Anisha Ghosh

Carnegie Mellon University

Assistant Professor of Finance

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 30,414

SSRN RANKINGS

Top 30,414

in Total Papers Downloads

1,661

SSRN CITATIONS
Rank 7,243

SSRN RANKINGS

Top 7,243

in Total Papers Citations

54

CROSSREF CITATIONS

106

Scholarly Papers (9)

Asset Pricing Tests with Long Run Risks in Consumption Growth

Fama-Miller Working Paper
Number of pages: 76 Posted: 16 Mar 2008 Last Revised: 27 Jul 2011
George M. Constantinides and Anisha Ghosh
University of Chicago - Booth School of Business and Carnegie Mellon University
Downloads 385 (82,399)
Citation 18

Abstract:

Loading...

Long Run Risks, Equity Premium, Cross-Section of Asset Returns, Cointegration, Latent State Variables

The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth

CRSP Working Paper Forthcoming
Number of pages: 42 Posted: 06 Jul 2010 Last Revised: 06 Sep 2012
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 258 (128,423)

Abstract:

Loading...

Return Predictability, Consumption Growth Predictability, Dividend Growth Predictability, Regime Shifts, Cross-Section of Returns, Equity Premium, Size Premium, Value Premium

The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth

Number of pages: 39 Posted: 16 Mar 2010
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 78 (338,230)

Abstract:

Loading...

Return Predictability, Consumption Growth Predictability, Dividend Growth Predictability, Regime Shifts, Cross-Section of Returns

The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth

Number of pages: 45 Posted: 19 Mar 2011
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 48 (434,122)
Citation 5

Abstract:

Loading...

Return Predictability, Consumption Growth Predictability, Dividend Growth Predictability, Regime Shifts, Cross-Section of Returns, Equity Premium, Size Premium, Value Premium

The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth

NBER Working Paper No. w16183
Number of pages: 42 Posted: 12 Jul 2010 Last Revised: 21 Sep 2010
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 21 (575,472)

Abstract:

Loading...

3.

What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

AFA 2012 Chicago Meetings Paper
Number of pages: 43 Posted: 19 Mar 2011
Carnegie Mellon University, London School of Economics & Political Science (LSE) - Department of Finance and Alliance Manchester Business School
Downloads 339 (96,185)
Citation 27

Abstract:

Loading...

Entropy Bounds, Multiplicative Decomposition of Pricing Kernel

4.
Downloads 6 (106,453)
Citation 43

Can Rare Events Explain the Equity Premium Puzzle?

CEPR Discussion Paper No. DP8899
Number of pages: 53 Posted: 04 Apr 2012
Anisha Ghosh and Christian Julliard
Carnegie Mellon University and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 6 (685,928)
Citation 3
  • Add to Cart

Abstract:

Loading...

Calibration, Cross-Section of Asset Returns, Equity Premium Puzzle, Generalized Empirical Likelihood, Peso Phenomenon, Rare Disasters, Rare Events, Semi-parametric Bayesian Inference

What Information Drives Asset Prices?

Chicago Booth Research Paper No. 17-23
Number of pages: 81 Posted: 09 Aug 2017
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 200 (164,763)

Abstract:

Loading...

macroeconomic news, learning models, CPI, earnings per hour, asset pricing

What Information Drives Asset Prices?

NBER Working Paper No. w23689
Number of pages: 81 Posted: 21 Aug 2017
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 20 (582,306)

Abstract:

Loading...

Asset Pricing with Countercyclical Household Consumption Risk

Fama-Miller Working Paper
Number of pages: 61 Posted: 15 Feb 2014 Last Revised: 11 Aug 2015
George M. Constantinides and Anisha Ghosh
University of Chicago - Booth School of Business and Carnegie Mellon University
Downloads 185 (176,992)

Abstract:

Loading...

household consumption risk, incomplete consumption insurance, idiosyncratic income shocks, asset pricing, equity premium puzzle, risk free rate puzzle, excess volatility puzzle

Asset Pricing with Countercyclical Household Consumption Risk

NBER Working Paper No. w20110
Number of pages: 80 Posted: 14 May 2014
George M. Constantinides and Anisha Ghosh
University of Chicago - Booth School of Business and Carnegie Mellon University
Downloads 7 (678,190)
Citation 9

Abstract:

Loading...

7.

Identifying Beliefs from Asset Prices

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 89 Posted: 17 Jun 2019 Last Revised: 16 Jun 2020
Anisha Ghosh and Guillaume Roussellet
Carnegie Mellon University and McGill University - Desautels Faculty of Management
Downloads 100 (286,956)
Citation 1

Abstract:

Loading...

Rational Expectations, Behavioral Biases, Pricing Kernel, Conditioning Set, Relative Entropy Minimization

8.

Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes

NBER Working Paper No. w20678
Number of pages: 41 Posted: 17 Nov 2014
Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Downloads 14 (602,054)

Abstract:

Loading...

9.

Recovering Heterogeneous Beliefs and Preferences from Asset Prices

Number of pages: 48
Anisha Ghosh, Arthur G. Korteweg and Qing Xu
Carnegie Mellon University, University of Southern California - Marshall School of Business and McGill University, Desautels Faculty of Management, Students
Downloads 0

Abstract:

Loading...

asset pricing, beliefs, preferences, heterogeneity, business cycle, rational expectations, behavioral finance, smoothed empirical likelihood