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 1 1 5 858
A Return Based Measure of Firm Quality 2 4 32 32 4 12 65 65
A contingent claim approach to performance evaluation 0 0 3 704 0 0 4 1,950
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices 0 1 6 1,108 0 1 10 3,776
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 433 0 0 8 1,814
Assessing specification errors in stochastic discount factor models 0 0 0 215 0 2 12 830
Banking Panics 0 0 0 85 0 2 16 357
Building Castles in the Air: Evidence from Industry IPO Waves 0 0 0 24 0 0 11 112
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence 0 0 1 405 1 2 13 1,971
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! 0 0 1 251 0 0 3 565
Consumption Risk and the Cost of Equity Capital 0 0 0 258 0 0 3 908
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 0 51 0 1 7 73
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation 2 3 3 149 4 6 14 566
Do We Need CAPM for Capital Budgeting? 0 0 0 759 1 2 9 2,181
Does Product Market Competition Reduce Agency Costs? 0 0 0 223 0 1 8 1,036
Econometric evaluation of asset pricing models 1 1 3 687 5 9 22 1,591
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 0 550 1 2 11 1,502
Environmental, Social, and Governance Criteria: Why Investors are Paying Attention 3 13 27 59 19 46 118 232
Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology 0 0 0 37 0 1 3 301
Ex-day behavior of Japanese stock prices: new insights from new methodology 0 0 0 63 0 0 0 970
Ex-dividend price behavior of common stocks 0 0 1 543 1 5 13 2,926
Ex-dividend price behavior of common stocks 1 1 2 299 1 3 7 1,388
Growth Expectations, Dividend Yields, and Future Stock Returns 1 1 3 55 2 4 31 139
Implications of Security Market Data for Models of Dynamic Economies 0 0 0 161 0 2 18 790
Implications of security market data for models of dynamic economies 0 1 4 197 1 6 30 939
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 0 47 0 2 5 290
Life Cycle Cash Flows of Ventures 1 2 4 4 1 4 17 17
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets 1 1 2 64 1 2 11 348
Momentum Trading, Return Chasing and Predictable Crashes 0 0 1 23 0 3 11 124
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 0 19 3 6 18 126
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 0 9 0 0 12 64
On Frequent Batch Auctions for Stocks 0 0 4 19 0 3 17 55
On the relation between the expected value and the volatility of the nominal excess return on stocks 2 4 17 2,967 22 49 162 9,197
Price Dividend Ratio Factors: Proxies for Long Run Risk 0 0 0 40 0 0 3 151
Price Momentum In Stocks: Insights From Victorian Age Data 1 3 5 133 2 5 28 586
Recovery from fast crashes: Role of mutual funds 0 0 3 27 2 3 8 42
Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market 0 0 0 185 0 1 8 1,401
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 1 1 9 638 2 7 35 1,663
Seasonalities in security returns: the case of earnings announcements 1 1 5 314 2 4 17 863
Stock Price Crashes: Role of Slow-Moving Capital 2 2 2 22 2 3 19 63
THE CAPM IS ALIVE AND WELL 0 0 2 4,218 2 5 14 13,557
Tail Risk in Momentum Strategy Returns 1 5 13 70 5 16 48 302
The CAPM is alive and well 15 39 75 959 58 134 306 1,998
The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data 0 0 0 24 0 2 10 118
The Declining U.S. Equity Premium 0 0 0 317 1 2 9 880
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks 0 0 13 1,423 4 18 69 8,328
The conditional CAPM and the cross-section of expected returns 4 8 23 3,296 17 38 92 8,810
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis 2 4 4 985 2 8 14 2,156
Valuing the Reload Features of Executive Stock Options 0 0 0 316 0 1 8 2,033
When Does a Mutual Fund's Trade Reveal its Skill? 0 0 0 104 1 4 12 496
Why Do IPO Auctions Fail? 0 1 1 500 4 19 38 1,586
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms 1 1 3 44 2 3 13 160
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 0 1 4 637 5 21 49 3,738
Total Working Papers 42 98 276 24,993 179 471 1,494 86,992


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 0 5 17 58 0 14 65 177
A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem 0 0 0 8 0 0 1 44
A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps” 0 0 1 8 1 5 17 58
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 6 308 0 3 13 724
A direct test for the mean variance efficiency of a portfolio 0 3 5 148 0 6 11 307
An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives 0 0 0 4 0 0 1 23
An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model 0 0 0 107 0 4 4 274
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices 0 0 0 202 0 2 14 752
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 1 298 3 7 17 817
Assessing the Market Timing Performance of Managed Portfolios 1 1 3 512 1 3 22 1,399
Avoiding the Next Crisis 0 0 0 85 2 2 9 185
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence 1 5 15 53 2 17 50 241
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns 0 0 0 7 0 0 3 50
Call options and the risk of underlying securities 0 0 0 142 0 1 3 605
Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease! 2 5 20 132 8 21 64 725
Correcting for Heteroscedasticity in Tests for Market Timing Ability 0 0 0 68 0 0 3 292
Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 1 6 0 4 8 54
Cross-Sectional Asset Pricing Tests 2 3 8 101 4 8 27 286
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 1 8 0 5 14 95
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation 1 1 2 62 11 23 40 396
Do We Need CAPM for Capital Budgeting? 0 0 0 0 4 5 17 729
Does product market competition reduce agency costs? 0 0 0 66 1 3 14 296
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices 0 0 0 0 0 0 1 143
Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem" 0 0 0 0 0 1 1 15
Ex-day behavior of japanese stock prices: New insights from new methodology 0 0 0 21 0 0 4 187
Ex-dividend Price Behavior of Common Stocks 1 1 1 195 2 3 7 1,116
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 5 13 1,222
Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 3 22 0 0 8 95
Implications of Security Market Data for Models of Dynamic Economies 1 3 17 1,451 8 15 64 3,803
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios 0 1 1 10 1 4 5 67
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns 0 2 4 151 2 7 20 459
Note---Response 0 0 0 0 0 1 3 23
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1 6 27 724 19 49 201 2,567
Price Stability and Futures Trading in Commodities 0 0 0 83 0 0 2 328
Price-Dividend Ratio Factor Proxies for Long-Run Risks 0 0 0 2 0 1 4 21
Reforming the Bookbuilding Process for IPOs 0 0 0 73 0 1 4 204
Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market 0 0 0 75 1 2 3 395
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 0 14 16 2 7 38 45
Share auctions of initial public offerings: Global evidence 0 0 2 24 0 2 12 97
The CAPM debate 2 8 15 964 5 20 63 2,500
The Conditional CAPM and the Cross-Section of Expected Returns 3 9 26 603 7 27 78 1,660
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks 1 7 23 390 2 18 67 1,328
The declining U.S. equity premium 0 1 4 104 1 7 27 449
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? 0 0 0 117 0 0 5 386
Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models 0 0 1 7 0 1 3 44
Why do firms use high discount rates? 4 18 36 129 9 37 99 356
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 1 6 12 181 2 14 28 642
Why should older people invest less in stock than younger people? 3 24 43 320 8 97 166 1,442
Total Journal Articles 24 109 309 8,045 107 452 1,343 28,128


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 2 2 4 6 4 5 10 26
Total Chapters 2 2 4 6 4 5 10 26


Statistics updated 2021-06-03