Narrow search
Showing 1 - 10 of 123
Cover Image
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - In: The journal of futures markets 42 (2022) 2, pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Cover Image
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 44 (2024) 3, pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Cover Image
Financial literacy among working young in urban India
Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; … - In: World development : the multi-disciplinary … 67 (2015), pp. 101-109
Persistent link: https://www.econbiz.de/10011338752
Cover Image
Betting Against beta in the Indian Market
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Varma, Jayanth Rama - 2014
Persistent link: https://www.econbiz.de/10010395587
Cover Image
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama; Virmani, … - In: Economics letters 204 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Cover Image
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan; Agarwalla, Sobhesh Kumar; Varma, … - In: The journal of futures markets 43 (2023) 11, pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Cover Image
Financial literacy among working young in urban India
Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; … - 2013
Persistent link: https://www.econbiz.de/10010192820
Cover Image
Asymmetric Uncertainty Around Earnings Announcements Evidence from Options Markets
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - 2022
We use the Indian stock options market to study the evolution of uncertainty and asymmetric uncertainty around earnings announcements (EAs). We find that uncertainty (implied volatility) and asymmetric uncertainty (options skew) increase monotonically before the EA day and decrease after EA....
Persistent link: https://www.econbiz.de/10014238511
Cover Image
Banking reforms : the unfinished agenda
Varma, Jayanth Rama - 1998
Persistent link: https://www.econbiz.de/10001441122
Cover Image
Risk management lessons from the global financial crisis for derivative exchanges
Varma, Jayanth Rama - 2009
Persistent link: https://www.econbiz.de/10003846725