Browsing by Author Saurav, Sumit
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
28-Jun-2023 | Beleif distortion near 52W high and low: evidence from Indian equity options market | Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R. |
15-Sep-2021 | Lottery and bubble stocks and the cross-section of option-implied tail risks | Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth R. |
25-Dec-2023 | Role of derivatives market in attenuating underreaction to left-tail risk | Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R. |
2024 | Three essays on the Indian derivatives market | Saurav, Sumit |