Sobhesh Kumar Agarwalla

Indian Institute of Management (IIM) Ahmedabad

Assistant Professor, Finance & Accounting Area

Vastrapur

Ahmedabad, GA Gujarat 380 015

India

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 31,517

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Top 31,517

in Total Papers Downloads

1,069

CITATIONS

2

Scholarly Papers (9)

1.

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 and Indian Institute of Management (IIM), Ahmedabad
Downloads 140 (126,011)

Abstract:

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

2.

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 107 (166,686)

Abstract:

IPO underpricing, IPO grading, IPO certification, Emerging markets

3.

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
Sobhesh Kumar Agarwalla, Joshy Jacob and Ajay Pandey
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management and Indian Institute of Management (IIM), Ahmedabad
Downloads 91 (209,295)

Abstract:

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

4.

Betting Against Beta in the Indian Market

Number of pages: 22 Posted: 10 Jul 2014
Sobhesh Kumar Agarwalla, Joshy Jacob, Jayanth Rama Varma and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management, Indian Institute of Management (IIM), Ahmedabad and Aalto University - Department of Accounting and Finance
Downloads 85 (145,616)

Abstract:

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

5.

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 and Indian Institute of Management (IIM), Ahmedabad
Downloads 72 (129,174)

Abstract:

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

6.

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 and Indian Institute of Management (IIM), Ahmedabad
Downloads 67 (198,281)
Citation 2

Abstract:

Four factors, India, HML, WML, Momentum

7.

Price Impact of Block Trades and Price Behavior Surrounding Block Trades in the Indian Capital Market

Posted: 25 Mar 2010
Sobhesh Kumar Agarwalla and Ajay Pandey
Indian Institute of Management (IIM) Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 56 (200,926)

Abstract:

Block Trades, Market Microstructure, All-or-None Trades

8.

Whether Cross-Listing, Stock-Specifi c and Market-Wide Calendar Events Impact Intraday Volatility Dynamics? Evidence from the Indian Stock Market Using High-Frequency Data

Number of pages: 21 Posted: 30 Nov 2012
Sobhesh Kumar Agarwalla and Ajay Pandey
Indian Institute of Management (IIM) Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 34 (349,288)

Abstract:

intraday volatility, emerging market, calendar effects, cross-listing, derivatives expiry days

9.

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
Sobhesh Kumar Agarwalla, Joshy Jacob and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management and Aalto University - Department of Accounting and Finance
Downloads 24 (356,266)

Abstract:

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