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 0 1 1 241 0 4 9 853
A contingent claim approach to performance evaluation 0 1 2 701 0 2 14 1,946
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices 1 1 2 1,103 1 5 15 3,767
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 433 3 7 19 1,809
Assessing specification errors in stochastic discount factor models 0 0 0 215 2 5 16 820
Banking Panics 0 1 4 85 1 2 17 342
Building Castles in the Air: Evidence from Industry IPO Waves 0 1 1 24 1 5 19 102
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence 0 0 6 404 0 3 24 1,958
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! 0 0 1 250 0 5 15 562
Consumption Risk and the Cost of Equity Capital 0 1 1 258 1 3 8 906
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 1 2 51 0 3 11 66
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation 0 0 0 146 1 2 9 553
Do We Need CAPM for Capital Budgeting? 0 0 1 759 3 5 16 2,175
Does Product Market Competition Reduce Agency Costs? 0 0 0 223 0 1 10 1,028
Econometric evaluation of asset pricing models 0 0 4 684 1 4 23 1,570
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 1 550 2 6 18 1,493
Environmental, Social, and Governance Criteria: Why Investors are Paying Attention 3 7 12 35 9 17 46 123
Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology 0 0 0 37 0 1 6 298
Ex-day behavior of Japanese stock prices: new insights from new methodology 0 0 0 63 0 2 8 970
Ex-dividend price behavior of common stocks 0 0 0 297 0 3 12 1,381
Ex-dividend price behavior of common stocks 1 4 5 543 3 12 20 2,916
Growth Expectations, Dividend Yields, and Future Stock Returns 0 4 4 52 4 11 25 112
Implications of Security Market Data for Models of Dynamic Economies 0 3 6 161 3 8 22 775
Implications of security market data for models of dynamic economies 0 1 5 193 3 6 28 912
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 1 47 0 1 17 285
Liquidity Provision: Normal Times vs Crashes 1 3 4 25 1 6 19 35
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets 0 0 3 62 2 3 19 339
Momentum Trading, Return Chasing and Predictable Crashes 0 0 2 22 0 2 29 113
Momentum Trading, Return Chasing, and Predictable Crashes 0 1 1 19 0 3 17 108
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 3 9 3 7 21 55
On Frequent Batch Auctions for Stocks 1 1 16 16 3 8 41 41
On the relation between the expected value and the volatility of the nominal excess return on stocks 0 2 9 2,950 10 34 95 9,045
Price Dividend Ratio Factors: Proxies for Long Run Risk 0 0 0 40 1 3 7 149
Price Momentum In Stocks: Insights From Victorian Age Data 0 0 0 128 3 10 22 561
Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market 0 0 2 185 1 3 15 1,394
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 0 2 629 5 7 33 1,633
Seasonalities in security returns: the case of earnings announcements 0 2 4 309 1 4 23 847
Stock Price Crashes: Role of Slow-Moving Capital 0 1 2 20 0 6 17 44
THE CAPM IS ALIVE AND WELL 0 0 1 4,216 0 3 16 13,543
Tail Risk in Momentum Strategy Returns 3 4 7 60 7 15 34 261
The CAPM is alive and well 3 4 9 887 10 18 56 1,702
The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data 0 0 2 24 1 4 12 109
The Declining U.S. Equity Premium 0 0 0 317 1 2 14 872
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks 3 5 9 1,413 7 30 83 8,266
The conditional CAPM and the cross-section of expected returns 1 5 26 3,274 5 23 90 8,723
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis 0 0 1 981 2 3 17 2,144
Valuing the Reload Features of Executive Stock Options 0 1 1 316 0 5 13 2,025
When Does a Mutual Fund's Trade Reveal its Skill? 0 1 2 104 0 2 17 484
Why Do IPO Auctions Fail? 0 1 2 499 2 11 36 1,550
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms 0 1 1 41 4 6 16 151
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 0 0 7 633 2 5 30 3,691
Total Working Papers 17 58 175 24,734 109 346 1,219 85,607


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 5 25 42 7 20 75 119
A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem 0 0 0 8 0 0 4 43
A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps” 0 0 7 7 1 4 42 42
A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints 0 0 0 0 0 0 3 5
A contingent claim approach to performance evaluation 1 1 11 303 1 3 25 712
A direct test for the mean variance efficiency of a portfolio 0 8 14 143 1 12 24 297
An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives 0 0 0 4 0 0 4 22
An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model 0 1 2 107 0 2 11 270
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices 0 0 0 202 2 5 20 740
Assessing Specification Errors in Stochastic Discount Factor Models 0 2 5 297 2 8 30 802
Assessing the Market Timing Performance of Managed Portfolios 1 3 12 510 5 12 33 1,382
Avoiding the Next Crisis 0 0 3 85 1 2 14 177
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence 0 2 6 38 1 8 46 192
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns 0 0 1 7 0 2 10 47
Call options and the risk of underlying securities 0 0 2 142 0 2 11 602
Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease! 4 7 12 116 8 25 51 669
Correcting for Heteroscedasticity in Tests for Market Timing Ability 0 0 0 68 0 1 6 289
Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 5 5 1 4 47 47
Cross-Sectional Asset Pricing Tests 0 0 4 93 4 4 13 263
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 3 7 1 7 50 82
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation 0 1 3 60 1 5 38 357
Do We Need CAPM for Capital Budgeting? 0 0 0 0 5 7 25 717
Does product market competition reduce agency costs? 0 0 0 66 2 5 15 284
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices 0 0 0 0 0 2 8 142
Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem" 0 0 0 0 0 0 4 14
Ex-day behavior of japanese stock prices: New insights from new methodology 0 0 1 21 1 1 11 184
Ex-dividend Price Behavior of Common Stocks 0 0 0 194 0 2 8 1,109
Generalized Method of Moments: Applications in Finance 0 0 0 0 2 3 11 1,211
Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 2 19 0 0 10 87
Implications of Security Market Data for Models of Dynamic Economies 0 9 32 1,434 3 31 92 3,742
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios 0 2 3 9 0 4 15 62
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns 0 0 0 147 0 4 18 439
Note---Response 0 0 0 0 0 0 6 20
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 6 18 47 703 35 93 282 2,401
Price Stability and Futures Trading in Commodities 0 0 0 83 0 0 6 326
Price-Dividend Ratio Factor Proxies for Long-Run Risks 0 0 2 2 0 1 11 17
Reforming the Bookbuilding Process for IPOs 0 0 1 73 0 0 6 200
Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market 0 0 0 75 0 3 11 392
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 0 2 2 4 5 11 11
Share auctions of initial public offerings: Global evidence 0 0 3 22 0 4 19 85
The CAPM debate 2 7 33 951 8 29 96 2,445
The Conditional CAPM and the Cross-Section of Expected Returns 3 7 20 580 6 18 61 1,588
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks 4 7 12 371 9 39 90 1,270
The declining U.S. equity premium 0 1 2 100 2 7 21 424
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? 0 0 3 117 1 7 17 382
Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models 0 0 2 6 0 0 6 41
Why do firms use high discount rates? 3 4 26 96 7 17 84 264
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 1 3 8 170 2 8 37 616
Why should older people invest less in stock than younger people? 0 1 6 277 2 12 34 1,278
Total Journal Articles 26 89 320 7,762 125 428 1,572 26,910


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 1 1 1 3 2 5 10 18
Total Chapters 1 1 1 3 2 5 10 18


Statistics updated 2020-07-04