Jayanth Rama Varma

Indian Institute of Management (IIM), Ahmedabad

Professor

Vastrapur

Ahmedabad, Gujarat 380 015

India

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

  • Indian Institute of Management (IIM), Ahmedabad

SCHOLARLY PAPERS

11

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8,074

TOTAL CITATIONS
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Top 30,472

in Total Papers Citations

92

Scholarly Papers (11)

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1.

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
Sobhesh Kumar Agarwalla, Samir Kumar Barua, Joshy Jacob and Jayanth Rama Varma
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Ahmedabad, Indian Institute of Management Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 3,481 (7,292)
Citation 17

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

2.

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 1,554 (25,934)
Citation 1

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

3.

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 884 (58,400)
Citation 69

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Four factors, India, HML, WML, Momentum

4.

Betting Against Beta in the Indian Market

Chapter 3 in Aswini Kumar Mishra, Vairam Arunachalam, Sanket Mohapatra, and Dennis Olson (ed) The Financial Landscape of Emerging Economies, Springer Nature, forthcoming.
Number of pages: 22 Posted: 10 Jul 2014 Last Revised: 19 Aug 2020
Sobhesh Kumar Agarwalla, Joshy Jacob, Jayanth Rama Varma and Ellapulli V. Vasudevan
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Ahmedabad, Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 641 (89,125)
Citation 3

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

5.

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 381 (167,075)

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global financial crisis, finance teaching, finance research

6.

Performance of Quality Factor in Indian Equity Market

Number of pages: 49 Posted: 13 Dec 2022
Joshy Jacob, K P Pradeep and Jayanth Rama Varma
Indian Institute of Management Ahmedabad, NSE Centre for Behavioral Science in Finance, Economics & Marketing, Indian Institute of Management Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 352 (182,427)

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7.

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 308 (210,677)

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

8.

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 Goa Institute of Management
Downloads 158 (401,767)
Citation 2

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

9.

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 133 (459,830)

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

10.

Asymmetric Uncertainty Around Earnings Announcements Evidence from Options Markets

Number of pages: 41 Posted: 15 Nov 2022
Sobhesh Kumar Agarwalla, Sumit Saurav and Jayanth Rama Varma
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Bangalore and Indian Institute of Management (IIM), Ahmedabad
Downloads 92 (602,218)

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Earnings Announcements, Volatility Smile, Earnings Surprise, Options
Volume, Emerging markets

11.

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 90 (610,372)

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