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Jayanth Rama Varma

Personal Details

First Name:Jayanth
Middle Name:Rama
Last Name:Varma
Suffix:
RePEc Short-ID:pva104
http://www.iimahd.ernet.in/~jrvarma/

Affiliation

Indian Institute of Management

Ahmedabad, India
http://www.iima.ac.in/

: 91 79 66324125
91 79 66326896

RePEc:edi:iimahin (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R. & Vasudevan, Ellapulli, 2014. "Betting Against Beta in the Indian Market," IIMA Working Papers WP2014-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  2. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2014. "High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures," IIMA Working Papers WP2014-02-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  3. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  4. Varma, Jayanth R., 2013. "Time Resolution of the St. Petersburg Paradox: A Rebuttal," IIMA Working Papers WP2013-05-09, Indian Institute of Management Ahmedabad, Research and Publication Department.
  5. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., 2013. "Financial Literacy among Working Young in Urban India," IIMA Working Papers WP2013-10-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  6. Varma, Jayanth R., 2011. "Finance Teaching and Research after the Global Financial Crisis," IIMA Working Papers WP2011-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  7. Sebastian Morris & Samir Barua & Jayanth Varma, 2010. "Reform of the Fiscal and Subsidy Regime for the Petroleum Sector," Working Papers id:2642, eSocialSciences.
  8. Varma, Jayanth R., 2010. "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.
  9. Morris, Sebastian & Varma, Jayanth R. & Barua, Samir K., 2010. "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.
  10. Varma, Jayanth R., 2009. "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. Jayanth R Varma, 2009. "Risk Management Lessons from the Global Financial Crisis," Working Papers id:1981, eSocialSciences.
  12. Barua, Samir K. & Varma, Jayanth R., 2006. "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.
  13. Varma, Jayanth R., 2004. "Towards a Unified Market for Trading Gilts in India," IIMA Working Papers WP2004-11-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  14. Varma, Jayanth R., 2002. "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers WP2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  15. Varma, Jayanth R., 2001. "Regulatory Implications of Monopolies in the Securities Industry," IIMA Working Papers WP2001-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  16. Ragunathan V & Varma, Jayanth R., 2000. "Modelling Credit Risk In Indian Bond Markets," IIMA Working Papers WP2000-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  17. Varma, Jayanth R., 1999. "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.
  18. Varma, Jayanth R., 1999. "Value at Risk Models in the Indian Stock Market," IIMA Working Papers WP1999-07-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
  19. Varma, Jayanth R., 1997. "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.
  20. Ragunathan V & Varma, Jayanth R., 1997. "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.
  21. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.
  22. Barua, Samir K. & Ragunathan V & Varma, Jayanth R. & Venkiteswaran N, 1994. "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.
  23. Barua, Samir K. & Varma, Jayanth R., 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.
  24. Varma, Jayanth R. & Barua, Samir K., 1993. "SEBIs Regulatory Priorities: Need for Change," IIMA Working Papers WP1993-12-01_01231, Indian Institute of Management Ahmedabad, Research and Publication Department.
  25. Ragunathan V & Varma, Jayanth R., 1993. "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.
  26. Varma, Jayanth R. & Ragunathan V & Chhabra H S & Bhatt M C, 1992. "Narasimham Committee Report - Some Further Ramifications and Suggestions," IIMA Working Papers WP1992-02-01_01085, Indian Institute of Management Ahmedabad, Research and Publication Department.
  27. Barua, Samir K. & Varma, Jayanth R., 1992. "Gorbachev Betas The Russian Coup and Market Blues," IIMA Working Papers WP1992-09-01_01130, Indian Institute of Management Ahmedabad, Research and Publication Department.
  28. Varma, Jayanth R. & Ragunathan V & Dixit R, 1992. "Comments on SEBI Draft Takeover Code," IIMA Working Papers WP1992-02-01_01086, Indian Institute of Management Ahmedabad, Research and Publication Department.
  29. Barua, Samir K. & Varma, Jayanth R., 1992. "Securities Scam Genesis, Mechanics and Impact," IIMA Working Papers WP1992-09-01_01131, Indian Institute of Management Ahmedabad, Research and Publication Department.
  30. Varma, Jayanth R., 1991. "A Valuation Model for Indeterminate Convertibles," IIMA Working Papers WP1991-08-01_01033, Indian Institute of Management Ahmedabad, Research and Publication Department.
  31. Varma, Jayanth R., 1991. "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.
  32. Barua, Samir K. & Varma, Jayanth R., 1991. "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.
  33. Barua, Samir K. & Madhavan, T. & Varma, Jayanth R., 1991. "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.
  34. Barua, Samir K. & Varma, Jayanth R., 1991. "Mastershares: Market Prices Divorced From Fundamentals," IIMA Working Papers WP1991-08-01_01029, Indian Institute of Management Ahmedabad, Research and Publication Department.
  35. Ragunathan V & Varma, Jayanth R., 1991. "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.
  36. Varma, Jayanth R. & Venkiteswaran N, 1990. "A Regulatory Framework for Mutual Funds," IIMA Working Papers WP1990-12-01_00983, Indian Institute of Management Ahmedabad, Research and Publication Department.
  37. Varma, Jayanth R., 1990. "Computer Graphics, Peripheral Vision & Non Euclidian Geometry," IIMA Working Papers WP1990-02-01_00928, Indian Institute of Management Ahmedabad, Research and Publication Department.
  38. Varma, Jayanth R., 1990. "Expert System for Cost Variance Investigation," IIMA Working Papers WP1990-09-01_00971, Indian Institute of Management Ahmedabad, Research and Publication Department.
  39. Varma, Jayanth R., 1990. "Mastershares: Enigmatic Performance," IIMA Working Papers WP1990-12-01_00982, Indian Institute of Management Ahmedabad, Research and Publication Department.
  40. Moulik T K & Shukla, P. R. & Varma, Jayanth R., 1990. "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., 1989. "Equilibrium Pricing of Special Bearer Bonds," IIMA Working Papers WP1989-08-01_00893, Indian Institute of Management Ahmedabad, Research and Publication Department.
  42. Varma, Jayanth R., 1989. "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.
  43. Varma, Jayanth R., 1989. "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.
  44. Varma, Jayanth R. & Barua, Samir K., 1988. "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.

