Access Statistics for Ravi Jagannathan

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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 0 0 0 241 0 0 0 863
A Return Based Measure of Firm Quality 0 0 0 45 0 0 3 108
A Simple Approach to Valuing Intangibles and Rents 0 1 1 8 0 1 3 19
A contingent claim approach to performance evaluation 0 0 0 706 0 1 4 1,960
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices 0 0 0 1,115 0 0 0 3,802
An Intangibles-Adjusted Profitability Factor 0 0 1 18 0 0 3 36
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 434 0 1 7 1,826
Assessing specification errors in stochastic discount factor models 0 0 1 217 0 0 3 840
Banking Panics 0 0 0 93 0 0 7 390
Building Castles in the Air: Evidence from Industry IPO Waves 1 1 1 26 1 1 1 126
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence 0 0 0 405 1 2 5 1,999
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! 0 0 0 251 0 0 0 571
Consumption Risk and the Cost of Equity Capital 0 0 0 259 0 0 0 914
Day Traders, Noise, and Cost of Immediacy 1 1 1 7 1 1 2 17
Dirty Business: Transition Risk of Factor Portfolios 0 1 1 1 2 5 5 5
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 0 53 0 0 2 83
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation 0 0 0 149 0 0 9 584
Do We Need CAPM for Capital Budgeting? 0 0 0 761 0 0 0 2,189
Does Product Market Competition Reduce Agency Costs? 0 0 0 223 0 1 2 1,047
Econometric evaluation of asset pricing models 0 1 1 696 0 1 2 1,613
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 1 553 0 0 2 1,512
Environmental, Social, and Governance Criteria: Why Investors are Paying Attention 0 0 3 107 1 5 27 451
Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology 0 0 0 37 1 1 4 309
Ex-day behavior of Japanese stock prices: new insights from new methodology 0 0 0 63 1 1 2 980
Ex-dividend price behavior of common stocks 0 2 5 554 0 2 8 2,961
Ex-dividend price behavior of common stocks 0 0 0 302 0 1 1 1,397
Globalization and Profitability of US Firms: The Role of Intangibles 2 4 8 32 2 4 18 44
Growth Expectations, Dividend Yields, and Future Stock Returns 0 0 0 59 0 0 1 168
Implications of Security Market Data for Models of Dynamic Economies 0 0 3 175 0 2 11 834
Implications of security market data for models of dynamic economies 0 0 2 205 0 0 6 966
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 1 49 0 0 2 307
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets 0 0 1 67 0 1 4 369
Momentum Trading, Return Chasing and Predictable Crashes 0 0 1 25 0 0 5 149
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 0 9 0 0 3 79
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 1 24 0 0 20 184
On Frequent Batch Auctions for Stocks 0 0 1 21 2 2 7 71
On the relation between the expected value and the volatility of the nominal excess return on stocks 0 3 22 3,038 4 14 61 9,513
Price Destabilizing Speculation: The Role of Strategic Limit Orders 0 0 0 10 0 0 0 9
Price Dividend Ratio Factors: Proxies for Long Run Risk 0 0 0 40 0 0 1 164
Price Momentum In Stocks: Insights From Victorian Age Data 0 0 0 136 0 0 3 642
Recovery from fast crashes: Role of mutual funds 0 0 1 33 0 0 1 58
Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market 0 0 0 186 0 0 1 1,408
Return to Venture Capital in the Aggregate 0 0 1 13 1 1 2 52
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 0 2 651 2 5 14 1,731
Seasonalities in security returns: the case of earnings announcements 0 0 1 319 0 1 6 885
Stock Price Crashes: Role of Slow-Moving Capital 0 0 0 23 1 2 5 77
THE CAPM IS ALIVE AND WELL 0 2 6 4,242 2 7 18 13,622
Tail Risk in Momentum Strategy Returns 0 0 0 80 0 0 4 364
The CAPM is alive and well 1 2 9 1,167 2 5 50 3,015
The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data 0 0 0 26 0 1 11 156
The Declining U.S. Equity Premium 0 0 0 319 0 0 2 902
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks 2 6 11 1,457 4 18 45 8,500
The conditional CAPM and the cross-section of expected returns 0 1 2 3,332 3 6 17 8,945
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis 0 0 0 991 0 0 2 2,183
Valuing the Reload Features of Executive Stock Options 0 0 0 316 0 0 0 2,037
When Does a Mutual Fund's Trade Reveal its Skill? 0 0 0 105 0 0 0 499
Why Do IPO Auctions Fail? 0 0 0 506 1 2 14 1,690
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms 0 0 0 44 0 0 1 168
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 0 2 3 652 0 5 16 3,870
Total Working Papers 7 27 92 25,676 32 100 453 90,263


