Jayanth Rama Varma

Indian Institute of Management (IIM), Ahmedabad

Professor

Vastrapur

Ahmedabad, Gujarat 380 015

India

http://www.iimahd.ernet.in/~jrvarma/

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 15,411

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3,395

SSRN CITATIONS
Rank 45,005

SSRN RANKINGS

Top 45,005

in Total Papers Citations

3

CROSSREF CITATIONS

10

Scholarly Papers (9)

1.

Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges

IIMA Working Paper No. 2009-02-06
Number of pages: 26 Posted: 10 Apr 2009
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 1,461 (13,374)
Citation 1

Abstract:

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risk management, derivatives, fat tails, copulas, global financial crisis

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 Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 550 (53,612)
Citation 7

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

3.

Finance Teaching and Research after the Global Financial Crisis

Indian Institute of Management Working Paper No. 2011-03-02
Number of pages: 19 Posted: 25 Mar 2011
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 360 (89,603)

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global financial crisis, finance teaching, finance research

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
Sobhesh Kumar Agarwalla, Joshy Jacob and Jayanth Rama Varma
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 325 (101,222)
Citation 16

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Four factors, India, HML, WML, Momentum

5.

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 Ahmedabad, Indian Institute of Management (IIM), Ahmedabad and affiliation not provided to SSRN
Downloads 299 (110,120)
Citation 3

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

6.

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
Sobhesh Kumar Agarwalla, Joshy Jacob and Jayanth Rama Varma
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 219 (151,210)

Abstract:

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

7.

Time Resolution of the St. Petersburg Paradox: A Rebuttal

Number of pages: 5 Posted: 28 May 2013
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 83 (322,001)

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St. Petersburg paradox, expectation, ergodicity, risk, utility

8.

When Index Dissemination Goes Wrong: How Fast Can Traders Add and Multiply?

Indian Institute of Management Working Paper No. 2010-08-04
Number of pages: 20 Posted: 31 Aug 2010
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 65 (369,309)

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Index Futures Arbitrage, Sociology of Finance, Behavioral Finance, Market Devices

9.

Real Estate and Infrastructure Resolution

Indian Institute of Management, W. P. No. 2019-09-01
Number of pages: 8 Posted: 03 Oct 2019
Jayanth Rama Varma and Sebastian Morris
Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management, Ahmedabad - Economics
Downloads 33 (488,621)

Abstract:

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Real estate, infrastructure, recession, India, asset –reconstruction, financial sector, asset-impairment