Jayanth Rama Varma

Indian Institute of Management (IIM), Ahmedabad

Professor

Vastrapur

Ahmedabad, Gujarat 380 015

India

http://www.iimahd.ernet.in/~jrvarma/

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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SSRN RANKINGS

Top 36,398

in Total Papers Citations

11

CROSSREF CITATIONS

10

Scholarly Papers (9)

1.

Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges

IIMA Working Paper No. 2009-02-06
Number of pages: 26 Posted: 10 Apr 2009
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 1,477 (14,765)
Citation 1

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risk management, derivatives, fat tails, copulas, global financial crisis

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 740 (40,393)
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 396 (88,731)
Citation 20

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Four factors, India, HML, WML, Momentum

4.

Finance Teaching and Research after the Global Financial Crisis

Indian Institute of Management Working Paper No. 2011-03-02
Number of pages: 19 Posted: 25 Mar 2011
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 361 (98,697)

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global financial crisis, finance teaching, finance research

5.

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 (108,083)
Citation 3

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

6.

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 (161,730)

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

7.

Time Resolution of the St. Petersburg Paradox: A Rebuttal

Number of pages: 5 Posted: 28 May 2013
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 89 (336,592)

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St. Petersburg paradox, expectation, ergodicity, risk, utility

8.

When Index Dissemination Goes Wrong: How Fast Can Traders Add and Multiply?

Indian Institute of Management Working Paper No. 2010-08-04
Number of pages: 20 Posted: 31 Aug 2010
Jayanth Rama Varma
Indian Institute of Management (IIM), Ahmedabad
Downloads 68 (393,081)

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Index Futures Arbitrage, Sociology of Finance, Behavioral Finance, Market Devices

9.

Real Estate and Infrastructure Resolution

Indian Institute of Management, W. P. No. 2019-09-01
Number of pages: 8 Posted: 03 Oct 2019
Jayanth Rama Varma and Sebastian Morris
Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management, Ahmedabad - Economics
Downloads 54 (440,296)
Citation 1

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Real estate, infrastructure, recession, India, asset –reconstruction, financial sector, asset-impairment