Bhaskaran Swaminathan

Compassion AI, LLC

P.O. Box 8066

Northfield, IL 60093

United States

http://compassionai.com/

  • Compassion AI, LLC

SCHOLARLY PAPERS

27

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Top 1,187

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43,208

TOTAL CITATIONS
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Top 860

in Total Papers Citations

736

Scholarly Papers (27)

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1.

Price Momentum and Trading Volume

Number of pages: 42 Posted: 06 Jul 1998
Charles M.C. Lee and Bhaskaran Swaminathan
Foster School of Business, University of Washington and Compassion AI, LLC
Downloads 8,728 (1,447)
Citation 114

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2.

What is the Intrinsic Value of the Dow?

Downloads 4,977 ( 3,757)
Citation 74

What is the Intrinsic Value of the Dow?

Number of pages: 55 Posted: 03 Mar 1997
Charles M.C. Lee, James N. Myers and Bhaskaran Swaminathan
Foster School of Business, University of Washington, University of Tennessee, Knoxville - College of Business Administration and Compassion AI, LLC
Downloads 4,977 (3,703)
Citation 74

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What is the Intrinsic Value of the Dow?

Posted: 24 Apr 1999
Charles M.C. Lee, James N. Myers and Bhaskaran Swaminathan
Foster School of Business, University of Washington, University of Tennessee, Knoxville - College of Business Administration and Compassion AI, LLC

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3.

Are Ipos Really Underpriced?

Review of Financial Studies, Vol. 17, pp. 811-848, 2004
Number of pages: 57 Posted: 26 Aug 2001 Last Revised: 02 Jan 2011
Bhaskaran Swaminathan and Amiyatosh Purnanandam
Compassion AI, LLC and University of Michigan, Stephen M. Ross School of Business
Downloads 4,139 (5,138)
Citation 88

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IPO Overpricing, Underpricing, Valuation, Multiples, Behavioral, Overconfidence, Long run return

4.

Toward an Implied Cost of Capital

Downloads 4,012 ( 5,400)
Citation 111

Toward an Implied Cost of Capital

Parker Center for Investment Research Working Paper
Number of pages: 78 Posted: 27 Dec 2000
William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan
affiliation not provided to SSRN, Foster School of Business, University of Washington and Compassion AI, LLC
Downloads 4,012 (5,296)
Citation 111

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Valuation; Equity; Cost of capital; Residual income; Discounted cash flow; Capital budgeting; Investments; Earnings forecasts

Toward an Implied Cost of Capital

Posted: 21 Feb 2001
William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan
affiliation not provided to SSRN, Foster School of Business, University of Washington and Compassion AI, LLC

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Valuation; Equity; Cost of capital; Residual income; Discounted cash flow; Capital budgeting; Investments; Earnings forecasts

5.

Toward an Ex Ante Cost-of-Capital

Number of pages: 47 Posted: 25 Jan 1999
William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan
affiliation not provided to SSRN, Foster School of Business, University of Washington and Compassion AI, LLC
Downloads 2,651 (10,535)
Citation 23

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6.

Earnings Momentum in International Markets

Number of pages: 39 Posted: 08 Apr 2003
Dong Hong, Charles M.C. Lee and Bhaskaran Swaminathan
Singapore Management University - Lee Kong Chian School of Business, Foster School of Business, University of Washington and Compassion AI, LLC
Downloads 2,110 (15,126)
Citation 32

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7.

Stock and Bond Market Interaction: Does Momentum Spill Over?

Number of pages: 37 Posted: 13 Jul 2002
William R. Gebhardt, Soeren Hvidkjaer and Bhaskaran Swaminathan
affiliation not provided to SSRN, Copenhagen Business School and Compassion AI, LLC
Downloads 1,632 (22,626)
Citation 30

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8.

Predicting Market Returns Using Aggregate Implied Cost of Capital

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 35 Posted: 21 Mar 2011 Last Revised: 07 Feb 2022
Yan Li, David T. Ng and Bhaskaran Swaminathan
Temple University - Fox School of Business and Management, Johnson College of Business and Compassion AI, LLC
Downloads 1,499 (25,742)
Citation 19

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Implied Cost of Capital, Market Predictability, Valuation Ratios

9.

