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 4 6 12 1,484
A Regulatory Framework for Mutual Funds 0 0 0 1 3 3 7 1,213
A Valuation Model for Indeterminate Convertibles 0 0 0 12 1 2 5 111
Analysis of the Indian Securities Industry: Market for Debt 0 0 0 2 5 6 9 913
Betting Against Beta in the Indian Market 0 0 0 101 3 4 9 283
Comments on SEBI Draft Takeover Code 0 0 0 0 2 2 3 210
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 2 2 3 165
Derivatives Pricing using QuantLib: An Introduction 0 1 8 244 1 2 28 550
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 4 7 14 837
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 9 9 17 73
Expert System for Cost Variance Investigation 0 0 0 0 1 1 3 140
Finance Teaching and Research after the Global Financial Crisis 0 0 1 127 2 6 13 343
Financial Literacy among Working Young in Urban India 1 1 3 77 1 3 13 329
Financial Literacy among Working Young in Urban India 0 1 4 354 2 8 25 1,524
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 1 3 6 57
Four Factor Model in Indian Equities Market 0 1 4 51 4 13 49 222
Gorbachev Betas The Russian Coup and Market Blues 0 0 0 1 3 3 4 49
High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures 0 0 1 22 4 6 42 124
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 2 2 5 84
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 0 0 5 124
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 1 1 4 156
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 1 1 7 505
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 1 1 6 515
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 2 3 7 86
Mastershares: Enigmatic Performance 0 0 0 5 3 3 6 38
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 6 6 10 37
Mispricing of Volatility in theIndian Index Options Market 0 1 5 32 3 6 18 125
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 1 2 3 131
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 0 62 1 2 4 464
Performance of quality factor in Indian Equity Market 0 1 4 38 3 10 22 87
Real Estate and Infrastructure Resolution 0 0 0 70 2 3 4 264
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 1 1 6 95
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 3 5 14 258
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 1 4 9 32
Rejuvenation of Jute Industry: Role and Potential of Diversified Products 0 0 0 2 1 2 2 685
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 1 2 6 144
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 0 2 9 211
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 2 3 11 145
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 3 5 5 183
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 2 2 8 124
Shiny Alternative for Finance in the Classroom 0 0 0 33 2 2 14 138
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 2 2 3 285
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 2 5 11 56
Towards a Unified Market for Trading Gilts in India 0 0 0 8 3 3 4 52
Value at Risk Models in the Indian Stock Market 0 0 2 72 1 1 9 342
When AAA Means B: The State of Credit Rating in India 0 0 0 65 4 4 11 307
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 1 2 5 163
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 0 1 5 54
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 3 3 7 91
Total Working Papers 1 6 33 2,124 110 175 508 14,853


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 1 1 3 5 10 11
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 0 0 3 3 3 10 15
Blockchain in Finance 0 0 0 17 2 5 14 105
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation 0 0 1 4 2 3 10 14
Financial Literacy among Working Young in Urban India 1 5 18 303 14 43 135 1,341
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 0 0 7 32 4 12 38 82
Indian equity options: Smile, risk premiums, and efficiency 0 0 1 26 1 5 14 73
Informed trading around earnings announcements—Spot, futures, or options? 0 0 1 10 5 5 12 57
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 0 14 1 1 6 46
Measuring Going Concern Viability and the Effect of Interim Financing Under the Indian Insolvency and Bankruptcy Code, 2016 0 1 5 5 1 3 15 15
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 8 2 3 11 33
Role of derivatives market in attenuating underreaction to left‐tail risk 0 0 4 12 1 2 13 29
Size, Value, and Momentum in Indian Equities 0 0 0 0 4 5 8 19
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 0 0 9 1 6 17 74
Total Journal Articles 1 6 38 444 44 101 313 1,914


Statistics updated 2026-05-06