Ravi Jagannathan
Names
first:  Ravi 
last:  Jagannathan 
Affiliations

Northwestern University
→ Kellogg Graduate School of Management
→ Department of Finance
 website
 location: Evanston, Illinois (United States)
Research profile
author of:

Correcting for Heteroscedasticity in Tests for Market Timing Ability.
by Breen, William & Jagannathan, Ravi & Ofer, Aharon R. 
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices.
by Jagannathan, Ravi & Palfrey, Thomas R. 
Exdividend Price Behavior of Common Stocks.
by Boyd, John H. & Jagannathan, Ravi 
Does product market competition reduce agency costs?
by Jagannathan, Ravi & Srinivasan, Shaker B. 
A direct test for the mean variance efficiency of a portfolio
by Basak, Gopal & Jagannathan, Ravi & Sun, Guoqiang 
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
by Frank, Murray & Jagannathan, Ravi 
Implications of Security Market Data for Models of Dynamic Economies.
by Hansen, Lars Peter & Jagannathan, Ravi 
A contingent claim approach to performance evaluation
by Lawrence R. Glosten & Ravi Jagannathan 
Relationship between LaborIncome Risk and Average Return: Empirical Evidence from the Japanese Stock Market.
by Jagannathan, Ravi & Kubota, Keiichi & Takehara, Hitoshi 
Assessing the Market Timing Performance of Managed Portfolios.
by Jagannathan, Ravi & Korajczyk, Robert A. 
Generalized Method of Moments: Applications in Finance.
by Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu 
Relationship between laborincome risk and average return: empirical evidence from the Japanese stock market
by Ravi Jagannathan & Keiichi Kubota & Hitoshi Takehara 
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
by Ravi Jagannathan & Tongshu Ma 
On the relation between the expected value and the volatility of the nominal excess return on stocks
by Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle 
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks
by John H. Boyd & Ravi Jagannathan & Jian Hu 
Valuing the Reload Features of Executive Stock Options
by Steven Huddart & Ravi Jagannathan & Jane Saly 
Seasonalities in security returns: the case of earnings announcements
by V. V. Chari & Ravi Jagannathan & Aharon R. Ofer 
Implications of security market data for models of dynamic economies
by Lars Peter Hansen & Ravi Jagannathan 
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
by Murray Frank & Ravi Jagannathan 
An Evaluation of MultiFactor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices
by Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun 
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
by Arik Ben Dor & Ravi Jagannathan 
Exday behavior of Japanese stock prices: new insights from new methodology
by Fumio Hayashi & Ravi Jagannathan 
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
by Ravi Jagannathan & Zhenyu Wang 
Do We Need CAPM for Capital Budgeting?
by Ravi Jagannathan & Iwan Meier 
Does Product Market Competition Reduce Agency Costs?
by Ravi Jagannathan & Shaker B. Srinivasan 
Implications of Security Market Data for Models of Dynamic Economies
by Lars Peter Hansen & Ravi Jagannathan 
The Declining U.S. Equity Premium
by Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina 
Exdividend price behavior of common stocks
by John H. Boyd & Ravi Jagannathan 
ExDay Behavior of Japanese Stock Prices: New Insights from New Methodology
by Fumio Hayashi & Ravi Jagannathan 
The conditional CAPM and the crosssection of expected returns
by Ravi Jagannathan & Zhenyu Wang 
Econometric evaluation of asset pricing models
by Wayne E. Ferson & Ravi Jagannathan 
Consumption Risk and the Cost of Equity Capital
by Ravi Jagannathan & Yong Wang 
Banking Panics
by V. V. Chari & Ravi Jagannathan 
The CAPM is alive and well
by Ravi Jagannathan & Zhenyu Wang 
Assessing Specification Errors in Stochastic Discount Factor Models
by Lars Peter Hansen & Ravi Jagannathan 
THE CAPM IS ALIVE AND WELL
by Ravi Jagannathan & Zhenyu Wang 
A contingent claim approach to performance evaluation
by Glosten, L. R. & Jagannathan, R. 
Assessing specification errors in stochastic discount factor models
by Lars Peter Hansen & Ravi Jagannathan 
A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1
by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma 
An evaluation of multifactor CIR models using LIBOR, swap rates, and cap and swaption prices
by Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve 
Exday behavior of japanese stock prices: New insights from new methodology
by Hayashi, Fumio & Jagannathan, Ravi 
Assessing Specification Errors in Stochastic Discount Factor Models.
by Hansen, Lars Peter & Jagannathan, Ravi 
An Asymptotic Theory for Estimating BetaPricing Models Using CrossSectional Regression
by Ravi Jagannathan & Zhenyu Wang 
An Investigation of Commodity Futures Prices Using the Consumptionbased Intertemporal Capital Asset Pricing Model.
by Jagannathan, Ravi 
The Conditional CAPM and the CrossSection of Expected Returns.
by Jagannathan, Ravi & Wang, Zhenyu 
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks
by JOHN H. BOYD & JIAN HU & RAVI JAGANNATHAN 
Empirical Evaluation of AssetPricing Models: A Comparison of the SDF and Beta Methods
by Ravi Jagannathan & Zhenyu Wang 
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks.
by Glosten, Lawrence R. & Jagannathan, Ravi & Runkle, David E. 
