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


Statistics updated 2008-09-04