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 2 2 1,474
A Regulatory Framework for Mutual Funds 0 0 0 1 0 2 4 1,210
A Valuation Model for Indeterminate Convertibles 0 0 0 12 1 3 3 109
Analysis of the Indian Securities Industry: Market for Debt 0 0 0 2 0 1 1 905
Betting Against Beta in the Indian Market 0 0 0 101 1 1 4 277
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 1 1 2 163
Derivatives Pricing using QuantLib: An Introduction 0 1 7 240 5 7 25 543
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 3 3 4 827
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 3 3 4 60
Expert System for Cost Variance Investigation 0 0 0 0 0 1 2 138
Finance Teaching and Research after the Global Financial Crisis 1 1 1 127 2 5 5 335
Financial Literacy among Working Young in Urban India 2 3 5 353 2 5 19 1,511
Financial Literacy among Working Young in Urban India 1 2 4 76 1 3 15 322
Financial Sector Reform: Institutional and Technological Imperatives 0 0 0 15 1 1 1 52
Four Factor Model in Indian Equities Market 1 1 4 50 9 15 37 199
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 18 22 39 115
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 1 1 1 80
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 0 2 2 121
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 2 2 3 155
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 2 3 5 503
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 0 2 2 511
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 1 3 4 82
Mastershares: Enigmatic Performance 0 0 0 5 0 0 1 33
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 1 2 2 29
Mispricing of Volatility in theIndian Index Options Market 0 1 2 29 3 5 7 113
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 0 62 0 1 2 461
Performance of quality factor in Indian Equity Market 0 0 5 37 3 5 13 75
Real Estate and Infrastructure Resolution 0 0 1 70 1 1 2 261
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 2 2 4 91
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 7 10 253
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 2 4 4 27
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 2 5 5 244
Risk Management Lessons from the Global Financial Crisis 0 0 0 56 2 4 4 142
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 0 65 3 4 7 209
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 3 3 9 141
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 0 0 3 178
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 1 4 5 120
Shiny Alternative for Finance in the Classroom 0 0 1 33 5 6 9 132
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 0 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 3 72 1 2 5 336
When AAA Means B: The State of Credit Rating in India 0 0 0 65 2 3 3 299
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 1 1 2 51
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 1 2 2 160
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 0 1 3 87
Total Working Papers 5 10 37 2,112 89 151 291 14,574


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 1 1 1 1 1 2 5 5
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 0 0 3 1 2 4 8
Blockchain in Finance 0 0 0 17 2 3 7 94
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation 0 0 4 4 1 2 8 8
Financial Literacy among Working Young in Urban India 1 5 25 297 5 28 120 1,283
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 2 3 9 32 13 17 29 65
Indian equity options: Smile, risk premiums, and efficiency 0 0 1 25 0 1 7 62
Informed trading around earnings announcements—Spot, futures, or options? 0 1 1 10 0 2 3 47
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 0 14 1 2 3 42
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 8 2 3 5 26
Role of derivatives market in attenuating underreaction to left‐tail risk 0 0 5 11 1 2 12 23
Size, Value, and Momentum in Indian Equities 0 0 0 0 0 1 1 12
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 0 0 9 2 5 9 65
Total Journal Articles 4 10 46 431 29 70 213 1,740


Statistics updated 2026-01-09