Asymmetric uncertainty around earnings announcements: Evidence from options markets, American Business Review, Forthcoming, 2024  (with Sumit Saurav and Jayanth R. Varma)

Role of derivatives market in attenuating underreaction to left-tail risk, Journal of Futures Market, Vol. 44 (3), 484-517, 2024.  (with Sumit Saurav and Jayanth R. Varma)

Harvesting the volatility smile in a large emerging market: A Dynamic Nelson Siegel approach, Journal of futures market, Vol. 43 (11), 1615-1644, 2023.  (with Sudarshan K, Jayanth R. Varma and Vineet Virmani)

Belief Distorition near 52 Week High and Low- Evidence from Equity Options Market, Journal of futures market, Vol. 43 (11), 1531-1558, 2023. (with Sumit Saurav and Jayanth R. Varma)

Big-4 auditors and audit quality: a novel firm life-cycle approach", Mdeditari Accountancy Research, Vol. 31(5), 1436-1452, 2023 (With Sonali Jain) 

"GST and the discrimination against production-oriented states". in Morris,S., Macroeconomic Policy in India since the Global Financial Crisis, Springer, 2022 (with Sebastian Morris, Astha Agarwalla and Ajay Pandey)

"Lottery and bubble stocks and the cross-section of option implied tail risks". Journal of Futures Market. Vol. 42 (2), 231-249, 2021. (With Jayanth R. Varma and Sumit Saurav)

“Rational repricing of risk during COVID-19: Evidence from Indian single stock options market”. Journal of Futures Market. Vol 41, 1498-1519, 2021. (With Jayanth R. Varma and Vineet Virmani)

“The impact of COVID-19 on tail risk: Evidence from Nifty index options”. Economics Letters, Vol. 204, 109878, 2021. (With Jayanth R. Varma and Vineet Virmani)

“Betting against Beta in the Indian Market”. In Mishra, A. K., Vairam A., Mohapatra, S., and Olson D., The Financial Landscape of Emerging Economies.Springer. (With Joshy Jacob, Jayanth R. Varma and Ellapulli Vasudevan)

"Informed trading around earnings announcements - Spot, futures, or options?", Journal of Futures Markets, Vol 39 (5), 579-589, 2019 (With Sonali Jain, Jayanth R. Varma and Ajay Pandey)

"Indian equity options: Smile, risk premium and efficiency", Journal of Futures Markets, Vol 39 (2), 150-163, 2019 (With Sonali Jain and Jayanth R. Varma)

"An Examination of Factors Driving Big 4 Audit Fee Premiums: Evidence from India's Audit Market". Accounting Horizons, Vol 33 (2), 43-58, 2019 (With Joshy Jacob and Naman Desai)

"Size, Value and Momentum in Indian Equity". Vikalpa, 2017, Vol. 42 (4), 211-219 (With Joshy Jacob and Jayanth R. Varma)

"The Impact of Self-Deception and Professional Skepticism on Perceptions of Ethicality", Advances in Accounting,Vol. 37, 85-93, 2017 (With Naman Desai and Arindam Tripathy)

"Chit Fund Participation and Sources of Economic Value", 2016, Research Report, IIMA Publication. (With Samir K. Barua, Joshy Jacob and Jayanth R. Varma)

"Savings, Borrowings and Remittance Behaviour of Migrant Workers in Urban India". 2016, Research Report, IIMA Publication (With Samir K. Barua, Joshy Jacob and Jayanth R. Varma)

"Impact of introduction of call auction on price-discovery: Evidence from Indian stock market using high-frequency data". International Review of Financial Analysis, 2015, Vol. 39, 167-178 (With Joshy Jacob and Ajay Pandey)

"Financial literacy among working young in urban India". World Development, 2015, Vol. 67, 101-109. (With Samir K. Barua, Joshy Jacob and Jayanth R. Varma)

"Expiration-Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market". The Journal of Futures Market, 2013, Vol. 33(11), 1046 - 1070 (With Ajay Pandey)

"Mandatory IPO grading: Does it help pricing efficiency?" 2015, Vikalpa.Vol. 40 (2), 132-144. (With Joshy Jacob)

"Under-pricing of Initial Public Offerings: An Empirical Analysis of Indian IPO Market", International Journal of Strategic Management, Vol. 8(1), 2008.

