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Prof Jayanth R Varma

vidwan id: 102078
Male

Professor, Finance and Accounting
Indian Institute of Management Ahmedabad

Expertise

  • Unani

Publications

Total Articles 27
Books 0
Proceedings 0

Publications

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Scopus

Citations 293
h-index 6

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Citations 284
h-index 8
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Bio

Financial Markets and Pricing Models, Financial Sector, International Finance, Mathematical Modelling, Simulation, Computer Graphics and Expert Systems

Personal Details

  • Male
  • Professor , Indian Institute of Management Ahmedabad
  • Indian Institute of Management, Ahmedabad, Gujarat
Ph.D
Other Institute 1988
Professor Apr 1988 – Present
Indian Institute of Management Ahmedabad | Finance and Accounting

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Co-Authors (8)

Ajay

Prof Ajay Pandey

Indian Institute of Management Ahmedabad

Joshy

Prof Joshy Jacob

Indian Institute of Management Ahmedabad

Sebastian

Prof Sebastian Morris

Indian Institute of Management Ahmedabad

Neharika

Prof Neharika Vohra

Indian Institute of Management Ahmedabad

Sobhesh Kumar

Prof Sobhesh Kumar Agarwalla

Indian Institute of Management Ahmedabad

Sonali

Prof Sonali Jain

Indian Institute of Technology Delhi

Vasanthi

Prof Vasanthi Srinivasan

Indian Institute of Management Bangalore

Vineet

Prof Vineet Virmani

Indian Institute of Management Ahmedabad

Scholarly Work

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Scholarly Publications

Role of derivatives market in attenuating underreaction to left-tail risk

Open Access
Article

Python Stack for Design and Visualization in Financial Engineering

Open Access
Book Chapter

Measuring Going Concern Viability and the Effect of Interim Financing Under the Indian Insolvency and Bankruptcy Code, 2016

Open Access
Article

Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets

Open Access
Article

Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach

Open Access
journal-article
Authors: Sudarshan Kumar;Sobhesh Kumar Agarwalla;Jayanth R. Varma;Vineet Virmani

Belief distortion near 52W high and low: Evidence from Indian equity options market

Open Access
journal-article
Authors: Sumit Saurav;Sobhesh Kumar Agarwalla;Jayanth R. Varma

Lottery and bubble stocks and the cross-section of option-implied tail risks

Open Access
Article

The impact of COVID-19 on tail risk: Evidence from Nifty index options

Open Access
journal-article
Authors: Sobhesh Kumar Agarwalla;Jayanth R. Varma;Vineet Virmani