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List of works by Ravi Jagannathan

A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1

A Return Based Measure of Firm Quality

scientific article published in September 2020

An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices

Assessing Specification Errors in Stochastic Discount Factor Models

scientific article published in February 1994

Building Castles in the Air: Evidence from Industry IPO Waves

scientific article published in November 2012

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

scientific article published in April 2009

Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!

scientific article published in October 2009

Consumption Risk and the Cost of Equity Capital

Dividend Dynamics, Learning, and Expected Stock Index Returns

scientific article published in September 2015

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

scientific article published in February 2006

Do We Need CAPM for Capital Budgeting?

Does Product Market Competition Reduce Agency Costs?

scientific article published in January 2000

Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods

scientific article published in January 2001

Environmental, Social, and Governance Criteria: Why Investors are Paying Attention

scientific article published in December 2017

Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology

scientific article published in August 1990

Growth Expectations, Dividend Yields, and Future Stock Returns

scientific article published in November 2014

Implications of Security Market Data for Models of Dynamic Economies

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

scientific article published in December 2008

Life Cycle Cash Flows of Ventures

scientific article published in August 2020

Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets

scientific article published in December 2009

Momentum Trading, Return Chasing, and Predictable Crashes

scientific article published in December 2014

On Frequent Batch Auctions for Stocks

scientific article published in October 2019

Price Dividend Ratio Factors : Proxies for Long Run Risk

scientific article published in October 2011

Price Momentum In Stocks: Insights From Victorian Age Data

scientific article published in November 2008

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

scientific article published in May 2002

Stock Price Crashes: Role of Slow-Moving Capital

Tail Risk in Momentum Strategy Returns

scientific article published in June 2012

The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data

scientific article published in February 2011

The Declining U.S. Equity Premium

The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks

Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis

scientific article published in August 2002

Valuing the Reload Features of Executive Stock Options

scientific article published in March 1999

When Does a Mutual Fund's Trade Reveal its Skill?

scientific article published in November 2007

Why Do IPO Auctions Fail?

scientific article published in April 2006

Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms

scientific article published in July 2010