Bhaskaran Swaminathan

LSV Asset Management

155 North Wacker Drive

Chicago, IL 60606

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 451

SSRN RANKINGS

Top 451

in Total Papers Downloads

33,074

CITATIONS
Rank 239

SSRN RANKINGS

Top 239

in Total Papers Citations

1,506

Scholarly Papers (25)

1.

Price Momentum and Trading Volume

Number of pages: 42 Posted: 06 Jul 1998
Charles M.C. Lee and Bhaskaran Swaminathan
Stanford University - Graduate School of Business and LSV Asset Management
Downloads 5,576 (739)
Citation 278

Abstract:

2.
Downloads 4,415 ( 1,311)
Citation 159

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
Stanford University - Graduate School of Business, University of Arkansas and LSV Asset Management
Downloads 4,415 (1,286)
Citation 159

Abstract:

What Is the Intrinsic Value of the Dow?

Journal of Finance, Vol. 54, No. 5, October 1999
Posted: 24 Apr 1999
Charles M.C. Lee, James N. Myers and Bhaskaran Swaminathan
Stanford University - Graduate School of Business, University of Arkansas and LSV Asset Management

Abstract:

3.
Downloads 3,221 ( 2,256)
Citation 292

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, Stanford University - Graduate School of Business and LSV Asset Management
Downloads 3,221 (2,204)
Citation 292

Abstract:

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

Toward an Implied Cost of Capital

Journal of Accounting Research
Posted: 21 Feb 2001
William R. Gebhardt, Charles M.C. Lee and Bhaskaran Swaminathan
affiliation not provided to SSRN, Stanford University - Graduate School of Business and LSV Asset Management

Abstract:

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

4.

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 K. Purnanandam
LSV Asset Management and University of Michigan, Stephen M. Ross School of Business
Downloads 2,901 (2,332)
Citation 101

Abstract:

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

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, Stanford University - Graduate School of Business and LSV Asset Management
Downloads 2,434 (3,598)
Citation 269

Abstract:

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, Stanford University - Graduate School of Business and LSV Asset Management
Downloads 1,519 (7,565)
Citation 14

Abstract:

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
Stanford University - Graduate School of Business, Cornell University and LSV Asset Management
Downloads 911 (18,335)
Citation 39

Abstract:

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
Stanford University - Graduate School of Business, Cornell University and LSV Asset Management
Downloads 309 (75,661)
Citation 23

Abstract:

international asset pricing, implied cost of capital, noise

8.

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 LSV Asset Management
Downloads 1,210 (11,344)
Citation 23

Abstract:

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 LSV Asset Management
Downloads 1,013 (14,284)
Citation 6

Abstract:

Macromomentum, international equity markets, predictability

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 LSV Asset Management
Downloads 946 (17,299)
Citation 90

Abstract:

Trading Volume and Cross-Autocorrelations in Stock Returns

Journal of Finance
Posted: 14 Apr 1999
Tarun Chordia and Bhaskaran Swaminathan
Emory University - Department of Finance and LSV Asset Management

Abstract:

11.

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: 21 Apr 2014
Yan Li, David T. Ng and Bhaskaran Swaminathan
Temple University - Department of Finance, Cornell University and LSV Asset Management
Downloads 801 (17,014)
Citation 2

Abstract:

Implied Cost of Capital, Market Predictability, Valuation Ratios

12.

Payout Policy and Cost of Capital

Number of pages: 39 Posted: 18 Nov 2004
Meenakshi Sinha, Jayanthi Sunder and Bhaskaran Swaminathan
Cornerstone Research, University of Arizona - Eller College of Management and LSV Asset Management
Downloads 801 (21,517)
Citation 1

Abstract:

Payout policy, dividends, repurchases, cost of capital

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 and Bhaskaran Swaminathan
University of Chicago - Booth School of Business, Cornerstone Research and LSV Asset Management
Downloads 735 (25,101)
Citation 65

Abstract:

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
Lubos Pastor, Meenakshi Sinha and Bhaskaran Swaminathan
University of Chicago - Booth School of Business, Cornerstone Research and LSV Asset Management
Downloads 34 (371,585)
Citation 65

Abstract:

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 and Bhaskaran Swaminathan
University of Chicago - Booth School of Business, Cornerstone Research and LSV Asset Management
Downloads 11 (491,330)
Citation 65

Abstract:

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

14.

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 LSV Asset Management
Downloads 771 (22,768)
Citation 24

Abstract:

15.

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

14th Annual Conference on Financial Economics and Accounting (FEA)
Number of pages: 48 Posted: 15 Jan 2004
Charles M.C. Lee, David T. Ng and Bhaskaran Swaminathan
Stanford University - Graduate School of Business, Cornell University and LSV Asset Management
Downloads 734 (24,006)
Citation 31

Abstract:

16.

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 LSV Asset Management
Downloads 702 (26,440)
Citation 5

Abstract:

bonds, accruals

17.

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 LSV Asset Management
Downloads 647 (28,564)
Citation 2

Abstract:

18.

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

Number of pages: 43 Posted: 26 Mar 2006
Amiyatosh K. Purnanandam and Bhaskaran Swaminathan
University of Michigan, Stephen M. Ross School of Business and LSV Asset Management
Downloads 633 (29,996)
Citation 4

Abstract:

19.

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 LSV Asset Management
Downloads 572 (34,379)
Citation 8

Abstract:

20.

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 LSV Asset Management
Downloads 377 (58,327)
Citation 3

Abstract:

Momentum, Institutional trading, Earnings

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 - Department of Finance, Cornell University and LSV Asset Management
Downloads 284 (59,791)
Citation 1

Abstract:

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

22.

Incomplete Information, Trading Costs and Cross-Autocorrelations in Stock Returns

Economic Notes, Vol. 33, No. 1, pp. 145-181, February 2004
Number of pages: 38 Posted: 03 Jul 2004
Tarun Chordia and Bhaskaran Swaminathan
Emory University - Department of Finance and LSV Asset Management
Downloads 35 (359,545)
Citation 83

Abstract:

23.

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 LSV Asset Management

Abstract:

Portfolio Management: Equity Strategies, Asset Allocation

24.

Are Dividend Changes a Sign of Firm Maturity?

The Journal of Business, Vol. 75, No. 3, July 2002
Posted: 22 Jul 2003
Gustavo Grullon, Roni Michaely and Bhaskaran Swaminathan
Rice University - Jesse H. Jones Graduate School of Business, Johnson@Cornell Tech, Cornell University and LSV Asset Management

Abstract:

25.

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
LSV Asset Management

Abstract: