Browsing Journal Articles by Author "Varma, Jayanth R."
Now showing items 21-37 of 37
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Indian money market : market structure, covered parity and term structure
Varma, Jayanth R. (1997-10-12) -
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 ... -
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth R. (Wiley-Blackwell, 2021-09-15)The options smile provides forwardlooking information about the risk at thecenter of the distribution (ATMIV) and at the tails (Skew). We investigate thecrosssectional determinants of the options smile using indices ... -
Mastershares: a bonaza for large investors
Barua, Samir K.; Varma, Jayanth R. (1991-09-28)What is the performance of Mastershares — the first all-equity, closed-end growth fund launched in 1986 by the Unit Trust of India— from the points of view of funds management, large investors and small investors? Samir ... -
The new economic package and the agenda for restructuring the financial sector
Raghunathan, V.; Varma, Jayanth R.; Venkiteswaran, N. (1991-09-30)Jettisoning antiquated controls is the easier half of the process of market liberalization. The process of creating new regulatory mechanisms and institutions to deal with the resulting new structure of the financial sector ... -
Portfolio design: equity portfolio
Varma, Jayanth R. (1991-07-13) -
RBI autonomy and the Indian financial sector
Barua, Samir K.; Varma, Jayanth R. (1993-10-04)In the context of the worldwide trend towards greater independence for the central banks and the recent public pronouncements by the Governor of the Reserve Bank of India (RBI), there is now a strong possibility of ... -
Reconnecting directors to the company
Varma, Jayanth R. (2006-07-22) -
A regulatory framework for mutual funds
Barua, Samir K.; Venkiteswaran, N.; Varma, Jayanth R. (1990-07-13)One major change that has taken place in the financial services industry is the establishment of a large number of mutual funds. Though only nationalised banks and financial institutions are permitted to set up these ... -
Research on the Indian capital market: a review
Barua, Samir K.; Raghunathan, V.; Varma, Jayanth R. (1994-10-04) -
Rethinking risk
Varma, Jayanth R. (2006-07-20) -
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 ... -
The Satyam story: many questions and a few answers
Vohra, Neharika; Post, James E.; Varma, Jayanth R.; Menon, Krishnagopal; Desai, Ashank; Raghavan, Achal; Srinivasan, Vasanthi; Parekh, Sandeep P. (Vikalpa: The Journal for Decision Makers, 2009-11-11)The unfolding of the shocking Satyam fraud has brought to the fore the wide ranging implications to a multiplicity of stakeholders in the company. The need to dialogue, share, discuss, and reflect is very important at this ... -
Securities scam: genesis, mechanics, and impact
Barua, Samir K.; Varma, Jayanth R. (1993-09-30)The term "securities scam" refers to the diversion of funds from the banking system to various stockbrokers in a series Of transactions—primarily government securities—during the period April 1991 to May 1992. An ... -
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 ... -
A solution to the financial last mile problem
Varma, Jayanth R. (2006-07-22) -
The stochastic dynamics of the short term interest rate in India
Varma, Jayanth R. (1997-10-08)