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Jayanth Rama Varma

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

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

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

Indian Institute of Management
Location: Ahmedabad, India
Homepage: http://www.iimahd.ernet.in/
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Handle: RePEc:edi:iimahin (more details at EDIRC)

Works

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Working papers

  1. Sebastian Morris & Samir Barua & Jayanth Varma, 2010. "Reform of the Fiscal and Subsidy Regime for the Petroleum Sector," Working Papers id:2642, eSocialSciences.
  2. Jayanth R Varma, 2009. "Risk Management Lessons from the Global Financial Crisis," Working Papers id:1981, eSocialSciences.
  3. Barua, Samir K. & Varma, Jayanth R., . "Gorbachev Betas The Russian Coup and Market Blues," IIMA Working Papers WP1992-09-01_01130, Indian Institute of Management Ahmedabad, Research and Publication Department.
  4. Varma, Jayanth R. & Ragunathan V & Dixit R, . "Comments on SEBI Draft Takeover Code," IIMA Working Papers WP1992-02-01_01086, Indian Institute of Management Ahmedabad, Research and Publication Department.
  5. Ragunathan V & Varma, Jayanth R., . "Modelling Credit Risk In Indian Bond Markets," IIMA Working Papers WP2000-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  6. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., . "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.
  7. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., . "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  8. Barua, Samir K. & Varma, Jayanth R., . "Mastershares: Market Prices Divorced From Fundamentals," IIMA Working Papers WP1991-08-01_01029, Indian Institute of Management Ahmedabad, Research and Publication Department.
  9. Varma, Jayanth R., . "Mastershares: Enigmatic Performance," IIMA Working Papers WP1990-12-01_00982, Indian Institute of Management Ahmedabad, Research and Publication Department.
  10. Varma, Jayanth R., . "Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges," IIMA Working Papers WP2009-02-06, Indian Institute of Management Ahmedabad, Research and Publication Department.
  11. Varma, Jayanth R., . "A Valuation Model for Indeterminate Convertibles," IIMA Working Papers WP1991-08-01_01033, Indian Institute of Management Ahmedabad, Research and Publication Department.
  12. Varma, Jayanth R., . "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers WP2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  13. Varma, Jayanth R. & Barua, Samir K., . "SEBIs Regulatory Priorities: Need for Change," IIMA Working Papers WP1993-12-01_01231, Indian Institute of Management Ahmedabad, Research and Publication Department.
  14. Varma, Jayanth R., . "Regulatory Implications of Monopolies in the Securities Industry," IIMA Working Papers WP2001-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  15. Varma, Jayanth R. & Barua, Samir K., . "Estimation Errors and Time Varying Betas in Event Studies - A New Approach," IIMA Working Papers WP1988-07-01_00835, Indian Institute of Management Ahmedabad, Research and Publication Department.
  16. Barua, Samir K. & Ragunathan V & Varma, Jayanth R. & Venkiteswaran N, . "Analysis of the Indian Securities Industry: Market for Debt," IIMA Working Papers WP1994-01-01_01240, Indian Institute of Management Ahmedabad, Research and Publication Department.
  17. Varma, Jayanth R., . "Value at Risk Models in the Indian Stock Market," IIMA Working Papers WP1999-07-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  18. Varma, Jayanth R., . "Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes, Changing Volatility and Kurtosis Shifts," IIMA Working Papers WP1999-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  19. Barua, Samir K. & Varma, Jayanth R., . "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.
  20. Varma, Jayanth R., . "Where Utility Functions Do Not Exist - A Note on Lexicographic Orders," IIMA Working Papers WP1989-08-01_00894, Indian Institute of Management Ahmedabad, Research and Publication Department.
  21. Varma, Jayanth R., . "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  22. Varma, Jayanth R., . "When index dissemination goes wrong: How fast can traders add and multiply?," IIMA Working Papers WP2010-08-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
  23. Varma, Jayanth R., . "Expert System for Cost Variance Investigation," IIMA Working Papers WP1990-09-01_00971, Indian Institute of Management Ahmedabad, Research and Publication Department.
