Ravi Jagannathan
Names
| first: |
Ravi |
| last: |
Jagannathan |
Identifer
Contact
Affiliations
-
Northwestern University
/ Kellogg Graduate School of Management
/ Department of Finance
Research profile
author of:
- Cross-Sectional Asset Pricing Tests
Annual Review of Financial Economics, Annual Reviews (2010)
by Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou
(ReDIF-article, anr:refeco:v:2:y:2010:p:49-74) - A Firm's Cost of Capital
Annual Review of Financial Economics, Annual Reviews (2017)
by Binying Liu & Iwan Meier & José Liberti & Ravi Jagannathan
(ReDIF-article, anr:refeco:v:9:y:2017:p:259-282) - Generalized Method of Moments: Applications in Finance
Journal of Business & Economic Statistics, American Statistical Association (2002)
by Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu
(ReDIF-article, bes:jnlbes:v:20:y:2002:i:4:p:470-81) - Reforming the Bookbuilding Process for IPOs
Journal of Applied Corporate Finance, Morgan Stanley (2005)
by Ravi Jagannathan & Ann E. Sherman
(ReDIF-article, bla:jacrfn:v:17:y:2005:i:1:p:67-72) - An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model
Journal of Finance, American Finance Association (1985)
by Jagannathan, Ravi
(ReDIF-article, bla:jfinan:v:40:y:1985:i:1:p:175-91) - On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
Journal of Finance, American Finance Association (1993)
by Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E
(ReDIF-article, bla:jfinan:v:48:y:1993:i:5:p:1779-1801) - The Conditional CAPM and the Cross-Section of Expected Returns
Journal of Finance, American Finance Association (1996)
by Jagannathan, Ravi & Wang, Zhenyu
(ReDIF-article, bla:jfinan:v:51:y:1996:i:1:p:3-53) - Assessing Specification Errors in Stochastic Discount Factor Models
Journal of Finance, American Finance Association (1997)
by Hansen, Lars Peter & Jagannathan, Ravi
(ReDIF-article, bla:jfinan:v:52:y:1997:i:2:p:557-90) - Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods
Journal of Finance, American Finance Association (2002)
by Ravi Jagannathan & Zhenyu Wang
(ReDIF-article, bla:jfinan:v:57:y:2002:i:5:p:2337-2367) - Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Journal of Finance, American Finance Association (2003)
by Ravi Jagannathan & Tongshu Ma
(ReDIF-article, bla:jfinan:v:58:y:2003:i:4:p:1651-1683) - The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks
Journal of Finance, American Finance Association (2005)
by John H. Boyd & Jian Hu & Ravi Jagannathan
(ReDIF-article, bla:jfinan:v:60:y:2005:i:2:p:649-672) - Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
Journal of Finance, American Finance Association (2007)
by Ravi Jagannathan & Yong Wang
(ReDIF-article, bla:jfinan:v:62:y:2007:i:4:p:1623-1661) - Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
Journal of Finance, American Finance Association (2010)
by Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov
(ReDIF-article, bla:jfinan:v:65:y:2010:i:1:p:217-255) - Dividend Dynamics, Learning, and Expected Stock Index Returns
Journal of Finance, American Finance Association (2019)
by Ravi Jagannathan & Binying Liu
(ReDIF-article, bla:jfinan:v:74:y:2019:i:1:p:401-448) - Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns
Journal of Finance, American Finance Association (2019)
by Ravi Jagannathan & Binying Liu & Jiaqi Zhang
(ReDIF-article, bla:jfinan:v:74:y:2019:i:4:p:2107-2116) - A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps”
Journal of Finance, American Finance Association (2019)
by Ravi Jagannathan & Tongshu Ma & Jiaqi Zhang
(ReDIF-article, bla:jfinan:v:74:y:2019:i:5:p:2689-2696) - Avoiding the Next Crisis
The Economists' Voice, De Gruyter (2009)
by Jagannathan Ravi & Boyd John
(ReDIF-article, bpj:evoice:v:6:y:2009:i:7:n:1) - Momentum Trading, Return Chasing, and Predictable Crashes
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin
(ReDIF-paper, cpr:ceprdp:10234) - A direct test for the mean variance efficiency of a portfolio
Journal of Economic Dynamics and Control, Elsevier (2002)
by Basak, Gopal & Jagannathan, Ravi & Sun, Guoqiang
(ReDIF-article, eee:dyncon:v:26:y:2002:i:7-8:p:1195-1215) - Does product market competition reduce agency costs?
