Sumit Saurav

Employment

• Indian Institute of Management Bangalore Assistant Professor
  2023 - Present

Education

• Indian Institute of Management Ahmedabad Doctoral Candidate
  2019 - 2023
• Indian Institute of Management Visakhapatnam MBA
  2017 - 2019

Projects & Funding

Projects & funding information is unavailable.

Publications (8)

• 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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• Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?
  Energy Economics 2025 DOI: 10.1016/j.eneco.2025.108887
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• Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market
  Journal of Corporate Finance 2025 DOI: 10.1016/j.jcorpfin.2025.102832
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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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• Does Government Ownership Differently Impact Expected Left-Tail and Volatility Risk of Bank Stock? Evidence from Options Market
  2023 DOI: 10.2139/ssrn.4593362
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• Natural Disasters, Interest Rates Dynamics, and Economic Activities
  2023 DOI: 10.2139/ssrn.4461542
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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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