"Effectiveness of financial literacy interventions in improving financial literacy among rural women in North India". Research Report, IIM Ahmedabad Publication. (With Samir K. Barua, Joshy Jacob and Jayanth R. Varma)

"A Survey of Financial Literacy among Students, Young Employees and the Retired in India". Research Report, IIM Ahmedabad Publication. (With Samir K. Barua, Joshy Jacob and Jayanth R. Varma)

"Structuring the Dedicated Freight Corridor Corporation of India Limited - A Lost Opportunity (Abridged)'', WCTR, 2013 conference, Rio  de Janeiro, Brazil (July, 2013). (conference publication)

Fama French and Momentum Factors: (With Joshy Jacob and Jayanth R. Varma)

• Fama French and Momentum Factors

• Six Portfolios formed on Size and Value

• Four Portfolios formed on Size and Momentum

WeWork: Public versus Private Markets (With Jayanth R. Varma and Vineet Virmani)

WeWork: Public versus Private Markets - TN (With Jayanth R. Varma and Vineet Virmani)

Renew Power: Building Scale in India Renewable Sector (with Ajay Pandey)

Renew Power: Building Scale in India Renewable Sector - TN (with Ajay Pandey and Sanjay Kumar Jena)

Essar Steel India Limited: Managing and Turning Around a Distressed Firm in Insolvency (with Ajay Pandey, Nupur Birmiwal and Shreyas Srivastava)

Essar Steel India Limited: Managing and Turning Around a Distressed Firm in Insolvency (with Ajay Pandey)

Changing Perceptions and Transforming Outcomes: L&T Acquisition of Mindtree (with Asha Kaul)

Changing Perceptions and Transforming Outcomes: L&T Acquisition of Mindtree - TN (with Asha Kaul)

Prime Broking Default at the National Stock Exchange (with Jayanth R. Varma)

Prime Broking Default at the National Stock Exchange - TN (with Jayanth R. Varma)

IndiGrid: Transitioning into India's First Independent Power Transmission InvIT (B) - Case (with Ajay Pandey)

IndiGrid: Transitioning into India's First Independent Power Transmission InvIT (B) - TN (with Ajay Pandey)

IndiGrid: Creating India's First Power Transmission InvIT (A) - Case (with Ajay Pandey)

IndiGrid: Creating India's First Power Transmission InvIT (A)- Teaching Note (with Ajay Pandey)

Indus Cricket Academy- Constructing the Financial Statements - Case

Indus Cricket Academy- Constructing the Financial Statements - TN

Lighting up Lives Through Cooking Gas and Transforming Society Through PMUY (With Samir K. Barua)

Lighting up Lives Through Cooking Gas and Transforming Society Through PMUY - Teaching Note (With Samir K. Barua)

CSR at Torrent Group - Case (with Samir K. Barua)

CSR at Torrent Group = Teaching Note (with Samir K. Barua)

Banking the unbanked - Case (with Samir K. Barua) 

Banking the unbanked – Teaching Note (with Samir K. Barua)

MSGF: A checkered saga? – Case (With Samir K. Barua)

MSGF: A checkered saga? – Teaching Note (With Samir K. Barua)

Lupin Foray into Japan – Case (with Joshy Jacob and Prem Chander)

Lupin Foray into Japan – Teaching Note (with Joshy Jacob)

ICICI Bank - FPO – Case (with Joshy Jacob and Jayanth R. Varma)

ICICI Bank - FPO – (Draft) Teaching Note (with Joshy Jacob and Jayanth R. Varma)

NTPC – FPO: Case (with Samir K. Barua)

NTPC – FPO:  Teaching Note (with Samir K. Barua)

NMDC Ltd. – FPO: Case (with Premchander)

NMDC Ltd. – FPO: Teaching Note  (with Premchander)

"Impact of Introduction of Call Auction on Price-Discovery: Evidence from Indian Stock Market using High-Frequency Data" (With Joshy Jacob and Ajay Pandey) 9th Annual Conference of Asia-Pacific Association of Derivatives (APAD), Busan, Korea (August, 2013) Eastern Finance Association, Florida (April 2013)

"Mandatory IPO Grading: Does It Help Pricing Efficiency? (With Joshy Jacob) Eastern Finance Association, Florida (April 2013) India Finance Conference, IIM Calcutta (December, 2012)

"Whether Cross-Listing, Stock-specific and Market-wide Calendar Events impact Intraday Volatility Dynamics? Evidence from the Indian Stock Market using High-frequency Data".  FEG-JFM Symposium on the Financial Econometrics of Derivative Securities and Markets at Deakin University, Australia (January, 2013)

"Empirical analysis of post-listing performance of Initial Public Offerings" International Academy of Business and Economy conference at Stockholm, Sweden (June, 2008)

"Intraday Activity Patterns and Market Microstructure Effects: An Empirical Investigation of Indian Capital Market Using High Frequency Data" (Thesis Proposal) Doctoral Colloquium, Indian Institute of Management, Ahmedabad (January, 2008)

"Structuring the Dedicated Freight Corridor Corporation of India Limited – A Lost Opportunity" (With G. Raghuram) WCTR, 2013 conference, Rio  de Janeiro, Brazil (July, 2013)

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