The North American Journal of Economics and Finance, Elsevier (1999)
by Jagannathan, Ravi & Srinivasan, Shaker B.
(ReDIF-article, eee:ecofin:v:10:y:1999:i:2:p:387-399) - An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Journal of Econometrics, Elsevier (2003)
by Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve
(ReDIF-article, eee:econom:v:116:y:2003:i:1-2:p:113-146) - A contingent claim approach to performance evaluation
Journal of Empirical Finance, Elsevier (1994)
by Glosten, L. R. & Jagannathan, R.
(ReDIF-article, eee:empfin:v:1:y:1994:i:2:p:133-160) - Recovery from fast crashes: Role of mutual funds
Journal of Financial Markets, Elsevier (2022)
by Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya
(ReDIF-article, eee:finmar:v:59:y:2022:i:pb:s1386418121000288) - CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Journal of Financial Economics, Elsevier (2012)
by Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi
(ReDIF-article, eee:jfinec:v:103:y:2012:i:1:p:204-220) - Why do firms use high discount rates?
Journal of Financial Economics, Elsevier (2016)
by Jagannathan, Ravi & Matsa, David A. & Meier, Iwan & Tarhan, Vefa
(ReDIF-article, eee:jfinec:v:120:y:2016:i:3:p:445-463) - Call options and the risk of underlying securities
Journal of Financial Economics, Elsevier (1984)
by Jagannathan, Ravi
(ReDIF-article, eee:jfinec:v:13:y:1984:i:3:p:425-434) - Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
Journal of Financial Economics, Elsevier (1998)
by Frank, Murray & Jagannathan, Ravi
(ReDIF-article, eee:jfinec:v:47:y:1998:i:2:p:161-188) - Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!
Journal of Financial Intermediation, Elsevier (2013)
by Jagannathan, Ravi & Kapoor, Mudit & Schaumburg, Ernst
(ReDIF-article, eee:jfinin:v:22:y:2013:i:1:p:4-29) - Share auctions of initial public offerings: Global evidence
Journal of Financial Intermediation, Elsevier (2015)
by Jagannathan, Ravi & Jirnyi, Andrei & Sherman, Ann Guenther
(ReDIF-article, eee:jfinin:v:24:y:2015:i:3:p:283-311) - Ex-day behavior of japanese stock prices: New insights from new methodology
Journal of the Japanese and International Economies, Elsevier (1990)
by Hayashi, Fumio & Jagannathan, Ravi
(ReDIF-article, eee:jjieco:v:4:y:1990:i:4:p:401-427) - Momentum Trading, Return Chasing and Predictable Crashes
Working Paper Series, Federal Reserve Bank of Chicago (2014)
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan
(ReDIF-paper, fip:fedhwp:wp-2014-27) - Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1997)
by Ravi Jagannathan & Keiichi Kubota & Hitoshi Takehara
(ReDIF-paper, fip:fedmem:117) - Implications of security market data for models of dynamic economies
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990)
by Lars Peter Hansen & Ravi Jagannathan
(ReDIF-paper, fip:fedmem:29) - Ex-day behavior of Japanese stock prices: new insights from new methodology
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990)
by Fumio Hayashi & Ravi Jagannathan
(ReDIF-paper, fip:fedmem:30) - The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare?
Quarterly Review, Federal Reserve Bank of Minneapolis (1990)
by V. V. Chari & Ravi Jagannathan
(ReDIF-article, fip:fedmqr:y:1990:i:sum:p:12-24:n:v.4no.3) - The CAPM debate
Quarterly Review, Federal Reserve Bank of Minneapolis (1995)
by Ravi Jagannathan & Ellen R. McGrattan
(ReDIF-article, fip:fedmqr:y:1995:i:fall:p:2-17:n:v.19no.4) - Why should older people invest less in stock than younger people?
