Jayanth R. Varma

633 total citations
37 papers, 323 citations indexed

About

Jayanth R. Varma is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Jayanth R. Varma has authored 37 papers receiving a total of 323 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 14 papers in Economics and Econometrics and 7 papers in Accounting. Recurrent topics in Jayanth R. Varma's work include Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (5 papers) and Insurance and Financial Risk Management (4 papers). Jayanth R. Varma is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (5 papers) and Insurance and Financial Risk Management (4 papers). Jayanth R. Varma collaborates with scholars based in India, Costa Rica and New Zealand. Jayanth R. Varma's co-authors include Sobhesh Kumar Agarwalla, Joshy Jacob, Ajay Pandey, James E. Post, S. Manikutty, Krishnagopal Menon, Vasanthi Srinivasan, Romie Frederick Littrell, Joshy Jacob and Sendil Ethiraj and has published in prestigious journals such as Economics Letters, Journal of Futures Markets and Computers & Graphics.

In The Last Decade

Jayanth R. Varma

27 papers receiving 278 citations

Peers

Jayanth R. Varma

EE

ACCOU

FINAN

IS

SM

Tobias Olweny Kenya

Tin H. Ho Vietnam

Mohammad Morshedur Rahman China

Nicolae Petria Romania

K. Batu Tunay Türkiye

Todd G. Griffith United States

Petr Teplý Czechia

Nigel Jenkinson United Kingdom

Yomna Abdulla Bahrain

Tobias Olweny Kenya

Jayanth R. Varma

192 ×1.2

EE

233 ×1.4

ACCOU

164 ×1.1

FINAN

30 ×0.7

IS

55 ×1.4

SM

Citations per year, relative to Jayanth R. Varma Jayanth R. Varma (= 1×) peers Tobias Olweny

Countries citing papers authored by Jayanth R. Varma

Since Specialization

Citations

This map shows the geographic impact of Jayanth R. Varma's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jayanth R. Varma with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jayanth R. Varma more than expected).

Fields of papers citing papers by Jayanth R. Varma

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jayanth R. Varma. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jayanth R. Varma. The network helps show where Jayanth R. Varma may publish in the future.

Co-authorship network of co-authors of Jayanth R. Varma

This figure shows the co-authorship network connecting the top 25 collaborators of Jayanth R. Varma. A scholar is included among the top collaborators of Jayanth R. Varma based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jayanth R. Varma. Jayanth R. Varma is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Agarwalla, Sobhesh Kumar, et al.. (2023). Role of derivatives market in attenuating underreaction to left‐tail risk. Journal of Futures Markets. 44(3). 484–517. 1 indexed citations

2.

Agarwalla, Sobhesh Kumar, et al.. (2023). Belief distortion near 52W high and low: Evidence from Indian equity options market. Journal of Futures Markets. 43(11). 1531–1558. 2 indexed citations

3.

Varma, Jayanth R., et al.. (2023). Governance at ICICI Bank: Chairman's Dilemma. 1–9. 1 indexed citations

4.

Agarwalla, Sobhesh Kumar, et al.. (2021). The impact of COVID-19 on tail risk: Evidence from Nifty index options. Economics Letters. 204. 109878–109878. 15 indexed citations

5.

Agarwalla, Sobhesh Kumar, et al.. (2021). Lottery and bubble stocks and the cross‐section of option‐implied tail risks. Journal of Futures Markets. 42(2). 231–249. 2 indexed citations

6.

Agarwalla, Sobhesh Kumar, et al.. (2021). Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market. Journal of Futures Markets. 41(10). 1498–1519. 5 indexed citations

7.

Varma, Jayanth R., et al.. (2018). Indian equity options: Smile, risk premiums, and efficiency. Journal of Futures Markets. 39(2). 150–163. 9 indexed citations

8.

Agarwalla, Sobhesh Kumar, et al.. (2018). Informed trading around earnings announcements—Spot, futures, or options?. Journal of Futures Markets. 39(5). 579–589. 5 indexed citations

9.

Agarwalla, Sobhesh Kumar, Joshy Jacob, & Jayanth R. Varma. (2017). Size, Value, and Momentum in Indian Equities. Vikalpa The Journal for Decision Makers. 42(4). 211–219. 11 indexed citations

10.

Jacob, Joshy & Jayanth R. Varma. (2014). The Mispriced ADRs of Allied Irish Bank.

11.

Varma, Jayanth R.. (2013). JPMorgan Chase and the London Whale. 1–24.

12.

Varma, Jayanth R.. (2013). Hedging Cross Border Commodity Price Risk. 1–5.

13.

Varma, Jayanth R.. (2013). Hedging with Target Redemption Forward. 1–6.

14.

Varma, Jayanth R.. (2013). MotherRock LP: Natural Gas Calendar Spread. 1 indexed citations

15.

Varma, Jayanth R.. (2013). Pitfalls in Single Stock Futures. 1–8.

16.

Varma, Jayanth R.. (2009). Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges. SSRN Electronic Journal. 6 indexed citations

17.

Varma, Jayanth R.. (2009). Indian Financial Sector and the Global Financial Crisis. Vikalpa The Journal for Decision Makers. 34(3). 25–34. 7 indexed citations

18.

Varma, Jayanth R.. (1997). The Stochastic Dynamics of the Short Term Interest Rate in India. Indian Institute of Management, Ahmedabad Institutional Repository (Indian Institute of Management, Ahmedabad). 3 indexed citations

19.

Varma, Jayanth R.. (1992). Computer graphics, peripheral vision and non-Euclidian geometry. Computers & Graphics. 16(3). 253–258. 2 indexed citations

20.

Varma, Jayanth R., et al.. (1991). Mastershares: A Bonanza for Large Investors. Vikalpa The Journal for Decision Makers. 16(1). 29–34. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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