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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

Rational repricing of risk during COVID-19: Evidence from Indian single stock options market

Open Access
Article

Betting Against Beta in the Indian Market

Open Access
Book Chapter
Authors: Agarwalla S.K.;Jacob J.;Varma J.R.;Vasudevan E.

Indian equity options: Smile, risk premiums, and efficiency

Open Access
journal-article
Authors: Sonali Jain;Jayanth R. Varma;Sobhesh Kumar Agarwalla

Informed trading around earnings announcements—Spot, futures, or options?

Open Access
journal-article
Authors: Sonali Jain;Sobhesh Kumar Agarwalla;Jayanth R. Varma;Ajay Pandey

Size, Value, and Momentum in Indian Equities

Open Access
journal-article

Computational finance using QuantLib-Python

Open Access
Article

Financial Literacy among Working Young in Urban India

Open Access
journal-article
Authors: Agarwalla, S.K.;Barua, S.K.;Jacob, J.;Varma, J.R.