Joshy Jacob

Indian Institute of Management Ahmedabad

Prof.

Vastrapur

Ahmedabad, Gujarat 380 015

India

Indian Institute of Management Ahmedabad

Vastraour

Ahmedabad, 380015

India

  • Indian Institute of Management Ahmedabad

  • Indian Institute of Management Ahmedabad

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    • Tel: 09712977388
    • Fax: 380015
SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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1.

Estimation of Probability of Default Using Merton's Option Pricing Approach: An Empirical Analysis

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 14 Posted: 29 Dec 2005
Joshy Jacob and Piyush Gupta
Indian Institute of Management Ahmedabad and Indian Institute of Management - Lucknow
Downloads 1,544 (13,770)

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Basel II, Probability of default, option pricing, risk capital, credit rating

2.

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 Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 742 (40,281)
Citation 17

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

3.

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 Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 397 (88,566)
Citation 21

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Four factors, India, HML, WML, Momentum

4.

Betting Against Beta in the Indian Market

Chapter 3 in Aswini Kumar Mishra, Vairam Arunachalam, Sanket Mohapatra, and Dennis Olson (ed) The Financial Landscape of Emerging Economies, Springer Nature, forthcoming.
Number of pages: 22 Posted: 10 Jul 2014 Last Revised: 19 Aug 2020
Sobhesh Kumar Agarwalla, Joshy Jacob, Jayanth Rama Varma and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad, Indian Institute of Management Ahmedabad, Indian Institute of Management (IIM), Ahmedabad and ESCP Europe - Department of Finance
Downloads 333 (108,185)
Citation 3

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

5.

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 Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Downloads 225 (161,876)

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

6.

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 Ahmedabad and Indian Institute of Management (IIM) Ahmedabad
Downloads 160 (219,666)
Citation 2

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IPO underpricing, IPO grading, IPO certification, Emerging markets

7.

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 Ahmedabad and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 127 (264,340)
Citation 1

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

8.

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 Ahmedabad and ESCP Europe - Department of Finance
Downloads 42 (489,117)

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

9.

Influence of endogenous reference points on the selling decisions of retail investors

Number of pages: 85 Posted: 12 Feb 2021
Avijit Bansal, Joshy Jacob and Ajay Pandey
Indian Institute of Management Ahmedabad, Indian Institute of Management Ahmedabad and Indian Institute of Management Ahmedabad
Downloads 31 (542,414)

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Investment Experience, Investor Behaviour, Behavioural Finance