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 2 282 1 1 11 1,471
A Regulatory Framework for Mutual Funds 0 0 0 1 0 0 1 1,204
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 3 904
Betting Against Beta in the Indian Market 0 0 2 100 0 0 6 272
Comments on SEBI Draft Takeover Code 0 0 0 0 0 0 0 206
Computer Graphics, Peripheral Vision & Non Euclidian Geometry 0 0 0 0 0 0 0 161
Derivatives Pricing using QuantLib: An Introduction 2 5 34 230 6 17 77 512
Equilibrium Pricing of Special Bearer Bonds 0 0 0 0 0 4 52 819
Estimation Errors and Time Varying Betas in Event Studies - A New Approach 0 0 0 22 0 0 0 56
Expert System for Cost Variance Investigation 0 0 0 0 0 0 0 136
Finance Teaching and Research after the Global Financial Crisis 0 0 0 126 0 0 2 330
Financial Literacy among Working Young in Urban India 0 0 3 72 0 3 16 301
Financial Literacy among Working Young in Urban India 0 0 4 347 0 6 61 1,488
Financial Sector Reform: Institutional and Technological Imperatives 0 0 1 15 0 0 1 51
Four Factor Model in Indian Equities Market 0 0 2 45 1 6 30 156
Gorbachev Betas The Russian Coup and Market Blues 0 0 0 1 0 0 1 45
High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures 0 0 1 18 0 0 2 72
Impact on Sensex of Scrapping Double Taxation of Dividends 0 0 0 11 0 0 1 79
Indian Convertible Bonds with Unspecified Terms: A Valuation Model 0 0 0 15 0 0 0 118
Indian Convertible Bonds with Unspecified Terms: An Empirical Study 0 0 0 22 0 0 0 152
Indian Money Market: Market Structure, Covered Parity and Term Structure 0 0 0 2 0 0 0 498
Is the BSE Sensitive Index Better than the National Index? 0 0 0 0 0 0 5 509
Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs 0 0 0 0 0 0 0 78
Mastershares: Enigmatic Performance 0 0 0 5 0 0 0 31
Mastershares: Market Prices Divorced From Fundamentals 0 0 0 1 0 0 1 27
Mispricing of Volatility in theIndian Index Options Market 0 0 0 27 0 0 3 105
Modelling Credit Risk In Indian Bond Markets 0 0 0 2 1 1 8 128
Narasimham Committee Report - Some Further Ramifications and Suggestions 0 0 6 61 0 1 25 456
Performance of quality factor in Indian Equity Market 1 1 5 31 1 3 20 60
Real Estate and Infrastructure Resolution 0 0 0 69 0 0 2 258
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector 0 0 0 23 0 1 3 87
Reform of the Fiscal and Subsidy Regime for the Petroleum Sector (Based on a Report Commissioned by the Petroleum Federation of India) 0 0 1 61 0 0 2 243
Regulatory Implications of Monopolies in the Securities Industry 0 0 0 2 0 0 1 23
Rejuvenation of Jute Industry: Role and Potential of Diversified Products 0 0 0 2 0 0 7 682
Research on the Indian Capital Market: A Review 0 0 0 55 1 1 2 239
Risk Management Lessons from the Global Financial Crisis 0 0 2 56 0 2 9 137
Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges 0 0 3 65 0 0 6 200
Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts 0 0 0 34 0 0 0 131
SEBIs Regulatory Priorities: Need for Change 0 0 0 1 0 0 2 175
Securities Scam Genesis, Mechanics and Impact 0 0 0 23 0 0 0 114
Shiny Alternative for Finance in the Classroom 0 0 1 32 0 1 4 123
The Existence and Continuity of Utility Functions: A New Proof 0 0 0 0 1 1 7 282
Time Resolution of the St. Petersburg Paradox: A Rebuttal 0 0 0 14 0 0 1 44
Towards a Unified Market for Trading Gilts in India 0 0 0 8 0 0 0 47
Value at Risk Models in the Indian Stock Market 0 0 0 69 2 2 5 331
When AAA Means B: The State of Credit Rating in India 0 0 0 65 0 1 2 295
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 7 0 0 3 158
When index dissemination goes wrong: How fast can traders add and multiply? 0 0 0 22 0 0 0 49
Where Utility Functions Do Not Exist - A Note on Lexicographic Orders 0 0 0 9 0 0 1 84
Total Working Papers 3 6 67 2,067 14 51 383 14,233


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Belief distortion near 52W high and low: Evidence from Indian equity options market 0 0 3 3 0 1 4 4
Blockchain in Finance 1 1 2 17 1 1 7 86
Financial Literacy among Working Young in Urban India 2 4 41 264 13 30 183 1,118
Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach 3 4 18 18 3 4 29 29
Indian equity options: Smile, risk premiums, and efficiency 1 2 6 24 3 4 11 54
Informed trading around earnings announcements—Spot, futures, or options? 0 0 0 9 0 0 3 44
Lottery and bubble stocks and the cross‐section of option‐implied tail risks 0 0 2 13 0 0 9 37
Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market 0 0 0 7 0 0 0 19
Role of derivatives market in attenuating underreaction to left‐tail risk 1 3 5 5 1 5 9 9
Size, Value, and Momentum in Indian Equities 0 0 0 0 0 0 1 11
The impact of COVID-19 on tail risk: Evidence from Nifty index options 0 2 2 9 0 3 6 55
Total Journal Articles 8 16 79 369 21 48 262 1,466


Statistics updated 2024-09-04