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