  24. Varma, Jayanth R., . "Time Resolution of the St. Petersburg Paradox: A Rebuttal," IIMA Working Papers WP2013-05-09, Indian Institute of Management Ahmedabad, Research and Publication Department.
  25. Barua, Samir K. & Varma, Jayanth R., . "Securities Scam Genesis, Mechanics and Impact," IIMA Working Papers WP1992-09-01_01131, Indian Institute of Management Ahmedabad, Research and Publication Department.
  26. Varma, Jayanth R., . "Computer Graphics, Peripheral Vision & Non Euclidian Geometry," IIMA Working Papers WP1990-02-01_00928, Indian Institute of Management Ahmedabad, Research and Publication Department.
  27. Varma, Jayanth R., . "Towards a Unified Market for Trading Gilts in India," IIMA Working Papers WP2004-11-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  28. Ragunathan V & Varma, Jayanth R., . "When AAA Means B: The State of Credit Rating in India," IIMA Working Papers WP1993-09-01_01217, Indian Institute of Management Ahmedabad, Research and Publication Department.
  29. Varma, Jayanth R., . "The Existence and Continuity of Utility Functions: A New Proof," IIMA Working Papers WP1989-08-01_00895, Indian Institute of Management Ahmedabad, Research and Publication Department.
  30. Varma, Jayanth R., . "Is the BSE Sensitive Index Better than the National Index?," IIMA Working Papers WP1991-12-01_01064, Indian Institute of Management Ahmedabad, Research and Publication Department.
  31. Ragunathan V & Varma, Jayanth R., . "Market Valuation Model Under Differential Taxes, Inflation, Recurring Investments and Flotation Costs," IIMA Working Papers WP1991-08-01_01032, Indian Institute of Management Ahmedabad, Research and Publication Department.
  32. Morris, Sebastian & Varma, Jayanth R. & Barua, Samir K., . "Reform of the Fiscal and Subsidy Regime for the Petroleum Sector (Based on a Report Commissioned by the Petroleum Federation of India)," IIMA Working Papers WP2010-03-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
  33. Barua, Samir K. & Varma, Jayanth R., . "A First Cut Estimate of the Equity Risk Premium in India," IIMA Working Papers WP2006-06-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
  34. Barua, Samir K. & Varma, Jayanth R., . "Indian Convertible Bonds with Unspecified Terms: A Valuation Model," IIMA Working Papers WP1991-12-01_01067, Indian Institute of Management Ahmedabad, Research and Publication Department.
  35. Varma, Jayanth R., . "Equilibrium Pricing of Special Bearer Bonds," IIMA Working Papers WP1989-08-01_00893, Indian Institute of Management Ahmedabad, Research and Publication Department.
  36. Varma, Jayanth R. & Ragunathan V & Chhabra H S & Bhatt M C, . "Narasimham Committee Report - Some Further Ramifications and Suggestions," IIMA Working Papers WP1992-02-01_01085, Indian Institute of Management Ahmedabad, Research and Publication Department.
  37. Ragunathan V & Varma, Jayanth R., . "Impact on Sensex of Scrapping Double Taxation of Dividends," IIMA Working Papers WP1997-02-01_01428, Indian Institute of Management Ahmedabad, Research and Publication Department.
  38. Barua, Samir K. & Madhavan, T. & Varma, Jayanth R., . "Indian Convertible Bonds with Unspecified Terms: An Empirical Study," IIMA Working Papers WP1991-12-01_01066, Indian Institute of Management Ahmedabad, Research and Publication Department.
  39. Varma, Jayanth R. & Venkiteswaran N, . "A Regulatory Framework for Mutual Funds," IIMA Working Papers WP1990-12-01_00983, Indian Institute of Management Ahmedabad, Research and Publication Department.
  40. Moulik T K & Shukla, P. R. & Varma, Jayanth R., . "Rejuvenation of Jute Industry: Role and Potential of Diversified Products," IIMA Working Papers WP1990-04-01_00939, Indian Institute of Management Ahmedabad, Research and Publication Department.
  41. Varma, Jayanth R., . "Indian Money Market: Market Structure, Covered Parity and Term Structure," IIMA Working Papers WP1997-04-01_01443, Indian Institute of Management Ahmedabad, Research and Publication Department.
  42. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., . "Financial Literacy among Working Young in Urban India," IIMA Working Papers WP2013-10-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ENE: Energy Economics (1) 2010-07-24
  2. NEP-FMK: Financial Markets (2) 2009-05-30 2013-10-02. Author is listed
  3. NEP-PBE: Public Economics (1) 2010-07-24
  4. NEP-RMG: Risk Management (1) 2009-05-30

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