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 3 6 34 171 13 26 118 584
A contingent claim approach to performance evaluation 6 12 46 498 16 43 136 1,339
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices 18 39 110 879 43 94 307 2,951
Assessing Specification Errors in Stochastic Discount Factor Models 4 7 50 301 18 27 116 1,434
Assessing specification errors in stochastic discount factor models 2 10 38 161 8 25 100 598
Banking Panics 2 6 20 34 3 10 31 223
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence 8 30 124 124 59 134 353 353
Consumption Risk and the Cost of Equity Capital 1 2 18 210 6 20 82 671
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation 2 6 17 113 7 23 73 355
Do We Need CAPM for Capital Budgeting? 6 12 42 668 33 91 217 1,668
Does Product Market Competition Reduce Agency Costs? 0 1 23 186 7 16 96 762
Econometric evaluation of asset pricing models 6 13 75 435 14 41 155 841
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 4 17 74 381 11 46 163 919
Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology 0 1 3 28 3 6 30 225
Ex-day behavior of Japanese stock prices: new insights from new methodology 1 4 14 29 6 22 89 558
Ex-dividend price behavior of common stocks 5 19 69 155 21 84 270 640
Ex-dividend price behavior of common stocks 3 9 36 432 25 52 226 2,316
Implications of Security Market Data for Models of Dynamic Economies 1 5 15 99 2 10 47 470
Implications of security market data for models of dynamic economies 0 3 27 67 0 9 55 503
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds 1 2 11 11 8 11 49 49
On the relation between the expected value and the volatility of the nominal excess return on stocks 19 87 276 1,547 39 159 518 4,278
Price Momentum In Stocks: Insights From Victorian Age Data 2 9 57 57 15 36 204 204
Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market 0 1 15 140 8 19 102 1,151
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 1 3 46 298 16 38 148 845
Seasonalities in security returns: the case of earnings announcements 6 14 38 216 10 22 70 532
THE CAPM IS ALIVE AND WELL 8 46 234 3,498 30 96 483 11,794
The CAPM is alive and well 4 8 28 759 5 15 70 1,311
The Declining U.S. Equity Premium 1 5 17 256 7 17 53 674
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks 22 47 190 698 100 244 1,082 3,288
The conditional CAPM and the cross-section of expected returns 15 56 291 2,427 60 165 748 5,715
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis 8 13 76 840 20 36 170 1,700
Valuing the Reload Features of Executive Stock Options 1 2 7 309 5 13 66 1,865
When Does a Mutual Fund's Trade Reveal its Skill? 1 5 22 72 3 18 105 251
Why Do IPO Auctions Fail? 6 13 44 390 18 40 150 919
Why are we in a recession? The Financial Crisis is the Symptom not the Disease! 85 85 85 85 118 118 118 118
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 4 16 63 406 47 107 447 1,922
Total Working Papers 256 614 2,335 16,980 804 1,933 7,247 54,026

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 3 8 25 100 5 19 55 273
A contingent claim approach to performance evaluation 3 14 45 236 12 55 130 560
A direct test for the mean variance efficiency of a portfolio 0 0 5 66 3 8 22 149
Adverse Selection in a Model of Real Estate Lending 1 2 29 84 2 6 69 225
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression 2 8 38 122 7 18 111 468
An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model 2 4 21 58 2 7 38 121
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices 2 6 20 141 5 12 49 438
Assessing Specification Errors in Stochastic Discount Factor Models 5 14 65 169 9 26 163 461
Assessing the Market Timing Performance of Managed Portfolios 5 11 39 346 10 28 121 911
Avoiding the Next Crisis 3 18 18 18 5 25 25 25
Banking Panics, Information, and Rational Expectations Equilibrium 9 15 60 154 12 26 97 296
Call options and the risk of underlying securities 2 4 24 74 12 28 142 334
Correcting for Heteroscedasticity in Tests for Market Timing Ability 0 2 6 49 1 4 14 233
Do We Need CAPM for Capital Budgeting? 0 0 0 0 5 13 56 260
Does product market competition reduce agency costs? 1 1 7 45 2 3 14 129
Economic Significance of Predictable Variations in Stock Index Returns 1 11 59 206 3 20 111 443
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices 0 0 0 0 1 2 8 111
Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods 0 2 20 70 1 7 50 174
Ex-day behavior of japanese stock prices: New insights from new methodology 0 0 1 11 0 1 10 70
Ex-dividend Price Behavior of Common Stocks 1 3 13 172 4 10 62 1,011
Generalized Method of Moments: Applications in Finance 0 0 0 0 16 32 109 834
Implications of Security Market Data for Models of Dynamic Economies 9 31 137 846 18 56 226 2,354
Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns 1 3 18 51 5 9 50 130
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 9 23 97 310 16 41 221 743
Price Stability and Futures Trading in Commodities 0 1 7 54 2 6 23 202
Reforming the Bookbuilding Process for IPOs 0 5 12 12 2 9 38 38
Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market 2 2 11 47 2 4 23 257
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 1 24 112 1 7 54 251
The Conditional CAPM and the Cross-Section of Expected Returns 8 18 72 347 17 44 166 832
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks 5 8 43 190 7 15 138 601
The declining U.S. equity premium 0 0 20 57 5 9 44 171
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? 1 4 17 79 3 10 50 233
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 1 3 14 71 4 14 69 261
Why should older people invest less in stock than younger people? 3 8 43 140 12 32 179 606
Total Journal Articles 79 230 1,010 4,437 211 606 2,737 14,205

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Statistics updated 2009-11-04