Joshy Jacob

Indian Institute of Management Ahmedabad

Prof.

Vastrapur

Ahmedabad, Gujarat 380 015

India

Indian Institute of Management Ahmedabad

Vastraour

Ahmedabad, 380015

India

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 37,521

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11

CROSSREF CITATIONS

9

Scholarly Papers (9)

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)

Abstract:

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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
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
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
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
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
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
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