Browsing by Author Saurav, Sumit

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Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
28-Jun-2023Beleif distortion near 52W high and low: evidence from Indian equity options marketSaurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R.
15-Sep-2021Lottery and bubble stocks and the cross-section of option-implied tail risksAgarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth R.
25-Dec-2023Role of derivatives market in attenuating underreaction to left-tail riskSaurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R.