A Note on the Asymptotic Covariance in FamaMacBeth Regression
by Ravi Jagannathan & Zhenyu Wang 
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
by Ravi Jagannathan & Tongshu Ma 
Do We Need CAPM for Capital Budgeting?
by Ravi Jagannathan & Iwan Meier 
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
by Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov 
Why Do IPO Auctions Fail?
by Ravi Jagannathan & Ann E. Sherman 
Exdividend price behavior of common stocks
by John H. Boyd & Ravi Jagannathan 
Why should older people invest less in stock than younger people?
by Ravi Jagannathan & Narayana R. Kocherlakota 
The declining U.S. equity premium
by Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina 
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare?
by V. V. Chari & Ravi Jagannathan 
Call options and the risk of underlying securities
by Jagannathan, Ravi 
Lazy Investors, Discretionary Consumption, and the CrossSection of Stock Returns
by RAVI JAGANNATHAN & YONG WANG 
When Does a Mutual Fund's Trade Reveal its Skill?
by Zhi Da & Pengjie Gao & Ravi Jagannathan 
Price Momentum In Stocks: Insights From Victorian Age Data
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan 
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
by Zhi Da & Pengjie Gao & Ravi Jagannathan 
Reforming the Bookbuilding Process for IPOs
by Ravi Jagannathan & Ann E. Sherman 
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
by Zhi Da & ReJin Guo & Ravi Jagannathan 
Causes of the Great Recession of 20079: The Financial Crisis is the Symptom not the Disease!
by Ravi Jagannathan & Mudit Kapoor & Ernst Schaumburg 
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and PostDepression US Stock Markets
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan 
Avoiding the Next Crisis
by Jagannathan Ravi & Boyd John 
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
by RAVI JAGANNATHAN & ALEXEY MALAKHOV & DMITRY NOVIKOV 
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms
by Ravi Jagannathan & Andrei Jirnyi & Ann Sherman 
The CrossSection of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data
by Ravi Jagannathan & Iwan Meier & Vefa Tarhan 
CrossSectional Asset Pricing Tests
by Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou 
Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem"
by R. Jagannathan 
Use of Sample Information in Stochastic Recourse and ChanceConstrained Programming Models
by R. Jagannathan 
NoteResponse
by R. Jagannathan 
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
by Gopal K. Basak & Ravi Jagannathan & Tongshu Ma 
A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem
by R. Jagannathan 
An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives
by R. Jagannathan 
A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints
by R. Jagannathan 
Price Dividend Ratio Factors : Proxies for Long Run Risk
by Ravi Jagannathan & Srikant Marakani 
Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds
by Zhi Da & Pengjie Gao & Ravi Jagannathan 
Tail Risk in Momentum Strategy Returns
by Kent Daniel & Ravi Jagannathan & Soohun Kim 
Building Castles in the Air: Evidence from Industry IPO Waves
by Zhi Da & Ravi Jagannathan & Jianfeng Shen 
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
by Ravi Jagannathan & Srikant Marakani & Hitoshi Takehara & Yong Wang 
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
by Da, Zhi & Guo, ReJin & Jagannathan, Ravi 
Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!
by Jagannathan, Ravi & Kapoor, Mudit & Schaumburg, Ernst 
Growth Expectations, Dividend Yields, and Future Stock Returns
by Zhi Da & Ravi Jagannathan & Jianfeng Shen 
Momentum Trading, Return Chasing, and Predictable Crashes
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan 
Momentum Trading, Return Chasing, and Predictable Crashes
by Chabot, Benjamin & Ghysels, Eric & Jagannathan, Ravi 
Momentum Trading, Return Chasing and Predictable Crashes
by Chabot, Benjamin & Ghysels, Eric & Jagannathan, Ravi 
Share auctions of initial public offerings: Global evidence
by Jagannathan, Ravi & Jirnyi, Andrei & Sherman, Ann Guenther 
Dividend Dynamics, Learning, and Expected Stock Index Returns
by Ravi Jagannathan & Binying Liu 
Price Stability and Futures Trading in Commodities
by V. V. Chari & Ravi Jagannathan & Larry Jones 
The CAPM debate
by Ravi Jagannathan & Ellen R. McGrattan 
UNDERSTANDING MUTUAL FUND AND HEDGE FUND STYLES USING RETURNBASED STYLE ANALYSIS
by Arik Ben Dor & Ravi Jagannathan & Iwan Meier
edited by 
Why do firms use high discount rates?
by Jagannathan, Ravi & Matsa, David A. & Meier, Iwan & Tarhan, Vefa 
Environmental, Social, and Governance Criteria: Why Investors are Paying Attention
by Ravi Jagannathan & Ashwin Ravikumar & Marco Sammon 
Stock Price Crashes: Role of SlowMoving Capital
by Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova 
PriceDividend Ratio Factor Proxies for LongRun Risks
by Ravi Jagannathan & Srikant Marakani 
A Firm's Cost of Capital
by Binying Liu & Iwan Meier & José Liberti & Ravi Jagannathan 
Stock price crashes: Role of slowmoving capital
by Getmansky, Mila & Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Yuferova, Darya 
Dividend Dynamics, Learning, and Expected Stock Index Returns
by RAVI JAGANNATHAN & BINYING LIU