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 1 1 1 1,473
A Regulatory Framework for Mutual Funds 0 0 0 1 1 2 3 1,209
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 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 3 8 240 1 7 21 537
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 0 1 2 824
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 0 0 1 57
Expert System for Cost Variance Investigation 0 0 0 0 1 1 2 138
Finance Teaching and Research after the Global Financial Crisis 0 0 0 126 2 2 2 332
Financial Literacy among Working Young in Urban India 0 0 2 74 0 1 17 319
Financial Literacy among Working Young in Urban India 0 0 2 350 0 1 16 1,506
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 0 0 0 51
Four Factor Model in Indian Equities Market 0 0 4 49 3 4 28 187
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 2 19 93
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 1 1 153
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 0 1 2 500
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 2 2 2 511
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 2 2 3 81
Mastershares: Enigmatic Performance 0 0 0 5 0 1 1 33
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 1 1 1 28
Mispricing of Volatility in theIndian Index Options Market 1 2 2 29 1 2 3 109
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 0 0 1 129
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 1 62 1 1 5 461
Performance of quality factor in Indian Equity Market 0 0 5 37 1 1 9 71
Real Estate and Infrastructure Resolution 0 0 1 70 0 0 1 260
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 2 3 5 248
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 2 2 2 25
Rejuvenation of Jute Industry: Role and Potential of Diversified Products 0 0 0 2 0 0 0 683
Research on the Indian Capital Market: A Review 0 0 0 55 1 1 1 240
Risk Management Lessons from the Global Financial Crisis 0 0 0 56 1 1 1 139
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 1 1 5 206
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 0 3 7 138
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 3 4 127
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 1 1 2 46
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 0 1 2 71 0 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 22 0 1 1 50
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 1 1 1 159
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 0 0 2 86
Total Working Papers 2 6 33 2,104 27 53 191 14,450


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 3 4 4
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 1 1 5 92
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation 0 0 4 4 0 1 6 6
Financial Literacy among Working Young in Urban India 2 3 27 294 11 35 122 1,266
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 0 3 9 29 1 4 17 49
Indian equity options: Smile, risk premiums, and efficiency 0 0 1 25 1 2 7 62
Informed trading around earnings announcements—Spot, futures, or options? 1 1 1 10 1 1 2 46
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 0 14 1 1 3 41
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 8 1 1 3 24
Role of derivatives market in attenuating underreaction to left‐tail risk 0 1 5 11 1 3 11 22
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 2 5 60
Total Journal Articles 3 8 47 424 19 54 187 1,689


Statistics updated 2025-11-08