Quarterly Review, Federal Reserve Bank of Minneapolis (1996)
by Ravi Jagannathan & Narayana R. Kocherlakota
(ReDIF-article, fip:fedmqr:y:1996:i:sum:p:11-23:n:v.20no.3) - The declining U.S. equity premium
Quarterly Review, Federal Reserve Bank of Minneapolis (2000)
by Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina
(ReDIF-article, fip:fedmqr:y:2000:i:fall:p:3-19:n:v.24no.4) - Seasonalities in security returns: the case of earnings announcements
Staff Report, Federal Reserve Bank of Minneapolis (1987)
by V. V. Chari & Ravi Jagannathan & Aharon R. Ofer
(ReDIF-paper, fip:fedmsr:110) - On the relation between the expected value and the volatility of the nominal excess return on stocks
Staff Report, Federal Reserve Bank of Minneapolis (1993)
by Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle
(ReDIF-paper, fip:fedmsr:157) - A contingent claim approach to performance evaluation
Staff Report, Federal Reserve Bank of Minneapolis (1993)
by Lawrence R. Glosten & Ravi Jagannathan
(ReDIF-paper, fip:fedmsr:159) - The CAPM is alive and well
Staff Report, Federal Reserve Bank of Minneapolis (1993)
by Ravi Jagannathan & Zhenyu Wang
(ReDIF-paper, fip:fedmsr:165) - Assessing specification errors in stochastic discount factor models
Staff Report, Federal Reserve Bank of Minneapolis (1994)
by Lars Peter Hansen & Ravi Jagannathan
(ReDIF-paper, fip:fedmsr:167) - Ex-dividend price behavior of common stocks
Staff Report, Federal Reserve Bank of Minneapolis (1994)
by John H. Boyd & Ravi Jagannathan
(ReDIF-paper, fip:fedmsr:173) - Econometric evaluation of asset pricing models
Staff Report, Federal Reserve Bank of Minneapolis (1996)
by Wayne E. Ferson & Ravi Jagannathan
(ReDIF-paper, fip:fedmsr:206) - The conditional CAPM and the cross-section of expected returns
Staff Report, Federal Reserve Bank of Minneapolis (1996)
by Ravi Jagannathan & Zhenyu Wang
(ReDIF-paper, fip:fedmsr:208) - Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
Staff Report, Federal Reserve Bank of Minneapolis (1997)
by Murray Frank & Ravi Jagannathan
(ReDIF-paper, fip:fedmsr:229) - Ex-dividend price behavior of common stocks
Working Papers, Federal Reserve Bank of Minneapolis (1994)
by John H. Boyd & Ravi Jagannathan
(ReDIF-paper, fip:fedmwp:500) - Do We Need CAPM for Capital Budgeting?
Financial Management, Financial Management Association (2002)
by Ravi Jagannathan & Iwan Meier
(ReDIF-article, fma:fmanag:jagannathan02) - A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints
Management Science, INFORMS (1974)
by R. Jagannathan
(ReDIF-article, inm:ormnsc:v:21:y:1974:i:1:p:13-21) - A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem
Management Science, INFORMS (1978)
by R. Jagannathan
(ReDIF-article, inm:ormnsc:v:24:y:1978:i:11:p:1138-1149) - Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem"
Management Science, INFORMS (1979)
by R. Jagannathan
(ReDIF-article, inm:ormnsc:v:25:y:1979:i:3:p:294-295) - Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
Management Science, INFORMS (1985)
by R. Jagannathan
(ReDIF-article, inm:ormnsc:v:31:y:1985:i:1:p:96-108) - An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives
Management Science, INFORMS (1985)
by R. Jagannathan
(ReDIF-article, inm:ormnsc:v:31:y:1985:i:7:p:847-851) - Note---Response
Management Science, INFORMS (1987)
by R. Jagannathan
(ReDIF-article, inm:ormnsc:v:33:y:1987:i:10:p:1229-1231) - Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
Management Science, INFORMS (2009)
by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma
(ReDIF-article, inm:ormnsc:v:55:y:2009:i:6:p:990-1002) - Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
Management Science, INFORMS (2012)
by Ravi Jagannathan & Srikant Marakani & Hitoshi Takehara & Yong Wang
(ReDIF-article, inm:ormnsc:v:58:y:2012:i:3:p:507-522) - Implications of Security Market Data for Models of Dynamic Economies
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1990)
by Lars Peter Hansen & Ravi Jagannathan
(ReDIF-paper, nbr:nberte:0089) - Assessing Specification Errors in Stochastic Discount Factor Models
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1994)
by Lars Peter Hansen & Ravi Jagannathan
(ReDIF-paper, nbr:nberte:0153) - A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1
NBER Working Papers, National Bureau of Economic Research, Inc (2004)
by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma
(ReDIF-paper, nbr:nberwo:10447) - Consumption Risk and the Cost of Equity Capital
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Ravi Jagannathan & Yong Wang
(ReDIF-paper, nbr:nberwo:11026) - Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov
(ReDIF-paper, nbr:nberwo:12015) - Why Do IPO Auctions Fail?
