Sobhesh Agarwalla

Employment

• Indian Institute of Management Ahmedabad Professor
  2009 - Present

Education

• Institute of Chartered Accountants of India FCA
  2000 - 2003

Projects & Funding

Projects & funding information is unavailable.

Publications (21)

• Decoupled: Disagreement, Short-Sale Constraints, and Law-of-One-Price Violations Around Earnings Announcements
  SSRN Electronic Journal 2026 DOI: 10.2139/ssrn.6831839
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• Counterparty Discrimination by High-Frequency Market Makers
  2026 DOI: 10.2139/ssrn.7331739
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• Role of derivatives market in attenuating underreaction to left‐tail risk
  Journal of Futures Markets 2024 DOI: 10.1002/fut.22478
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• Belief distortion near 52W high and low: Evidence from Indian equity options market
  Journal of Futures Markets 2023 DOI: 10.1002/fut.22446
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• Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach
  Journal of Futures Markets 2023 DOI: 10.1002/fut.22450
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• Lottery and bubble stocks and the cross‐section of option‐implied tail risks
  Journal of Futures Markets 2022 DOI: 10.1002/fut.22263
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• Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market
  Journal of Futures Markets 2021 DOI: 10.1002/fut.22240
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• The impact of COVID-19 on tail risk: Evidence from Nifty index options
  Economics Letters 2021 DOI: 10.1016/j.econlet.2021.109878
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• Does GST (Goods and Services Tax) in India Hurt Producing Regions? A New Estimate of the Tax Base Under GST of Select States
  2019 DOI: 10.2139/ssrn.3351004
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• Indian equity options: Smile, risk premiums, and efficiency
  Journal of Futures Markets 2019 DOI: 10.1002/fut.21971
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