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 1 283 2 2 14 1,486
A Regulatory Framework for Mutual Funds 0 0 0 1 0 0 6 1,213
A Valuation Model for Indeterminate Convertibles 0 0 0 12 0 0 5 111
Analysis of the Indian Securities Industry: Market for Debt 0 0 0 2 0 0 9 913
Betting Against Beta in the Indian Market 0 0 0 101 4 5 13 288
Comments on SEBI Draft Takeover Code 0 0 0 0 0 1 4 211
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 0 0 3 165
Derivatives Pricing using QuantLib: An Introduction 0 2 9 246 0 5 25 555
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 1 1 15 838
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 0 0 16 73
Expert System for Cost Variance Investigation 0 0 0 0 0 0 3 140
Finance Teaching and Research after the Global Financial Crisis 0 0 1 127 2 4 17 347
Financial Literacy among Working Young in Urban India 0 0 3 77 1 1 12 330
Financial Literacy among Working Young in Urban India 0 0 4 354 0 2 21 1,526
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 0 1 7 58
Four Factor Model in Indian Equities Market 0 0 2 51 4 12 51 234
Gorbachev Betas The Russian Coup and Market Blues 0 0 0 1 0 2 6 51
High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures 0 0 0 22 3 6 39 130
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 0 0 5 84
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 0 1 6 125
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 0 0 4 156
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 0 0 6 505
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 0 0 6 515
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 0 0 7 86
Mastershares: Enigmatic Performance 0 0 0 5 1 1 7 39
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 0 0 10 37
Mispricing of Volatility in theIndian Index Options Market 0 0 5 32 0 0 18 125
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 1 1 3 132
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 0 62 0 0 4 464
Performance of quality factor in Indian Equity Market 0 0 1 38 1 2 19 89
Real Estate and Infrastructure Resolution 0 0 0 70 0 0 4 264
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 1 1 7 96
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 0 13 258
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 0 0 9 32
Rejuvenation of Jute Industry: Role and Potential of Diversified Products 0 0 0 2 0 1 3 686
Research on the Indian Capital Market: A Review 0 0 0 55 0 0 6 245
Risk Management Lessons from the Global Financial Crisis 0 0 0 56 0 1 7 145
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 0 1 7 212
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 0 1 11 146
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 0 0 5 183
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 3 3 11 127
Shiny Alternative for Finance in the Classroom 0 0 0 33 0 0 14 138
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 1 1 4 286
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 0 1 12 57
Towards a Unified Market for Trading Gilts in India 0 0 0 8 0 1 5 53
Value at Risk Models in the Indian Stock Market 0 0 2 72 0 1 10 343
When AAA Means B: The State of Credit Rating in India 0 0 0 65 1 1 12 308
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 0 1 6 55
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 0 0 5 163
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 1 1 6 92
Total Working Papers 0 2 28 2,126 27 62 518 14,915


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 2 2 0 2 12 13
Belief distortion near 52W high and low: Evidence from Indian equity options market 1 1 1 4 1 2 11 17
Blockchain in Finance 0 0 0 17 0 0 14 105
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation 1 2 2 6 2 3 12 17
Financial Literacy among Working Young in Urban India 2 4 16 307 6 17 127 1,358
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 2 2 8 34 3 7 44 89
Indian equity options: Smile, risk premiums, and efficiency 0 1 2 27 1 4 17 77
Informed trading around earnings announcements—Spot, futures, or options? 0 2 3 12 1 3 15 60
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 1 1 15 0 4 10 50
Measuring Going Concern Viability and the Effect of Interim Financing Under the Indian Insolvency and Bankruptcy Code, 2016 0 1 6 6 2 6 21 21
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 8 1 1 11 34
Role of derivatives market in attenuating underreaction to left‐tail risk 0 0 2 12 2 4 14 33
Size, Value, and Momentum in Indian Equities 0 0 0 0 0 2 10 21
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 0 0 9 0 1 17 75
Total Journal Articles 6 15 43 459 19 56 335 1,970


Statistics updated 2026-08-07