Srivastava, PranjalSaurav, SumitMishra, Abinash2025-06-242025-06-242025-09Srivastava, P, Saurav, S & Mishra, A 2025, 'Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market', Journal of Corporate Finance, vol. 94, 102832. https://doi.org/10.1016/j.jcorpfin.2025.1028320929-1199RIS: urn:4C38A95A7F3D7E2AD2E3B6526BEDEF4AORCID: /0000-0002-0157-0895/work/186084584https://hdl.handle.net/2164/25603We are grateful for the helpful comments from the anonymous referee, Rajkamal Iyer (Editor), Shashidhar Murthy, Vineet Virmani, the seminar participants at the 2024 BAFA Annual Conference, Brown Bag Seminar Series, IIM Bangalore, and Internal Seminar Series, University of Aberdeen. All remaining errors are our responsibility. This paper subsumes the initial version circulated as “Government Put: What Options Market Imply about the Volatility and Left-tail Risk of Indian Public versus Private Banks.”1516896engGovernment ownershipBanksLeft-tail riskImplied volatilityOptions marketIndiaHG FinanceSupplementary DataDASHGJournal article10.1016/j.jcorpfin.2025.102832https://www.sciencedirect.com/science/article/pii/S092911992500100294