IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Browsing by Author Saurav, Sumit
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| Nov-2024 | Asymmetric uncertainty around earnings announcements: evidence from options markets | Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R. |
| 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 |