Browsing Faculty Publications (Bibliographic) by Author "Agarwalla, Sobhesh Kumar"
Now showing items 21-26 of 26
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" NTPC Public Offer."
Barua, Samir K.; Agarwalla, Sobhesh Kumar (2012-09-11) -
" NTPC Public Offer."(Teaching Note)
Barua, Samir K.; Agarwalla, Sobhesh Kumar (2012-09-11) -
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R. (Wiley, 2023-12-25)The anomalous negative relationship between left-tail risk measures and future returns has recently attracted the attention of finance researchers. We examine the role of the derivatives market in attenuating left-tail ... -
Size, value, and momentum in Indian Equities
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Varma, Jayanth R. (Sage, 2017)A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ... -
Study of Informal Financial Markets
Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; Varma, Jayanth R. (Citi Foundation, 2013)It is believed that a substantial part of financial transactions in India occurs outside the regulated formal financial sector comprising banks, insurance firms, NBFCs and microfinance institutions. A variety products ... -
Underpricing of initial public offerings: an empirical analysis of Indian IPO market
Agarwalla, Sobhesh Kumar (International Journal of Strategic Management, 2008-11-09)Initial Returns (Underpricing) of IPOs and long run (under)performance of IPOs is studied extensively across countries and across time. On a sample of 110 public issues in the Indian market across a 4 years time (2002 – ...