Sobhesh Kumar Agarwalla

Indian Institute of Management (IIM) Ahmedabad

Professor, Finance & Accounting Area

Vastrapur

Ahmedabad, Gujarat 380 015

India

  • Indian Institute of Management (IIM) Ahmedabad

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SCHOLARLY PAPERS

12

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12

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10

Scholarly Papers (12)

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1.

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 (40,335)
Citation 17

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

2.

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 (88,782)
Citation 21

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Four factors, India, HML, WML, Momentum

3.

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 (108,136)
Citation 3

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

4.

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 (161,794)

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

5.

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 (219,575)
Citation 2

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IPO underpricing, IPO grading, IPO certification, Emerging markets

6.

Price Impact of Block Trades and Price Behavior Surrounding Block Trades in the Indian Capital Market

Posted: 25 Mar 2010
Sobhesh Kumar Agarwalla and Ajay Pandey
Indian Institute of Management (IIM) Ahmedabad and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 149 (232,924)
Citation 2

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Block Trades, Market Microstructure, All-or-None Trades

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 (264,225)
Citation 1

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

8.

Impact of the Proposed GST on the Consumer Price Index in India

Indian Institute of Management Udaipur Research Paper Series No. 2018
Number of pages: 19 Posted: 19 Aug 2018
Sebastian Morris, Ajay Pandey, Sobhesh Kumar Agarwalla and Astha Agarwalla
Indian Institute of Management, Ahmedabad - Economics, O. P. Jindal Global University - Jindal Global Law School (JGLS), Indian Institute of Management (IIM) Ahmedabad and Adani Institute of Infrastructure Management
Downloads 95 (323,229)

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India, Public Finance, Taxation, Indirect Taxes, Goods and Sevices Tax, GST, Economic Reforms

9.

Does GST (Goods and Services Tax) in India Hurt Producing Regions? A New Estimate of the Tax Base Under GST of Select States

Indian Institute of Management Ahmedabad W. P. No. 2019-03-01
Number of pages: 30 Posted: 03 Apr 2019
Sebastian Morris, Ajay Pandey, Sobhesh Kumar Agarwalla and Astha Agarwalla
Indian Institute of Management, Ahmedabad - Economics, Indian Institute of Management Ahmedabad, Indian Institute of Management (IIM) Ahmedabad and Adani Institute of Infrastructure Management
Downloads 65 (402,704)
Citation 1

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Taxation, Public Finance, Indirect Taxes, India, GST, Incentive Effects of Tax, Regional Development

10.

Equity Portfolio Diversification: How Many Stocks Are Enough? Evidence From India

Number of pages: 19 Posted: 22 Feb 2021
Rajan Raju and Sobhesh Kumar Agarwalla
Invespar Pte Ltd and Indian Institute of Management (IIM) Ahmedabad
Downloads 57 (433,197)

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Portfolio Construction, Diversification, Time Series Standard Deviation

11.

Whether Cross-Listing, Stock-Specifi c and Market-Wide Calendar Events Impact Intraday Volatility Dynamics? Evidence from the Indian Stock Market Using High-Frequency Data

Number of pages: 21 Posted: 30 Nov 2012
Sobhesh Kumar Agarwalla and Ajay Pandey
Indian Institute of Management (IIM) Ahmedabad and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads 48 (463,395)

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intraday volatility, emerging market, calendar effects, cross-listing, derivatives expiry days

12.

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 (488,928)

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