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Firm's Cost of Capital 1 3 6 114 1 3 12 289
A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem 0 0 0 8 0 0 1 46
A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps” 0 0 0 9 0 0 1 68
A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints 0 0 0 0 0 0 0 5
A contingent claim approach to performance evaluation 0 0 2 319 0 1 7 758
A direct test for the mean variance efficiency of a portfolio 0 0 1 157 0 0 3 331
An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives 0 0 0 4 0 0 2 26
An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model 0 0 0 110 0 0 1 286
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices 1 1 2 206 2 2 4 765
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 313 0 1 7 864
Assessing the Market Timing Performance of Managed Portfolios 0 0 1 530 0 1 6 1,447
Avoiding the Next Crisis 0 0 0 85 0 0 1 188
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence 0 3 3 78 0 5 12 342
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns 0 0 0 7 0 0 4 59
Call options and the risk of underlying securities 0 2 3 150 0 3 5 617
Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease! 1 1 5 166 1 2 15 835
Correcting for Heteroscedasticity in Tests for Market Timing Ability 0 0 1 69 0 0 4 298
Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 0 8 0 0 2 67
Cross-Sectional Asset Pricing Tests 0 0 2 119 0 0 3 333
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 1 14 0 0 3 114
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation 0 0 0 64 0 1 6 428
Do We Need CAPM for Capital Budgeting? 0 0 0 0 1 1 3 739
Does product market competition reduce agency costs? 0 0 0 73 0 0 2 328
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices 0 0 0 0 0 0 1 145
Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods 0 0 1 145 0 0 3 479
Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem" 0 0 0 0 0 0 0 17
Ex-day behavior of japanese stock prices: New insights from new methodology 0 0 0 24 0 0 0 191
Ex-dividend Price Behavior of Common Stocks 0 0 0 198 0 0 2 1,128
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 1 4 1,244
Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 2 31 0 1 8 128
Implications of Security Market Data for Models of Dynamic Economies 0 17 63 1,573 5 33 126 4,108
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios 0 0 0 11 0 0 0 70
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns 0 0 2 162 0 2 10 502
Note---Response 0 0 0 0 0 1 2 26
On Frequent Batch Auctions for Stocks* 0 0 0 4 0 0 0 6
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 0 5 30 817 13 34 130 3,044
Price Stability and Futures Trading in Commodities 0 0 0 86 0 0 0 337
Price-Dividend Ratio Factor Proxies for Long-Run Risks 0 0 0 3 0 1 2 27
Recovery from fast crashes: Role of mutual funds 0 0 0 0 0 0 0 7
Reforming the Bookbuilding Process for IPOs 0 0 0 76 0 0 1 215
Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market 0 0 0 77 0 0 1 408
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 3 11 56 2 15 53 179
Share auctions of initial public offerings: Global evidence 0 0 1 37 0 1 3 136
The CAPM debate 0 2 8 1,018 0 7 32 2,658
The Conditional CAPM and the Cross-Section of Expected Returns 1 2 3 625 2 3 12 1,760
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks 0 2 14 447 0 11 40 1,506
The declining U.S. equity premium 0 0 1 110 1 2 6 490
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? 0 0 0 121 0 0 1 396
Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models 0 0 0 8 0 0 0 51
Why do firms use high discount rates? 3 3 10 286 5 9 32 728
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 1 2 2 200 3 5 14 724
Why should older people invest less in stock than younger people? 2 4 17 369 3 7 28 1,580
Total Journal Articles 10 50 193 9,087 40 153 615 31,523


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
UNDERSTANDING MUTUAL FUND AND HEDGE FUND STYLES USING RETURN-BASED STYLE ANALYSIS 0 1 1 12 0 3 11 103
Total Chapters 0 1 1 12 0 3 11 103


Statistics updated 2025-07-04