Working Papers:
Impact of Embedded Leverage on Trading Activity in Stock, Options, and Futures Markets, with Sobhesh Kumar Agarwalla (IIM-A), and Jayanth R. Varma (IIM-A)
Effect of Continuous Disclosure Requirement on Information Leakage Around Earnings Announcements, with Sobhesh Kumar Agarwalla (IIM-A), Ajay Pandey (IIM-A), and Jayanth R. Varma (IIM-A)
Natural Disasters, Interest Rate Dynamics, and Economic Activities, Abhiman Das (IIM-A), and Tanmoy Majilla (IIM-A)
Bankruptcy codes and asymmetric cost behaviour, with Debojyoti Das, and Arun Upadhyay
Published/Forthcoming Papers (peer-reviewed):
Lottery and bubble stocks and the cross-section of option-implied tail risks, with Sobhesh Kumar Agarwalla, and Jayanth R. Varma, Journal of Futures Market, 42 (2),231-249.
Belief distortion near 52 Week High and Low: Evidence from Indian equity options market, with Sobhesh Kumar Agarwalla, and Jayanth R. Varma, Journal of Futures Market, 43 (11), 1531-1558
Role of derivatives market in attenuating underreaction to left-tail risk, with Sobhesh Kumar Agarwalla, and Jayanth R. Varma, Journal of Futures Market, 44 (3), 484-517
Asymmetric uncertainty around earnings announcements: Evidence from options market, with Sobhesh Kumar Agarwalla, and Jayanth R. Varma, American Business Review, Vol. 27: No 2, Article 4
Does Government Ownership Differently Impact Expected Left-Tail and Volatility Risk of Bank Stock? Evidence from Options Market, with Pranjal Srivastava, and Abinash Mishra, Journal of Corporate Finance (Forthcoming)
Media Articles:
Article on the effectiveness of the Repo rate as policy rate in a surplus liquidity condition (published on July 31, 2020 in The Hindu Business Line) with Pranjal Srivastava (PhD student, IIM-A)
Book Chapters:
Saurav, S. (2020). Review of Corporate Governance in Emerging Economies from the Perspective of Principal-Principal Conflict. The Financial Landscape of Emerging Economies, 111-121.