Browsing by Author "Jain, Sonali"

Now showing items 1-5 of 5

    • Big-4 auditors and audit quality: a novel firm life-cycle approach 

      Jain, Sonali; Agarwalla, Sobhesh Kumar (Emerald, 2022-08-12)
      Purpose: Firm-specific factors such as size, profitability, growth, risk and complexity, in addition to agency-related issues determine both auditor selection and firm life-cycle stage. This paper aims to examine whether ...

    • Indian equity options: smile, risk premiums, and efficiency 

      Jain, Sonali; Varma, Jayanth R.; Agarwalla, Sobhesh Kumar (John Wiley & Sons, 2018-09-15)
      We study the pricing of equity options in India which is one of the world's largest options markets. Our findings are supportive of market efficiency: A parsimonious smile‐adjusted Black model fits option prices well, and ...

    • Informed trading around earnings announcements—Spot, futures, or options? 

      Jain, Sonali; Pandey, Ajay; Varma, Jayanth R.; Agarwalla, Sobhesh Kumar (Wiley, 2018)
      Recent literature reports higher single stock options (SSO) volume before earnings announcements (EA). There are no studies that explore single stock futures (SSF) in this context because of illiquid SSF markets in developed ...

    • Institutional equity investments and stock market returns: an evidence in India 

      Jain, Sonali (International Journal of Strategic Management, 2016-05)
      This paper attempts to understand the difference, similarity and causality between FIIs and DIIs with each other and stock market returns for using VAR methodology, which includes both kinds of institutional investors as ...

    • Studies in Indian equity derivatives market 

      Jain, Sonali (Indian Institute of Management Ahmedabad, 2019)
      Indian equity derivatives market is one of the largest derivatives markets in the world, with highly liquid index futures, Single-stock futures (SSFs), index options and Single-stock options (SSOs). We explore the dynamics ...