Browsing Journal Articles by Author "Varma, Jayanth R."

Now showing items 1-20 of 37

    • Analysis of Indian securities industry: market for debt 

      Barua, Samir K.; Raghunathan, V.; Varma, Jayanth R.; Venkiteswaran, N. (2010-10-05)
      In the current liberalized environment, the Indian debt market appears to be all set to take off. With the commencement of trading of debt instruments by the National Stock Exchange this year, the secondary market ...

    • Analysis of the Indian securities industry: market for debt 

      Venkiteswaran, N.; Barua, Samir K.; Raghunathan, V.; Varma, Jayanth R. (1994-11-18)

    • Aokam Perdana Berhad 

      Raghunathan, V.; Varma, Jayanth R. (1998-10-11)

    • Beleif distortion near 52W high and low: evidence from Indian equity options market 

      Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R. (Wiley, 2023-06-28)
      We examine investors' behavioral biases and preferences in the options market near 52-week high and low (52W-H/L) using Indian options market data. We document that as the stock price approaches 52W high (low), the skewness ...

    • Bond portfolios 

      Varma, Jayanth R. (1991-07-13)

    • Bond valuation and the pricing of interest rate options in India 

      Varma, Jayanth R. (1996-10-08)

    • Comments on governance, supervision and market discipline : lessons from Enron 

      Varma, Jayanth R. (2002-10-21)
      At the outset, Professor Varma is to be complimented for the meticulously painstaking effort in putting together a comprehensive and very readable narrative of the Enron episode (and others of similar ilk around the same ...

    • A comparative analysis of response of international capital markets to political upheaval 

      Barua, Samir K.; Gujarathi, M. R.; Varma, Jayanth R. (2010-10-07)
      One explanation for the apparent excessive volatility of stock prices, not justified by fundamentals, could be that prices sometimes react in anticipation of shocks which do not actually materialize. The most dramatic ...

    • Computational finance using QuantLib-Python 

      Varma, Jayanth R.; Virmani, Vineet (IEEE Computer Society, 2016)
      Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have their own teams of developers ...

    • Computer graphics, peripheral vision, and non euclidean geometry 

      Varma, Jayanth R. (1992-10-04)
      -Computer graphics is often confronted with the task of providing the viewer with a visual picture of some object that is too large to fit on a computer screen unless the image is scaled down so drastically that much of ...

    • Corporate governance in India: disciplining the dominant shareholder 

      Varma, Jayanth R. (1997-10-11)
      The nascent debate on corporate governance in India has tended to draw heavily on the large Anglo-American literature on the subject. This paper argues however that the corporate governance problems in India are very ...

    • Corporation and Its shareholders: what should b-schools teach? (Colloquium) 

      Varma, Jayanth R.; Manikutty, S. (2006-11-01)
      A corporation, in theory, is owned by its shareholders. That is to say, the shareholders contribute some of their money — often a paltry amount — to the equity capital of the corporation. They are presumed to bear a ...

    • CRISIL Rating: when does AAA mean B? 

      Raghunathan, V.; Varma, Jayanth R. (1992-09-30)
      This paper makes an attempt to assess the quality of credit rating function being performed by CRISIL (Credit Rating and Information Services of India Ltd.). With this objective, the paper addresses two important ...

    • Evaluation of portfolio performance 

      Varma, Jayanth R. (1991-07-13)

    • Financial literacy among working young in urban India 

      Agarwalla, Sobhesh Kumar; Barua, Samir K.; Jacob, Joshy; Varma, Jayanth R. (Elsevier, 2015)
      The working young in urban India exhibit inferior financial knowledge, inferior financial attitude, and superior financial behavior compared to their counterparts elsewhere. While both men and women require intervention ...

    • Guidelines on share valuation: how fair is fair value? 

      Venkiteswaran, N.; Varma, Jayanth R. (1990-09-29)
      The Indian capital market has shown signs of buoyancy and dynamism in the recent past. There is a very real need, therefore, to nurture and to give positive direction to the emerging trends in this sphere of ...

    • Impact of the budget on the capital markets 

      Varma, Jayanth R.; Raghunathan, V. (1997-10-08)
      This was a budget that carried reforms forward in all the main areas - fiscal correction, tax reforms, and tariff reforms. Most importantly, the budget broke the vicious cycle of worsening expectations that had put ...

    • 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 ...

    • Indian financial sector and the global financial crisis 

      Varma, Jayanth R. (2009-07-15)
      Though the Indian financial sector had very limited exposure to the toxic assets at the heart of the global financial crisis, it suffered a severe liquidity crisis after the Lehman bankruptcy. This liquidity crisis ...

    • Indian financial sector reforms: a corporate perspective 

      Varma, Jayanth R. (1998-10-12)
      Until the early 90s/ corporate finance managers in India were given very little freedom in the choice of key financial policies as the government regulated the pricing of debt and equity instruments and directed the ...