Faculty
Sumit
Sumit
Saurav
Assistant Professor
Finance & Accounting
IIMB Young Faculty Research Chair
Sumit Saurav is an Assistant Professor in the Finance and Accounting area of Indian Institute of Management Bangalore (IIMB) and a IIMB young faculty research chair. He has received his doctoral degree from the Indian Institute of Management Ahmedabad. He holds an MBA from Indian Institute of Management Visakhapatnam, and a B-Tech from the National Institute of Foundry and Forge Technology, Ranchi. He works in the field of asset pricing, options, and banking. His teaching interest lies in topics related to financial markets.
Research Interests: Asset Pricing, Options, and Banking
Working Papers
- Role of derivatives market in attenuating underreaction to left-tail risk: Evidence from India, with Sobhesh Kumar Agarwalla , and Jayanth R. Varma
- Impact of Embedded Leverage on Trading Activity in Stock, Options, and Futures Markets, with Sobhesh Kumar Agarwalla, and Jayanth R. Varma
- Effect of Continuous Disclosure Requirement on Information Leakage Around Earnings Announcements, with Sobhesh Kumar Agarwalla, Ajay Pandey, and Jayanth R. Varma
- Natural Disasters, Interest Rate Dynamics, and Economic Activities, Abhiman Das, and Tanmoy Majilla
- Asymmetric uncertainty around earnings announcements: Evidence from options market, with Sobhesh Kumar Agarwalla, and Jayanth R. Varma
- Government Put: What Options Market Imply about the Volatility and Left-tail Risk of Indian Public versus Private Banks, with Pranjal Srivastava, and Abinash Mishra
- PhD, Indian Institute of Management Ahmedabad
- MBA, Indian Institute of Management Visakhapatnam
- B-Tech, National Institute of Foundry and Forge Technology Ranchi