Access Statistics for Ravi Jagannathan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1 1 5 35 130 12 40 119 443
A contingent claim approach to performance evaluation 12 32 111 446 37 122 392 1,187
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices 10 40 119 758 23 109 421 2,583
Assessing Specification Errors in Stochastic Discount Factor Models 2 5 24 248 4 13 67 1,314
Assessing specification errors in stochastic discount factor models 0 2 21 121 2 6 54 493
Banking Panics 0 0 12 12 1 2 28 189
Consumption Risk and the Cost of Equity Capital 0 5 25 190 5 16 69 575
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation 0 1 20 95 6 26 91 276
Do We Need CAPM for Capital Budgeting? 4 8 30 621 11 31 145 1,425
Does Product Market Competition Reduce Agency Costs? 1 3 14 154 7 15 52 636
Econometric evaluation of asset pricing models 8 14 76 349 11 24 144 668
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 2 9 39 297 9 25 100 731
Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology 1 5 9 22 3 12 30 184
Ex-day behavior of Japanese stock prices: new insights from new methodology 0 0 9 14 9 22 78 458
Ex-dividend price behavior of common stocks 3 7 48 79 16 47 185 350
Ex-dividend price behavior of common stocks 2 7 32 389 16 42 201 2,051
Implications of Security Market Data for Models of Dynamic Economies 2 5 23 82 5 18 52 418
Implications of security market data for models of dynamic economies 0 3 22 38 4 16 61 442
On the relation between the expected value and the volatility of the nominal excess return on stocks 15 50 186 1,247 33 109 382 3,706
Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market 0 2 10 123 11 32 117 1,035
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 4 12 38 246 12 42 126 682
Seasonalities in security returns: the case of earnings announcements 2 8 30 176 5 19 69 453
THE CAPM IS ALIVE AND WELL 9 23 96 3,239 21 52 253 11,253
The CAPM is alive and well 2 10 39 724 4 17 69 1,230
The Declining U.S. Equity Premium 0 4 17 239 4 15 62 619
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks 12 40 105 485 42 144 502 2,072
The conditional CAPM and the cross-section of expected returns 18 51 275 2,102 38 124 652 4,876
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis 4 20 67 757 12 52 163 1,502
Valuing the Reload Features of Executive Stock Options 1 4 17 298 3 20 80 1,785
When Does a Mutual Fund's Trade Reveal its Skill? 3 7 45 45 15 50 125 125
Why Do IPO Auctions Fail? 5 17 92 333 13 42 225 740
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 7 18 48 336 34 145 445 1,370
Total Working Papers 130 417 1,734 14,395 428 1,449 5,559 45,871

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Asymptotic Covariance in Fama-MacBeth Regression 0 6 13 74 0 13 47 215
A contingent claim approach to performance evaluation 1 11 33 187 11 32 107 416
A direct test for the mean variance efficiency of a portfolio 0 0 6 60 1 3 17 125
Adverse Selection in a Model of Real Estate Lending 3 4 27 47 3 11 60 142
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression 2 7 24 79 8 28 128 332
An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model 1 4 11 34 1 8 25 77
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices 0 6 26 119 5 22 92 383
Assessing Specification Errors in Stochastic Discount Factor Models 1 5 29 94 16 53 110 268
Assessing the Market Timing Performance of Managed Portfolios 5 11 43 297 11 29 154 777
Banking Panics, Information, and Rational Expectations Equilibrium 0 6 27 85 4 14 57 186
Call options and the risk of underlying securities 3 6 26 45 7 19 99 156
Correcting for Heteroscedasticity in Tests for Market Timing Ability 0 0 3 43 1 3 14 219
Do We Need CAPM for Capital Budgeting? 0 0 0 0 3 10 54 201
Does product market competition reduce agency costs? 3 4 7 33 4 8 20 104
Economic Significance of Predictable Variations in Stock Index Returns 3 13 38 133 5 20 82 312
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices 0 0 0 0 3 6 19 101
Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods 0 1 16 49 1 6 33 123
Ex-day behavior of japanese stock prices: New insights from new methodology 0 2 5 10 2 5 18 58
Ex-dividend Price Behavior of Common Stocks 1 3 9 156 10 20 67 936
Generalized Method of Moments: Applications in Finance 0 0 0 0 8 29 123 709
Implications of Security Market Data for Models of Dynamic Economies 3 8 84 697 17 38 177 2,096
Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns 0 4 25 25 8 20 65 65
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 5 18 62 204 16 53 168 500
Price Stability and Futures Trading in Commodities 0 0 5 44 2 7 21 172
Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market 0 0 5 35 1 3 21 231
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 5 7 28 83 9 19 60 185
The Conditional CAPM and the Cross-Section of Expected Returns 6 11 76 260 17 48 206 629
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks 1 8 27 144 6 25 93 451
The declining U.S. equity premium 2 9 19 36 3 23 69 123
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? 3 10 37 53 10 32 111 167
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 1 4 20 53 4 19 77 175
Why should older people invest less in stock than younger people? 0 2 47 92 10 29 221 404
Total Journal Articles 49 170 778 3,271 207 655 2,615 11,038

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-09-04