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Prof Sobhesh Kumar Agarwalla

vidwan id: 55867
Male

Associate Professor, Finance and Accounting
Indian Institute of Management Ahmedabad

Expertise

  • Unani

Publications

Total Articles 18
Books 0
Proceedings 0

Publications

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Scopus

Citations 257
h-index 9

CrossRef

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Citations 237
h-index 8
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Bio

Financial Reporting and Analysis, Cost and Control System, orporate Finance, Empirical Research in Accounting and Corporate Governance, Modern Investment and Portfolio Management, Fraud Risk Assessment and Governance Mechanism

Personal Details

  • Male
  • Associate Professor , Indian Institute of Management Ahmedabad
  • Indian Institute of Management, Ahmedabad, Gujarat
Ph.D
Other Institute 2010
Associate Professor Aug 2009 – Present
Indian Institute of Management Ahmedabad | Finance and Accounting

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Co-Authors (6)

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Prof Ajay Pandey

Indian Institute of Management Ahmedabad

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Indian Institute of Management Ahmedabad

Jayanth R

Prof Jayanth R Varma

Indian Institute of Management Ahmedabad

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Prof Naman Desai

Indian Institute of Management Ahmedabad

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Indian Institute of Technology Delhi

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Prof Vineet Virmani

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Scholarly Work

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Scholarly Publications

Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets

Open Access
Article

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

Open Access
Article

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

Big-4 auditors and audit quality: a novel firm life-cycle approach

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

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

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

Open Access
Article