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Information about:
Jayanth Rama Varma

Personal Details | Affiliation | Works
This is information that was supplied by Jayanth Varma in registering through RePEc. If you are Jayanth Rama Varma , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jayanth
Middle Name: Rama
Last Name: Varma
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RePEc Short-ID: pva104

Email:
Homepage: http://www.iimahd.ernet.in/~jrvarma/
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Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Varma Jayanth R & Barua Samir K, 2006. "A First Cut Estimate of the Equity Risk Premium in India," IIMA Working Papers 2006-06-04, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  2. Varma Jayanth R, 2004. "Towards a Unified Market for Trading Gilts in India," IIMA Working Papers 2004-11-05, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  3. Varma Jayanth R, 2002. "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers 2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  4. Varma Jayanth R, 2001. "Regulatory Implications of Monopolies in the Securities Industry," IIMA Working Papers 2001-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  5. Varma Jayanth R & Ragunathan V, 2000. "Modelling Credit Risk In Indian Bond Markets," IIMA Working Papers 2000-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

  6. Varma Jayanth R, 1999. "Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts," IIMA Working Papers 1999-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  7. Varma Jayanth R, 1999. "Value at Risk Models in the Indian Stock Market," IIMA Working Papers 1999-07-05, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  8. Ragunathan V & Varma Jayanth R, 1997. "Impact on Sensex of Scrapping Double Taxation of Dividends," IIMA Working Papers 1352, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  9. Varma Jayanth R, 1997. "Indian Money Market: Market Structure, Covered Parity and Term Structure," IIMA Working Papers 1367, Indian Institute of Management Ahmedabad, Research and Publication Department.

  10. Barua S K & Ragunathan V & Varma Jayant R, 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers 1166, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  11. Barua S K & Ragunathan V & Varma Jayant R & Venkiteswaran N, 1994. "Analysis of the Indian Securities Industry: Market for Debt," IIMA Working Papers 1164, Indian Institute of Management Ahmedabad, Research and Publication Department.

  12. Barua S K & Varma Jayanth R, 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers 1177, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  13. Ragunathan V & Varma Jayant R, 1993. "When AAA Means B: The State of Credit Rating in India," IIMA Working Papers 1141, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  14. Barua S K & Varma Jayant R, 1993. "SEBI's Regulatory Priorities: Need for Change," IIMA Working Papers 1155, Indian Institute of Management Ahmedabad, Research and Publication Department.

  15. Varma Jayanth R & Ragunathan V & Dixit R, 1992. "Comments on SEBI's Draft Takeover Code," IIMA Working Papers 1010, Indian Institute of Management Ahmedabad, Research and Publication Department.

  16. Varma Jayanth R & Ragunathan V & Chhabra H S & Bhatt M C, 1992. "Narasimham Committee Report - Some Further Ramifications and Suggestions," IIMA Working Papers 1009, Indian Institute of Management Ahmedabad, Research and Publication Department.

  17. Barua S K & Varma Jayanth R, 1992. "Securities Scam Genesis, Mechanics and Impact," IIMA Working Papers 1055, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  18. Barua S K & Varma Jayanth R, 1992. "Gorbachev Betas The Russian Coup and Market Blues," IIMA Working Papers 1054, Indian Institute of Management Ahmedabad, Research and Publication Department.

  19. Varma Jayanth R, 1991. "A Valuation Model for Indeterminate Convertibles," IIMA Working Papers 957, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  20. Barua S K & Varma Jayanth R, 1991. "Indian Convertible Bonds with Unspecified Terms: A Valuation Model," IIMA Working Papers 991, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  21. Ragunathan V & Varma Jayanth R, 1991. "Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs," IIMA Working Papers 956, Indian Institute of Management Ahmedabad, Research and Publication Department.

  22. Varma Jayanth R, 1991. "Is the BSE Sensitive Index Better than the National Index?," IIMA Working Papers 988, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  23. Barua S K & Madhavan T & Varma Jayanth R, 1991. "Indian Convertible Bonds with Unspecified Terms: An Empirical Study," IIMA Working Papers 990, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  24. Barua S K & Varma Jayanth R, 1991. "Mastershares: Market Prices Divorced From Fundamentals," IIMA Working Papers 953, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]

  25. Moulik T K & Shukla P R & Varma Jayanth R, 1990. "Rejuvenation of Jute Industry: Role and Potential of Diversified Products," IIMA Working Papers 863, Indian Institute of Management Ahmedabad, Research and Publication Department.

  26. Varma Jayanth R, 1990. "Expert System for Cost Variance Investigation," IIMA Working Papers 895, Indian Institute of Management Ahmedabad, Research and Publication Department.

  27. Varma Jayanth R & Venkiteswaran N, 1990. "A Regulatory Framework for Mutual Funds," IIMA Working Papers 907, Indian Institute of Management Ahmedabad, Research and Publication Department.

  28. Varma Jayanth R, 1990. "Mastershares: Enigmatic Performance," IIMA Working Papers 906, Indian Institute of Management Ahmedabad, Research and Publication Department.

  29. Varma Jayanth R, 1990. "Computer Graphics, Peripheral Vision & Non Euclidian Geometry," IIMA Working Papers 852, Indian Institute of Management Ahmedabad, Research and Publication Department.

  30. Varma Jayanth R, 1989. "Equilibrium Pricing of Special Bearer Bonds," IIMA Working Papers 817, Indian Institute of Management Ahmedabad, Research and Publication Department.

  31. Varma Jayanth R, 1989. "The Existence and Continuity of Utility Functions: A New Proof," IIMA Working Papers 819, Indian Institute of Management Ahmedabad, Research and Publication Department.

  32. Varma Jayanth R, 1989. "Where Utility Functions Do Not Exist - A Note on Lexicographic Orders," IIMA Working Papers 818, Indian Institute of Management Ahmedabad, Research and Publication Department.

  33. Varma Jayanth R & Barua S K, 1988. "Estimation Errors and Time Varying Betas in Event Studies - A New Approach," IIMA Working Papers 759, Indian Institute of Management Ahmedabad, Research and Publication Department.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-07-02 Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2006-07-02 Author is listed
  3. NEP-FMK: Financial Markets (1) 2006-07-02 Author is listed
  4. NEP-RMG: Risk Management (1) 2006-07-02 Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2006-07-02 Author is listed
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This page was last updated on 2008-6-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.