Accepted Manuscript Title: The Role of the Volatility Index in Asset Pricing: The Case of the Indian Stock Market Authors: Pratap Chandra Pati, Prabina Rajib, Parama Barai PII: S1062-9769(18)30103-0 DOI: https://doi.org/10.1016/j.qref.2019.04.010 Reference: QUAECO 1258 To appear in: The Quarterly Review of Economics and Finance Received date: 22 April 2018 Revised date: 26 March 2019 Accepted date: 9 April 2019 Please cite this article as: Chandra Pati P, Rajib P, Barai P, The Role of the Volatility Index in Asset Pricing: The Case of the Indian Stock Market, Quarterly Review of Economics and Finance (2019), https://doi.org/10.1016/j.qref.2019.04.010 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.