Faculty & Research

Research Productive

Show result

Search Query :
Area :
Search Query :
849 items in total found

Journal Articles | 2021

'Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

Abinash Mishra, Pranjal Srivastava, and Anindya S. Chakrabarti

Quantitative Finance

Journal Articles | 2021

Does service quality influence operational and financial performance of third party logistics service providers? A mixed multi criteria decision making -text mining-based investigation

Satender Pal Singh, Arnab Adhikari, Adrija Majumdar, and Arnab Bisi

Transportation Research Part E: Logistics and Transportation Review

Journal Articles | 2021

Passively wait for gridlock, or proactively invest in service? Strategies to promote car-to-transit switches among aspirational urbanites in rapidly developing contexts

Sandip Chakrabarti

Transport Policy

Journal Articles | 2021

Connecting smallholders’ marketplace decisions to agricultural market reform policy in India – An empirical exploration

Aashish Argade, Arnab Kumar Laha, and Anand Kumar Jaiswal

Journal of Macromarketing

Journal Articles | 2021

Lottery and bubble stocks and the cross-section of option-implied tail risks

Sobhesh Kumar Agarwalla, Sumit Saurav, and Jayanth R. Varma

Journal of Futures Market

The options smile provides forward-looking information about the risk at the center of the distribution (ATM-IV) and at the tails (Skew). We investigate the cross-sectional determinants of the options smile using indices that capture firm fundamental risks, heterogeneity in belief, lottery characteristics, and bubble characteristics. We find that at-the-money (ATM) volatility is explained mainly by historical risks and predicted future risks measured using accounting-based risk measures and firm characteristics. However, the cross-sectional variation in the skew is driven by risk premia and by buying and selling pressure, which is influenced by heterogeneity in belief and the underlying's lottery-like and bubble-like characteristics.

Read More

Journal Articles | 2021

Time discount rate of forest-dependent communities: Evidence from Andhra Pradesh

Sundar Balakrishna and Vineet Virmani

Vikalpa: The Journal for Decision Makers

This study presents evidence on time discount rate of forest-dependent communities (FDCs) in the backdrop of the joint forest management program launched by the Government of India in 1990. The study uses data from two regions of the Indian state of Andhra Pradesh—Rayalaseema (a relatively dry forest region with low income) and the coastal region (relatively fertile forest and with higher income). We also identify socio-economic determinants of their patience levels and factors which distinguish the two regions. To elicit individual discount rates of FDCs members and their determinants, we use the choice task design methodology. Members from both regions were found to be highly impatient using the standard choice task design with the revealed time discount rate averaging 800% per annum. Members of FDCs from Rayalaseema were more impatient than their counterparts from the coastal region, although the statistical evidence is weak. We find no association between the income of members of FDCs and their time discount rate for both regions. Membership to caste categories showed a different response in both the regions, with members from the Scheduled Caste category and Other Backward Classes found to have a lower discount rate than those from the Scheduled Tribes category of Rayalaseema region and vice versa for the coastal region. For the coastal region, those with larger family size and heads of households were found to have a lower discount rate.

Read More

Journal Articles | 2021

Web applications for teaching portfolio analysis and option pricing

Vineet Virmani and Jayanth R. Varma

Advances in Financial Education

Journal Articles | 2021

Relationship between negative teacher behaviors and student engagement: Evidence from India

Samvet Kuril, Vishal Gupta, and Vijaya Sherry Chand

International Journal of Educational Research

Journal Articles | 2021

Guest editorial: Architecting management scholarship in the era of disruption

Vishal Gupta, Naresh Khatri, and Karthik Dhandapani

South Asian Journal of Business Studies

Journal Articles | 2021

Evaluating and investigating knowledge management practices and ICT in health care: an emerging economies perspective

Vijay Pereira, Cary L. Cooper, Rajesh Chandwani, Arup Varma, and Shlomo Yedidia Y. Tarba

Journal of Knowledge Management

The Covid-19 pandemic hit the world with almost zero notice and spread so fast that even the most advanced economies are still struggling to deal with it. The pandemic upended all parts of society (Zhang and Varma, 2020), but especially hit the health care sector the hardest, as governments and health-care professionals did not know enough about it to protect the populace (Pereira et al., 2021). Indeed, as Tovstiga and Tovstiga (2020) noted “the coronavirus COVID-19 pandemic has produced a perfect knowledge storm [...] The pandemic has painfully exposed how ‘we do not know what we do not know’.”

Read More
IIMA