Sobhesh Kumar Agarwalla
Professor, Finance and Accounting Area at Indian Institute of Management Ahmedabad
Schools
- Indian Institute of Management Ahmedabad
Expertise
Links
Biography
Indian Institute of Management Ahmedabad
Educational Qualifications
Fellow (IIMA), FCA, ACS, ACMA
Academic Affiliation
Professor, Finance and Accounting Area, IIM Ahmedabad
Professional Affiliation
- Fellow, Indian Institute of Management Ahmedabad
- Fellow Member, Institute of Chartered Accountants of India
- Associate Member, Institute of Company Secretaries of India
- Associate Member, Institute of Costs Accountants of India
Publications/ Articles/ Cases:
- " Informed trading around earnings announcements - Spot, futures, or options?", Journal of Futures Markets, Forthcoming (With Sonali Jain, Jayanth R. Varma and Ajay Pandey)
- " Indian equity options: Smile, risk premium and efficiency", Journal of Futures Markets, Forthcoming (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, Forthcoming (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)
Databases
- 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
Conferences Presentations:
- " 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)
Cases:
- 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)
Brief Cases/Exercises:
- Parag Sarees Private Limted
- Ganguly International Limited
- DRL Limited
Courses Taught
Management and Finance for Experienced Chartered Accountants
Indian Institute of Management Ahmedabad
Online
Clinical Laboratory Management
Indian Institute of Management Ahmedabad
Online
Developing Commercial and Financial Skills for Strategic Business Decisions
Indian Institute of Management Ahmedabad
Online
Mergers, Acquisitions and Restructuring
Indian Institute of Management Ahmedabad
Online
Strategic Communication
Indian Institute of Management Ahmedabad
Online
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