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Ravi Jagannathan & Ann E. Sherman
(ReDIF-paper, nbr:nberwo:12151) - When Does a Mutual Fund's Trade Reveal its Skill?
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Zhi Da & Pengjie Gao & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:13625) - Price Momentum In Stocks: Insights From Victorian Age Data
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:14500) - Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Zhi Da & Pengjie Gao & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:14609) - CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Zhi Da & Re-Jin Guo & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:14889) - Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Ravi Jagannathan & Mudit Kapoor & Ernst Schaumburg
(ReDIF-paper, nbr:nberwo:15404) - Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:15591) - Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Ravi Jagannathan & Andrei Jirnyi & Ann Sherman
(ReDIF-paper, nbr:nberwo:16214) - The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Ravi Jagannathan & Iwan Meier & Vefa Tarhan
(ReDIF-paper, nbr:nberwo:16770) - Price Dividend Ratio Factors : Proxies for Long Run Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Ravi Jagannathan & Srikant Marakani
(ReDIF-paper, nbr:nberwo:17484) - Tail Risk in Momentum Strategy Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Kent Daniel & Ravi Jagannathan & Soohun Kim
(ReDIF-paper, nbr:nberwo:18169) - Building Castles in the Air: Evidence from Industry IPO Waves
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Zhi Da & Ravi Jagannathan & Jianfeng Shen
(ReDIF-paper, nbr:nberwo:18555) - Growth Expectations, Dividend Yields, and Future Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Zhi Da & Ravi Jagannathan & Jianfeng Shen
(ReDIF-paper, nbr:nberwo:20651) - Momentum Trading, Return Chasing, and Predictable Crashes
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:20660) - Dividend Dynamics, Learning, and Expected Stock Index Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Ravi Jagannathan & Binying Liu
(ReDIF-paper, nbr:nberwo:21557) - Environmental, Social, and Governance Criteria: Why Investors are Paying Attention
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Ravi Jagannathan & Ashwin Ravikumar & Marco Sammon
(ReDIF-paper, nbr:nberwo:24063) - Stock Price Crashes: Role of Slow-Moving Capital
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova
(ReDIF-paper, nbr:nberwo:24098) - On Frequent Batch Auctions for Stocks
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:26341) - Return to Venture Capital in the Aggregate
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Shumiao Ouyang & Jiaheng Yu & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:27690) - A Return Based Measure of Firm Quality
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Ravi Jagannathan & Yang Zhang
(ReDIF-paper, nbr:nberwo:27859) - Price Destabilizing Speculation: The Role of Strategic Limit Orders
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Suman Banerjee & Ravi Jagannathan & Kai Wang
(ReDIF-paper, nbr:nberwo:30828) - A Simple Approach to Valuing Intangibles and Rents
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Wan-Chien Chiu & Ravi Jagannathan & Yo-Lan Lin & Kevin Tseng
(ReDIF-paper, nbr:nberwo:30829) - An Intangibles-Adjusted Profitability Factor
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Ravi Jagannathan & Robert Korajczyk & Kai Wang
(ReDIF-paper, nbr:nberwo:31068) - Day Traders, Noise, and Cost of Immediacy
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Manoj Dalvi & Prachi Deuskar & Lawrence R. Glosten & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:31127) - Globalization and Profitability of US Firms: The Role of Intangibles
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Bullipe R. Chintha & Ravi Jagannathan & Sri S. Sridhar
(ReDIF-paper, nbr:nberwo:32202) - Dirty Business: Transition Risk of Factor Portfolios
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Ravi Jagannathan & Iwan Meier & Valeri Sokolovski
(ReDIF-paper, nbr:nberwo:33535) - Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology
NBER Working Papers, National Bureau of Economic Research, Inc (1990)
by Fumio Hayashi & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:3421) - Valuing the Reload Features of Executive Stock Options
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Steven Huddart & Ravi Jagannathan & Jane Saly
(ReDIF-paper, nbr:nberwo:7020) - Does Product Market Competition Reduce Agency Costs?
