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.
Returns in the Indian Equity Market
Market Microstructure
- 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)
Corporate Finance
Financial Literacy, Financial Inclusion and Unorganized Financial Sector in India