Articles 4 9 51 420 13 30 182 1,648


Statistics updated 2025-09-05