Jayanth Varma

Employment

• Indian Institute of Management Ahmedabad Professor
  1988 - Present

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (14)

• 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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• Performance of Quality Factor in Indian Equity Market
  2022 DOI: 10.2139/ssrn.4284686
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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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• Informed trading around earnings announcements—Spot, futures, or options?
  Journal of Futures Markets 2019 DOI: 10.1002/fut.21983
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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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• Real Estate and Infrastructure Resolution
  2019 DOI: 10.2139/ssrn.3459339
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• Size, Value, and Momentum in Indian Equities
  Vikalpa 2017
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• Computational Finance Using QuantLib-Python
  Computing in Science & Engineering 2016
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• Financial literacy among working young in urban India
  World Development 2015
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