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 1 1 283 0 5 6 1,478
A Regulatory Framework for Mutual Funds 0 0 0 1 0 0 4 1,210
A Valuation Model for Indeterminate Convertibles 0 0 0 12 0 1 3 109
Analysis of the Indian Securities Industry: Market for Debt 0 0 0 2 0 2 3 907
Betting Against Beta in the Indian Market 0 0 0 101 1 4 6 280
Comments on SEBI Draft Takeover Code 0 0 0 0 0 1 2 208
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 0 1 2 163
Derivatives Pricing using QuantLib: An Introduction 1 4 10 244 1 11 29 549
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 2 8 9 832
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 0 7 8 64
Expert System for Cost Variance Investigation 0 0 0 0 0 1 2 139
Finance Teaching and Research after the Global Financial Crisis 0 1 1 127 1 5 8 338
Financial Literacy among Working Young in Urban India 1 3 5 354 3 10 23 1,519
Financial Literacy among Working Young in Urban India 0 1 3 76 1 6 14 327
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 1 4 4 55
Four Factor Model in Indian Equities Market 0 1 4 50 3 22 43 212
Gorbachev Betas The Russian Coup and Market Blues 0 0 0 1 0 1 1 46
High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures 0 0 3 22 1 22 40 119
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 0 3 3 82
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 0 3 5 124
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 0 2 3 155
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 0 3 6 504
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 0 3 5 514
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 1 3 5 84
Mastershares: Enigmatic Performance 0 0 0 5 0 2 3 35
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 0 3 4 31
Mispricing of Volatility in theIndian Index Options Market 1 3 5 32 1 10 14 120
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 1 1 2 130
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 0 62 1 2 4 463
Performance of quality factor in Indian Equity Market 1 1 5 38 7 12 20 84
Real Estate and Infrastructure Resolution 0 0 1 70 1 2 3 262
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 0 5 7 94
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 2 4 12 255
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 0 3 5 28
Rejuvenation of Jute Industry: Role and Potential of Diversified Products 0 0 0 2 1 1 1 684
Research on the Indian Capital Market: A Review 0 0 0 55 0 3 6 245
Risk Management Lessons from the Global Financial Crisis 0 0 0 56 1 3 5 143
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 0 3 7 209
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 1 5 9 143
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 2 2 2 180
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 0 3 7 122
Shiny Alternative for Finance in the Classroom 0 0 0 33 0 9 12 136
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 0 1 1 283
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 0 5 7 51
Towards a Unified Market for Trading Gilts in India 0 0 0 8 0 1 1 49
Value at Risk Models in the Indian Stock Market 0 0 2 72 0 6 9 341
When AAA Means B: The State of Credit Rating in India 0 0 0 65 0 6 7 303
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 0 3 4 53
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 1 3 4 162
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 0 1 4 88
Total Working Papers 4 15 40 2,122 34 227 394 14,712


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 1 1 1 2 4 7 8
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 0 0 3 0 5 8 12
Blockchain in Finance 0 0 0 17 3 11 13 103
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation 0 0 3 4 0 4 10 11
Financial Literacy among Working Young in Urban India 2 4 22 300 14 34 130 1,312
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 0 2 8 32 6 24 38 76
Indian equity options: Smile, risk premiums, and efficiency 0 1 2 26 3 9 15 71
Informed trading around earnings announcements—Spot, futures, or options? 0 0 1 10 0 5 8 52
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 0 14 0 4 5 45
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 8 1 7 9 31
Role of derivatives market in attenuating underreaction to left‐tail risk 0 1 6 12 1 6 15 28
Size, Value, and Momentum in Indian Equities 0 0 0 0 0 2 3 14
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 0 0 9 4 9 15 72
Total Journal Articles 2 9 43 436 34 124 276 1,835


Statistics updated 2026-03-04