Articles

  1. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., 2015. "Financial Literacy among Working Young in Urban India," World Development, Elsevier, vol. 67(C), pages 101-109.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R. & Vasudevan, Ellapulli, 2014. "Betting Against Beta in the Indian Market," IIMA Working Papers WP2014-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    2. Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu, 2014. "Capital Asset Pricing Model and Stochastic Volatility: A Case study of India," MPRA Paper 56180, University Library of Munich, Germany.
    3. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Vasudevan, Ellapulli, 2013. "Market Timing Ability of Indian Firms in Open Market Repurchases," IIMA Working Papers WP2013-11-10, Indian Institute of Management Ahmedabad, Research and Publication Department.

  2. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., 2013. "Financial Literacy among Working Young in Urban India," IIMA Working Papers WP2013-10-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Kiliyanni, Abdul Latheef & Sivaraman, Sunitha, 2016. "The perception-reality gap in financial literacy: Evidence from the most literate state in India," International Review of Economics Education, Elsevier, vol. 23(C), pages 47-64.

  3. Barua, Samir K. & Varma, Jayanth R., 2006. "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.

    Cited by:

    1. Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

  4. Ragunathan V & Varma, Jayanth R., 2000. "Modelling Credit Risk In Indian Bond Markets," IIMA Working Papers WP2000-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Bhanu Pratap Singh & Alok Kumar Mishra, 2016. "Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-28, December.

  5. Varma, Jayanth R., 1999. "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.

    Cited by:

    1. Varma, Jayanth R., 2009. "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.

  6. Varma, Jayanth R., 1999. "Value at Risk Models in the Indian Stock Market," IIMA Working Papers WP1999-07-05, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
    2. Varma, Jayanth R., 2002. "Mispricing of Volatility in theIndian Index Options Market," IIMA Working Papers WP2002-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.

  7. Barua, Samir K. & Ragunathan V & Varma, Jayanth R. & Venkiteswaran N, 1994. "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.

    Cited by:

    1. Barua, Samir K. & Varma, Jayanth R., 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.

  8. Ragunathan V & Varma, Jayanth R., 1993. "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.

    Cited by:

    1. Barua, Samir K. & Varma, Jayanth R., 1994. "Financial Sector Reform: Institutional and Technological Imperatives," IIMA Working Papers WP1994-04-01_01253, Indian Institute of Management Ahmedabad, Research and Publication Department.

  9. Varma, Jayanth R. & Ragunathan V & Dixit R, 1992. "Comments on SEBI Draft Takeover Code," IIMA Working Papers WP1992-02-01_01086, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Barua, Samir K. & Ragunathan V & Varma, Jayanth R., 1994. "Research on the Indian Capital Market: A Review," IIMA Working Papers WP1994-02-01_01242, Indian Institute of Management Ahmedabad, Research and Publication Department.

  10. Barua, Samir K. & Varma, Jayanth R., 1992. "Securities Scam Genesis, Mechanics and Impact," IIMA Working Papers WP1992-09-01_01131, Indian Institute of Management Ahmedabad, Research and Publication Department.

    Cited by:

    1. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 79-105, Jul-Dec.

  11. Barua, Samir K. & Varma, Jayanth R., 1991. "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.

    Cited by:

    1. Barua, Samir K. & Madhavan, T. & Varma, Jayanth R., 1991. "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.

  12. Ragunathan V & Varma, Jayanth R., 1991. "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.

    Cited by:

    1. Ragunathan V & Varma, Jayanth R., 1997. "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.

Articles

  1. Agarwalla, Sobhesh Kumar & Barua, Samir K. & Jacob, Joshy & Varma, Jayanth R., 2015. "Financial Literacy among Working Young in Urban India," World Development, Elsevier, vol. 67(C), pages 101-109.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2009-05-30 2013-10-02
  2. NEP-CWA: Central & Western Asia (1) 2009-05-30
  3. NEP-ENE: Energy Economics (1) 2010-07-24
  4. NEP-PBE: Public Economics (1) 2010-07-24
  5. NEP-RMG: Risk Management (1) 2009-05-30

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