Macromomentum: Evidence of Predictability in International Equity Markets

Number of pages: 44 Posted: 19 Jul 2001
Sanjeev Bhojraj and Bhaskaran Swaminathan
Cornell University - Samuel Curtis Johnson Graduate School of Management and Compassion AI, LLC
Downloads 1,456 (26,835)
Citation 14

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Macromomentum, international equity markets, predictability

10.

Testing International Asset Pricing Models Using Implied Costs of Capital

Downloads 1,405 (28,286)
Citation 17

Testing International Asset Pricing Models Using Implied Costs of Capital

Number of pages: 44 Posted: 17 Mar 2004
Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan
Foster School of Business, University of Washington, Johnson College of Business and Compassion AI, LLC
Downloads 1,036 (43,350)

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Testing International Asset Pricing Models Using Implied Costs of Capital

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 16 Jan 2008
Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan
Foster School of Business, University of Washington, Johnson College of Business and Compassion AI, LLC
Downloads 369 (161,006)
Citation 17

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international asset pricing, implied cost of capital, noise

11.

Trading Volume and Cross-Autocorrelations in Stock Returns

Downloads 1,255 (33,376)
Citation 51

Trading Volume and Cross-Autocorrelations in Stock Returns

Number of pages: 32 Posted: 13 Apr 1999
Tarun Chordia and Bhaskaran Swaminathan
Emory University - Department of Finance and Compassion AI, LLC
Downloads 1,255 (32,811)
Citation 51

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Trading Volume and Cross-Autocorrelations in Stock Returns

Posted: 14 Apr 1999
Tarun Chordia and Bhaskaran Swaminathan
Emory University - Department of Finance and Compassion AI, LLC

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12.

The Cross-Section of Expected Corporate Bond Returns: Betas or Characteristics?

Cornell University; Johnson Graduate School of Management Working Paper
Number of pages: 43 Posted: 26 Aug 2001
William R. Gebhardt, Soeren Hvidkjaer and Bhaskaran Swaminathan
affiliation not provided to SSRN, Copenhagen Business School and Compassion AI, LLC
Downloads 1,043 (43,645)
Citation 43

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13.

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

Downloads 943 (50,228)
Citation 22

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

CRSP Working Paper No. 607
Number of pages: 44 Posted: 04 Jan 2006
Lubos Pastor, Meenakshi Sinha, Meenakshi Sinha and Bhaskaran Swaminathan
University of Chicago - Booth School of Business, Cornerstone ResearchCornell University - Samuel Curtis Johnson Graduate School of Management and Compassion AI, LLC
Downloads 823 (59,573)
Citation 2

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risk-return tradeoff, implied cost of capital, international integration

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

NBER Working Paper No. w11941
Number of pages: 56 Posted: 13 Apr 2006 Last Revised: 19 Aug 2022
Lubos Pastor, Meenakshi Sinha, Meenakshi Sinha and Bhaskaran Swaminathan
University of Chicago - Booth School of Business, Cornerstone ResearchCornell University - Samuel Curtis Johnson Graduate School of Management and Compassion AI, LLC
Downloads 108 (504,070)

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Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

CEPR Discussion Paper No. 5462
Number of pages: 58 Posted: 27 Apr 2006
Lubos Pastor, Meenakshi Sinha, Meenakshi Sinha and Bhaskaran Swaminathan
University of Chicago - Booth School of Business, Cornerstone ResearchCornell University - Samuel Curtis Johnson Graduate School of Management and Compassion AI, LLC
Downloads 12 (1,153,464)
Citation 20
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Implied cost of capital, risk-return tradeoff, international integration

14.

Payout Policy and Cost of Capital

Number of pages: 39 Posted: 18 Nov 2004
Meenakshi Sinha, Meenakshi Sinha, Jayanthi Sunder and Bhaskaran Swaminathan
Cornerstone ResearchCornell University - Samuel Curtis Johnson Graduate School of Management, University of Arizona - Eller College of Management and Compassion AI, LLC
Downloads 923 (51,812)
Citation 2

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Payout policy, dividends, repurchases, cost of capital

15.

International Asset Pricing: Evidence from the Cross Section of Implied Cost of Capital

Number of pages: 48 Posted: 15 Jan 2004
Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan
Foster School of Business, University of Washington, Johnson College of Business and Compassion AI, LLC
Downloads 901 (53,453)
Citation 8

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16.

