Bhaskaran Swaminathan

LSV Asset Management

155 North Wacker Drive

Chicago, IL 60606

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 930

SSRN RANKINGS

Top 930

in Total Papers Downloads

38,772

SSRN CITATIONS
Rank 973

SSRN RANKINGS

Top 973

in Total Papers Citations

468

CROSSREF CITATIONS

714

Scholarly Papers (27)

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 LSV Asset Management
Downloads 7,639 (1,196)
Citation 55

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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 LSV Asset Management
Downloads 4,746 (2,668)
Citation 44

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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 LSV Asset Management

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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
LSV Asset Management and University of Michigan, Stephen M. Ross School of Business
Downloads 3,838 (3,868)
Citation 61

Abstract:

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

4.
Downloads 3,657 ( 4,175)
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 LSV Asset Management
Downloads 3,657 (4,095)
Citation 111

Abstract:

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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 LSV Asset Management

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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 LSV Asset Management
Downloads 2,596 (7,426)
Citation 18

Abstract:

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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 LSV Asset Management
Downloads 1,963 (11,654)
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 LSV Asset Management
Downloads 1,472 (18,207)
Citation 30

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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 LSV Asset Management
Downloads 954 (33,871)

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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 LSV Asset Management
Downloads 341 (123,763)
Citation 17

Abstract:

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international asset pricing, implied cost of capital, noise

9.

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 LSV Asset Management
Downloads 1,278 (22,504)
Citation 19

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Implied Cost of Capital, Market Predictability, Valuation Ratios

10.

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 1,270 (22,718)
Citation 14

Abstract:

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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 1,079 (28,379)
Citation 20

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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 LSV Asset Management

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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 LSV Asset Management
Downloads 927 (35,747)
Citation 43

Abstract:

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13.

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 LSV Asset Management
Downloads 879 (38,582)
Citation 2

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Payout policy, dividends, repurchases, cost of capital

14.

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 LSV Asset Management
Downloads 841 (40,951)
Citation 8

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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 LSV Asset Management
Downloads 773 (45,204)
Citation 2

Abstract:

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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: 17 Feb 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 LSV Asset Management
Downloads 42 (573,542)

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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 LSV Asset Management
Downloads 11 (808,556)
Citation 20
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Implied cost of capital, risk-return tradeoff, international integration

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 LSV Asset Management
Downloads 801 (43,754)
Citation 35

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17.

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 777 (45,509)
Citation 16

Abstract:

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bonds, accruals

18.

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 LSV Asset Management
Downloads 776 (45,593)
Citation 7

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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 633 (59,564)
Citation 13

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20.

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 LSV Asset Management
Downloads 514 (77,452)
Citation 3

Abstract:

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

21.

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 420 (98,375)
Citation 4

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Momentum, Institutional trading, Earnings

22.

Lectures on Valuation and Security Analysis

Number of pages: 332 Posted: 10 Feb 2022
Bhaskaran Swaminathan
LSV Asset Management
Downloads 331 (128,557)

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

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
Number of pages: 76 Posted: 18 Aug 2021 Last Revised: 29 Apr 2022
Amit Goyal, Avanidhar Subrahmanyam and Bhaskaran Swaminathan
University of Lausanne, University of California, Los Angeles (UCLA) - Finance Area and LSV Asset Management
Downloads 179 (232,842)

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Trading Costs, Determinants of Equity Returns, Liquidity Premia

24.

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

Number of pages: 38 Posted: 03 Jul 2004
Tarun Chordia and Bhaskaran Swaminathan
Emory University - Department of Finance and LSV Asset Management
Downloads 35 (599,207)
Citation 2

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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 LSV Asset Management

Abstract:

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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 LSV Asset Management

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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
LSV Asset Management

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