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 0 2 14 1,486
A Regulatory Framework for Mutual Funds 0 0 0 1 1 2 7 1,215
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 1 5 13 289
Comments on SEBI Draft Takeover Code 0 0 0 0 0 0 4 211
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 1 1 4 166
Derivatives Pricing using QuantLib: An Introduction 0 1 8 247 1 4 23 559
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 2 3 16 840
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 1 1 4 141
Finance Teaching and Research after the Global Financial Crisis 0 0 1 127 1 3 18 348
Financial Literacy among Working Young in Urban India 0 1 4 78 0 13 23 342
Financial Literacy among Working Young in Urban India 0 0 4 354 1 1 21 1,527
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 0 0 7 58
Four Factor Model in Indian Equities Market 1 2 4 53 7 15 61 245
Gorbachev Betas The Russian Coup and Market Blues 0 0 0 1 1 1 7 52
High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures 0 1 1 23 0 5 39 132
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 1 1 6 85
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 1 3 9 128
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 0 0 3 156
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 0 0 5 505
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 0 1 6 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 4 32 1 1 18 126
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 0 1 3 132
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 0 62 1 1 5 465
Performance of quality factor in Indian Equity Market 0 0 1 38 4 9 27 97
Real Estate and Infrastructure Resolution 0 0 0 70 1 1 5 265
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 1 2 8 97
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 12 258
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 1 1 4 687
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 0 7 145
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 1 1 8 213
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 0 0 8 146
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 0 0 5 183
Securities Scam Genesis, Mechanics and Impact 0 1 1 24 0 11 19 135
Shiny Alternative for Finance in the Classroom 1 1 1 34 1 1 13 139
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 0 1 4 286
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 0 0 12 57
Towards a Unified Market for Trading Gilts in India 0 0 0 8 0 0 5 53
Value at Risk Models in the Indian Stock Market 0 0 1 72 1 1 10 344
When AAA Means B: The State of Credit Rating in India 0 0 0 65 0 1 12 308
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 0 0 5 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 0 1 6 92
Total Working Papers 2 7 31 2,133 31 94 559 14,982


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 2 2 0 1 11 14
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 2 2 5 0 3 13 19
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 0 2 3 7 0 3 12 18
Financial Literacy among Working Young in Urban India 0 3 16 308 7 23 120 1,375
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 1 3 6 35 4 12 50 98
Indian equity options: Smile, risk premiums, and efficiency 0 0 2 27 4 9 24 85
Informed trading around earnings announcements—Spot, futures, or options? 0 0 3 12 2 3 17 62
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 1 15 0 0 10 50
Measuring Going Concern Viability and the Effect of Interim Financing Under the Indian Insolvency and Bankruptcy Code, 2016 2 4 10 10 3 8 27 27
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 8 1 3 13 36
Role of derivatives market in attenuating underreaction to left‐tail risk 0 0 1 12 1 4 14 35
Size, Value, and Momentum in Indian Equities 0 0 0 0 1 2 12 23
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 0 0 9 0 1 16 76
Total Journal Articles 3 14 46 467 23 72 353 2,023


Statistics updated 2026-10-11