Macromomentum: Returns Predictability in Currencies and International Equity Indices

Number of pages: 38 Posted: 05 Apr 2003
Sanjeev Bhojraj and Bhaskaran Swaminathan
Cornell University - Samuel Curtis Johnson Graduate School of Management and Compassion AI, LLC
Downloads 893 (54,204)
Citation 42

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17.

Do Stock Prices Underreact to Seo Announcements? Evidence from Seo Valuation

Number of pages: 43 Posted: 26 Mar 2006
Amiyatosh Purnanandam and Bhaskaran Swaminathan
University of Michigan, Stephen M. Ross School of Business and Compassion AI, LLC
Downloads 860 (57,001)
Citation 7

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18.

How Does the Corporate Bond Market Value Capital Investments and Accruals?

Number of pages: 31 Posted: 13 Feb 2004
Sanjeev Bhojraj and Bhaskaran Swaminathan
Cornell University - Samuel Curtis Johnson Graduate School of Management and Compassion AI, LLC
Downloads 838 (59,022)
Citation 16

Abstract:

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bonds, accruals

19.

Lectures on Valuation and Security Analysis

Number of pages: 332 Posted: 10 Feb 2022
Bhaskaran Swaminathan
Compassion AI, LLC
Downloads 812 (61,640)

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Valuation, cost of capital, security analysis, teaching, lecture notes

20.

Are Institutions Momentum Traders?

Number of pages: 39 Posted: 23 Nov 2001
Timothy R. Burch and Bhaskaran Swaminathan
University of Miami - Department of Finance and Compassion AI, LLC
Downloads 690 (76,236)
Citation 13

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21.

Predicting Time-Varying Value Premium Using the Implied Cost of Capital

Number of pages: 49 Posted: 30 Oct 2012 Last Revised: 03 Jul 2014
Yan Li, David T. Ng and Bhaskaran Swaminathan
Temple University - Fox School of Business and Management, Johnson College of Business and Compassion AI, LLC
Downloads 625 (86,386)
Citation 3

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Implied Value Premium, Implied Cost of Capital, Predictability, Value Spread, Term Spread, Default Spread, Risk and Mispricing

22.

Earnings News and Institutional Trading

Number of pages: 41 Posted: 13 Dec 2002
Timothy R. Burch and Bhaskaran Swaminathan
University of Miami - Department of Finance and Compassion AI, LLC
Downloads 447 (130,797)
Citation 4

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Momentum, Institutional trading, Earnings

23.

Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data

Swiss Finance Institute Research Paper No. 21-87, Review of Financial Economics, Forthcoming
Number of pages: 56 Posted: 18 Aug 2021 Last Revised: 21 Feb 2023
Amit Goyal, Avanidhar Subrahmanyam and Bhaskaran Swaminathan
University of Lausanne, University of California, Los Angeles (UCLA) - Finance Area and Compassion AI, LLC
Downloads 334 (181,117)
Citation 3

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Trading Costs, Determinants of Equity Returns, Liquidity Premia

24.

From Analyst Forecasts to the Q-Theory of Corporate Investments: A Novel Methodology for Directly Estimating WACC

Number of pages: 43 Posted: 02 Dec 2024
Bhaskaran Swaminathan and Yan Li
Compassion AI, LLC and Temple University - Fox School of Business and Management
Downloads 35 (875,690)

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Weighted Average Cost of Capital, Corporate Investment, Q-Theory, Analyst Forecasts

25.

Industry Classifications and Return Comovement

Financial Analysts Journal, Vol. 63, No. 6, 2007
Posted: 14 Dec 2007
Louis K.C. Chan, Josef Lakonishok and Bhaskaran Swaminathan
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign and Compassion AI, LLC

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Portfolio Management: Equity Strategies, Asset Allocation

26.

Are Dividend Changes a Sign of Firm Maturity?

Posted: 22 Jul 2003
Gustavo Grullon, Roni Michaely and Bhaskaran Swaminathan
Rice University - Jesse H. Jones Graduate School of Business, The University of Hong Kong and Compassion AI, LLC

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27.

Time Varying Expected Small Firm Returns and Closed-End Fund Discounts

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 3
Posted: 11 Sep 1996
Bhaskaran Swaminathan
Compassion AI, LLC

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