Journal Publications

Aggarwal, Nidhi, Venkatesh Panchapagesan, and Susan Thomas. 2023. “When Is the Order to Trade Ratio Fee Effective?” Journal of Financial Markets 62. DOI 10.1016/j.finmar.2022.100762.

Aggarwal, Nidhi, Manish Singh, and Susan Thomas. 2023. “Do Decreases in Distance-to-Default Predict Rating Downgrades?” Economic Modelling 129. DOI 10.1016/j.econmod.2023.106558.

Aggarwal, Nidhi, and Susan Thomas. 2019. “When Stock Futures Dominate Price Discovery.” Journal of Futures Markets 39 (3): 263–78. https://doi.org/10.1002/fut.21973.

Grover, Rohini, and Susan Thomas. 2012. “Liquidity Considerations in Estimating Volatility Indexes.” Journal of Futures Markets 32 (8): 714–41. https://doi.org/10.1002/fut.21543.

Halan, Monika, Renuka Sane, and Susan Thomas. 2014. “The Case of the Missing Billions: Estimating Losses to Customers on Account of Mis-Selling Life Insurance Policies.” Journal of Economic Policy Reform 17: 285–302. https://doi.org/10.1080/17487870.2014.971797.

Mashelkar, R. A., Ajay Shah, and Susan Thomas. 2024. “Rethinking Innovation Policy in India: Amplifying Spillovers Through Contracting-Out.” Accounting Theory and Practice 1. DOI 10.1016/j.accoth.2024.100004.

Sane, Renuka, and Susan Thomas. 2013. “What Should Regulation Do in the Field of Micro-Finance?” Economic and Political Weekly XLVIII (5): 59–66.

———. 2015. “In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pensions.” Journal of Development Studies 51: 1409–24. https://doi.org/10.1080/00220388.2014.997220.

———. 2016. “The Real Cost of Credit Constraints: Evidence from Micro-Finance.” B E Journal of Applied Economic Analysis and Policy 16 (1): 151–83. https://doi.org/10.1515/bejeap-2014-0154.

———. 2020. “From participation to repurchase: Low income households and micro-insurance.” Journal of Risk & Insurance 87 (3): 783–814. http://ifrogs.org/releases/SaneThomas2016_microInsurance.html.

Sarma, Mandira, Susan Thomas, and Ajay Shah. 2003. “Selection of Value at Risk Models.” Journal of Forecasting 22 (4): 337–58. https://doi.org/10.1002/for.868.

Shah, Ajay, and Susan Thomas. 1999. “Risk and the Indian Economy.” In India Development Report 1999, edited by Kirit S. Parikh, 231–42. Oxford University Press.

———. 2000. “David and Goliath: Displacing a primary market.” Journal of Global Financial Markets 1 (1): 14–21. http://www.mayin.org/ajayshah/PDFDOCS/ShahThomas2000_jgfm.pdf.

Srinivas, P. S., and Susan Thomas. 2003. “Institutional Mechanisms in Pension Fund Management: Lessons from Three Indian Case Studies.” Economic and Political Weekly XXXVIII (8): 706–15.

Thomas, Susan. 2006. “Resilience of Liquidity in Indian Securities Markets.” Economic and Political Weekly XLI (32): 3452–54.