Indian Institute of Management, Ahmedabad

Research in Indian Finance (under construction)

This page brings together some of the research done by a group of faculty members at the Indian Institute of Management, Ahmedabad in the field of Indian finance. The page is maintained by Prof. Sobhesh Kumar Agarwala, Prof. Joshy Jacob and Prof. Jayanth R. Varma, but it includes work done jointly with other co-authors.

• Betting against beta in India Working Paper (2014)
• Fama French and Momentum Factors for Indian Market:
  1. Working Paper (2013)
  2. Data Library
• Equity Risk Premium in India Working Paper (2006)

• High Frequency Manipulation at Futures Expiry: The Case of Cash Settled Indian Single Stock Futures Working Paper (2014)
• Impact of the Introduction of Call Auction on price discovery: Evidence from the Indian Stock Market Using High-Frequency Data Working Paper (2012)

• Market Timing Ability of Indian Firms in Open Market Repurchases Working Paper (2013)
• Mandatory IPO Grading: Does It Help Pricing Efficiency? Working Paper (2012)

• Savings, Borrowings and Remittance Behaviour of Migrant Workers in Urban India Field Survey Analysis Report (2016)
• Chit Fund (ROSCA) Participation and Sources of Economic Value Field Survey Analysis Report (2016)
• Financial Literacy among Working Young in Urban India, World Development, Volume 67, March 2015, Pages 101–109 Working Paper Version (2013)
• Effectiveness of Financial Literacy Interventions in Improving Financial Literacy among Rural Women in North India Field Survey Analysis Report (2014)
• Financial Literacy in India Survey (2012)