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Lottery and bubble stocks and the cross‐section of option‐implied tail risks
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - In: Journal of Futures Markets 42 (2021) 2, pp. 231-249
Persistent link: https://www.econbiz.de/10012632642
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Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - In: The journal of futures markets 42 (2022) 2, pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 44 (2024) 3, pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
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Rational repricing of risk during COVID‐19 : Evidence from Indian single stock options market
Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama; Virmani, … - In: Journal of Futures Markets 41 (2021) 10, pp. 1498-1519
Persistent link: https://www.econbiz.de/10012632619
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Indian equity options: Smile, risk premiums, and efficiency
Jain, Sonali; Varma, Jayanth Rama; Agarwalla, Sobhesh Kumar - In: Journal of Futures Markets 39 (2018) 2, pp. 150-163
Persistent link: https://www.econbiz.de/10012082163
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Informed trading around earnings announcements—Spot, futures, or options?
Jain, Sonali; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: Journal of Futures Markets 39 (2018) 5, pp. 579-589
Persistent link: https://www.econbiz.de/10012082175
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Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan; Agarwalla, Sobhesh Kumar; Varma, … - In: The journal of futures markets 43 (2023) 11, pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
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The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama; Virmani, … - In: Economics letters 204 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
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Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama; Virmani, Vineet - In: The journal of financial market infrastructures 10 (2021) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
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Big-4 auditors and audit quality : a novel firm life-cycle approach
Jain, Sonali; Agarwalla, Sobhesh Kumar - In: Meditari accountancy research 31 (2023) 5, pp. 1436-1452
Persistent link: https://www.econbiz.de/10014433041