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Ravi Jagannathan & Shaker B. Srinivasan
(ReDIF-paper, nbr:nberwo:7480) - The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by John H. Boyd & Ravi Jagannathan & Jian Hu
(ReDIF-paper, nbr:nberwo:8092) - Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Ravi Jagannathan & Zhenyu Wang
(ReDIF-paper, nbr:nberwo:8098) - The Declining U.S. Equity Premium
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina
(ReDIF-paper, nbr:nberwo:8172) - An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun
(ReDIF-paper, nbr:nberwo:8682) - Do We Need CAPM for Capital Budgeting?
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Ravi Jagannathan & Iwan Meier
(ReDIF-paper, nbr:nberwo:8719) - Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Ravi Jagannathan & Tongshu Ma
(ReDIF-paper, nbr:nberwo:8922) - Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Arik Ben Dor & Ravi Jagannathan
(ReDIF-paper, nbr:nberwo:9111) - Banking Panics
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (1984)
by V.V. Chari & Ravi Jagannathan
(ReDIF-paper, nwu:cmsems:618) - Effects of Insider Trading Disclosures on Speculative Activity and Future Prices
Economic Inquiry, Western Economic Association International (1989)
by Jagannathan, Ravi & Palfrey, Thomas R
(ReDIF-article, oup:ecinqu:v:27:y:1989:i:3:p:411-30) - On Frequent Batch Auctions for Stocks
[Tail Expectation and Imperfect Competition in Limit Order Book Markets]
Journal of Financial Econometrics, Oxford University Press (2022)
by Ravi Jagannathan
(ReDIF-article, oup:jfinec:v:20:y:2022:i:1:p:1-17.) - Price Stability and Futures Trading in Commodities
The Quarterly Journal of Economics, President and Fellows of Harvard College (1990)
by V. V. Chari & Ravi Jagannathan & Larry Jones
(ReDIF-article, oup:qjecon:v:105:y:1990:i:2:p:527-534.) - Price-Dividend Ratio Factor Proxies for Long-Run Risks
The Review of Asset Pricing Studies, Society for Financial Studies (2015)
by Ravi Jagannathan & Srikant Marakani
(ReDIF-article, oup:rasset:v:5:y:2015:i:1:p:1-47.) - Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds
The Review of Financial Studies, Society for Financial Studies (2011)
by Zhi Da & Pengjie Gao & Ravi Jagannathan
(ReDIF-article, oup:rfinst:v:24:y:2011:i:3:p:675-720) - Ex-dividend Price Behavior of Common Stocks
The Review of Financial Studies, Society for Financial Studies (1994)
by Boyd, John H & Jagannathan, Ravi
(ReDIF-article, oup:rfinst:v:7:y:1994:i:4:p:711-41) - Assessing the Market Timing Performance of Managed Portfolios
The Journal of Business, University of Chicago Press (1986)
by Jagannathan, Ravi & Korajczyk, Robert A
(ReDIF-article, ucp:jnlbus:v:59:y:1986:i:2:p:217-35) - Correcting for Heteroscedasticity in Tests for Market Timing Ability
The Journal of Business, University of Chicago Press (1986)
by Breen, William & Jagannathan, Ravi & Ofer, Aharon R
(ReDIF-article, ucp:jnlbus:v:59:y:1986:i:4:p:585-98) - Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market
The Journal of Business, University of Chicago Press (1998)
by Jagannathan, Ravi & Kubota, Keiichi & Takehara, Hitoshi
(ReDIF-article, ucp:jnlbus:v:71:y:1998:i:3:p:319-47) - Implications of Security Market Data for Models of Dynamic Economies
Journal of Political Economy, University of Chicago Press (1991)
by Hansen, Lars Peter & Jagannathan, Ravi
(ReDIF-article, ucp:jpolec:v:99:y:1991:i:2:p:225-62) - The Capm Is Alive And Well
Finance, University Library of Munich, Germany (1994)
by Ravi Jagannathan & Zhenyu Wang
(ReDIF-paper, wpa:wuwpfi:9402001) - Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis
World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2005)
by Arik Ben Dor & Ravi Jagannathan & Iwan Meier
(ReDIF-chapter, wsi:wschap:9789812569448_0004) - Recovery from fast crashes: Role of mutual funds
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2021)
by Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya
(ReDIF-paper, zbw:safewp:227)