Joshy Jacob

Indian Institute of Management

Prof.

Vastrapur

Ahmedabad, Gujarat 380 015

India

SCHOLARLY PAPERS

8

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Top 16,103

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3,002

SSRN CITATIONS
Rank 47,311

SSRN RANKINGS

Top 47,311

in Total Papers Citations

1

CROSSREF CITATIONS

9

Scholarly Papers (8)

1.

Estimation of Probability of Default Using Merton's Option Pricing Approach: An Empirical Analysis

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 14 Posted: 29 Dec 2005
Joshy Jacob and Piyush Gupta
Indian Institute of Management and Indian Institute of Management - Lucknow
Downloads 1,533 (11,342)

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Basel II, Probability of default, option pricing, risk capital, credit rating

2.

Financial Literacy Among Working Young in Urban India

Indian Institute of Management Ahmedabad, W.P. No. 2013-10-02
Number of pages: 27 Posted: 12 Oct 2013
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Ahmedabad, Indian Institute of Management and Indian Institute of Management (IIM), Ahmedabad
Downloads 404 (72,692)
Citation 2

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Financial Literacy, Financial Knowledge, Financial Behavior, Financial Attitude, Youth, India

3.

Betting Against Beta in the Indian Market

Number of pages: 22 Posted: 10 Jul 2014
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management, Indian Institute of Management (IIM), Ahmedabad and affiliation not provided to SSRN
Downloads 268 (114,794)
Citation 2

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CAPM, Betting against beta, BAB factor, leverage constraint, emerging markets

4.

Four Factor Model in Indian Equities Market

Indian Institute of Management, Ahmedabad Working Paper No. 2013-09-05
Number of pages: 21 Posted: 02 Oct 2013 Last Revised: 09 Sep 2014
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management and Indian Institute of Management (IIM), Ahmedabad
Downloads 266 (115,727)
Citation 13

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Four factors, India, HML, WML, Momentum

5.

High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures

Indian Institute of Management, Ahmedabad, India Working Paper No. 2014-02-01
Number of pages: 25 Posted: 14 Feb 2014
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management and Indian Institute of Management (IIM), Ahmedabad
Downloads 214 (143,756)

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Market Manipulation, Single Stock Futures, Expiration Day, Settlement Price, Emerging Market, Market Closing

6.

Mandatory IPO Grading: Does it Help Pricing Efficiency?

Number of pages: 38 Posted: 02 Jan 2013
Joshy Jacob and Sobhesh Kumar Agarwalla
Indian Institute of Management and Indian Institute of Management (IIM) Ahmedabad
Downloads 158 (188,945)
Citation 2

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IPO underpricing, IPO grading, IPO certification, Emerging markets

7.

Impact of the Introduction of Call Auction on Price Discovery: Evidence from the Indian Stock Market Using High-Frequency Data

Number of pages: 32 Posted: 13 Dec 2012 Last Revised: 15 Dec 2012
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management and OP Jindal Global University - Jindal Global Law School (JGLS)
Downloads 118 (238,298)

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Call Auction, Market Opening, Market Effciency, Intraday Behaviour, Emerging Markets

8.

Market Timing Ability of Indian Firms in Open Market Repurchases

Indian Institute of Management Ahmedabad Working Paper No. 2013-11-10
Number of pages: 37 Posted: 27 Nov 2013
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management and affiliation not provided to SSRN
Downloads 41 (424,455)

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Repurchase, market timing, information asymmetry, emerging markets, regulatory disclosure