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 1 241 2 2 11 855
A contingent claim approach to performance evaluation 0 0 2 701 0 0 13 1,946
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices 0 1 2 1,103 2 3 17 3,769
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 0 433 2 6 21 1,812
Assessing specification errors in stochastic discount factor models 0 0 0 215 2 4 16 822
Banking Panics 0 0 4 85 1 2 18 343
Building Castles in the Air: Evidence from Industry IPO Waves 0 0 1 24 3 4 21 105
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence 1 1 5 405 3 5 26 1,963
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! 0 0 0 250 0 0 13 562
Consumption Risk and the Cost of Equity Capital 0 0 1 258 1 2 9 907
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 2 51 2 2 12 68
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation 0 0 0 146 0 1 9 553
Do We Need CAPM for Capital Budgeting? 0 0 1 759 0 3 16 2,175
Does Product Market Competition Reduce Agency Costs? 0 0 0 223 1 1 10 1,029
Econometric evaluation of asset pricing models 0 0 3 684 0 3 22 1,572
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 1 550 0 3 18 1,494
Environmental, Social, and Governance Criteria: Why Investors are Paying Attention 1 6 14 38 7 26 59 140
Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology 0 0 0 37 1 2 8 300
Ex-day behavior of Japanese stock prices: new insights from new methodology 0 0 0 63 0 0 8 970
Ex-dividend price behavior of common stocks 0 1 5 543 1 4 21 2,917
Ex-dividend price behavior of common stocks 0 0 0 297 0 0 10 1,381
Growth Expectations, Dividend Yields, and Future Stock Returns 0 0 4 52 3 8 28 116
Implications of Security Market Data for Models of Dynamic Economies 0 0 6 161 1 4 22 776
Implications of security market data for models of dynamic economies 1 2 7 195 8 12 37 921
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 0 47 0 0 16 285
Life Cycle Cash Flows of Ventures 2 2 2 2 3 3 3 3
Liquidity Provision: Normal Times vs Crashes 0 1 4 25 0 1 19 35
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets 0 0 3 62 0 2 17 339
Momentum Trading, Return Chasing and Predictable Crashes 0 0 2 22 0 1 22 114
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 1 19 3 4 17 112
Momentum Trading, Return Chasing, and Predictable Crashes 0 0 3 9 5 11 27 63
On Frequent Batch Auctions for Stocks 0 1 16 16 2 5 43 43
On the relation between the expected value and the volatility of the nominal excess return on stocks 2 3 11 2,953 8 24 98 9,059
Price Dividend Ratio Factors: Proxies for Long Run Risk 0 0 0 40 0 2 8 150
Price Momentum In Stocks: Insights From Victorian Age Data 1 1 1 129 3 11 30 569
Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market 0 0 2 185 2 4 18 1,397
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 1 3 630 2 9 35 1,637
Seasonalities in security returns: the case of earnings announcements 1 1 5 310 3 4 23 850
Stock Price Crashes: Role of Slow-Moving Capital 0 0 1 20 0 4 20 48
THE CAPM IS ALIVE AND WELL 1 1 2 4,217 1 2 15 13,545
Tail Risk in Momentum Strategy Returns 0 4 8 61 4 13 40 267
The CAPM is alive and well 7 13 19 897 31 53 95 1,745
The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data 0 0 2 24 0 1 12 109
The Declining U.S. Equity Premium 0 0 0 317 1 3 13 874
The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks 0 5 10 1,415 7 19 91 8,278
The conditional CAPM and the cross-section of expected returns 1 3 25 3,276 9 15 88 8,733
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis 0 0 1 981 2 4 17 2,146
Valuing the Reload Features of Executive Stock Options 0 0 1 316 2 3 15 2,028
When Does a Mutual Fund's Trade Reveal its Skill? 0 0 2 104 2 3 17 487
Why Do IPO Auctions Fail? 0 0 2 499 2 7 37 1,555
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms 1 2 3 43 1 6 18 153
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 0 0 5 633 5 8 33 3,697
Total Working Papers 19 49 193 24,766 138 319 1,332 85,817


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 46 8 21 76 133
A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem 0 0 0 8 1 1 5 44
A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps” 0 0 7 7 0 4 45 45
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 0 1 6 303 1 2 18 713
A direct test for the mean variance efficiency of a portfolio 1 1 15 144 1 2 24 298
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 0 1 107 0 0 9 270
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices 0 0 0 202 0 2 20 740
Assessing Specification Errors in Stochastic Discount Factor Models 0 0 4 297 1 3 28 803
Assessing the Market Timing Performance of Managed Portfolios 0 1 7 510 1 7 26 1,384
Avoiding the Next Crisis 0 0 2 85 3 4 15 180
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence 1 2 8 40 4 7 48 198
Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns 0 0 1 7 0 1 11 48
Call options and the risk of underlying securities 0 0 2 142 0 0 11 602
Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease! 2 7 14 119 5 19 59 680
Correcting for Heteroscedasticity in Tests for Market Timing Ability 0 0 0 68 0 0 5 289
Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns 0 1 6 6 0 3 43 49
Cross-Sectional Asset Pricing Tests 1 1 3 94 2 7 14 266
Dividend Dynamics, Learning, and Expected Stock Index Returns 0 0 3 7 2 4 46 85
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation 0 0 2 60 2 3 29 359
Do We Need CAPM for Capital Budgeting? 0 0 0 0 2 8 26 720
Does product market competition reduce agency costs? 0 0 0 66 0 3 14 285
Effects of Insider Trading Disclosures on Speculative Activity and Future Prices 0 0 0 0 0 0 7 142
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 0 2 12 185
Ex-dividend Price Behavior of Common Stocks 0 0 0 194 0 0 8 1,109
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 3 11 1,212
Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds 0 0 0 19 0 0 8 87
Implications of Security Market Data for Models of Dynamic Economies 2 5 33 1,439 6 13 96 3,752
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios 0 0 2 9 0 1 13 63
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns 0 0 0 147 1 1 19 440
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 3 10 45 707 14 70 274 2,436
Price Stability and Futures Trading in Commodities 0 0 0 83 0 1 7 327
Price-Dividend Ratio Factor Proxies for Long-Run Risks 0 0 1 2 1 2 12 19
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 0 9 392
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps 0 0 2 2 2 8 15 15
Share auctions of initial public offerings: Global evidence 0 0 3 22 2 3 20 88
The CAPM debate 0 3 31 952 1 11 90 2,448
The Conditional CAPM and the Cross-Section of Expected Returns 1 5 20 582 6 16 68 1,598
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks 2 10 18 377 5 20 95 1,281
The declining U.S. equity premium 1 2 4 102 2 6 20 428
The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? 0 0 3 117 1 2 17 383
Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models 0 0 1 6 0 0 5 41
Why do firms use high discount rates? 0 6 28 99 10 21 94 278
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes 0 1 7 170 1 3 33 617
Why should older people invest less in stock than younger people? 0 2 7 279 6 18 46 1,294
Total Journal Articles 15 63 313 7,799 92 302 1,574 27,087


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 3 0 2 10 18
Total Chapters 0 1 1 3 0 2 10 18


Statistics updated 2020-09-04