Narasimhan Jegadeesh

Emory University - Department of Finance

Visiting Professor Of Finance

Atlanta, GA 30322-2710

United States

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 258

SSRN RANKINGS

Top 258

in Total Papers Downloads

45,047

CITATIONS
Rank 217

SSRN RANKINGS

Top 217

in Total Papers Citations

1,615

Scholarly Papers (30)

1.
Downloads 18,696 ( 81)
Citation 148

Momentum

University Of Illinois Working Paper
Number of pages: 45 Posted: 05 Feb 2002
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 15,564 (125)
Citation 148

Abstract:

Price momentum, earnings momentum, earnings forecast revisions, market efficiency, behavioral models

Momentum

Number of pages: 27 Posted: 30 Aug 2011
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 3,132 (2,309)
Citation 10

Abstract:

Price Momentum, Earnings Momentum, Time-Variation in Momentum

Momentum

Annual Review of Financial Economics, Vol. 3, pp. 493-509, 2011
Posted: 10 Jan 2012
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Abstract:

2.

Earnings Quality and Stock Returns: The Evidence from Accruals

Number of pages: 38 Posted: 15 Feb 2001
Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok
National Chengchi University (NCCU), Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 3,948 (1,482)
Citation 52

Abstract:

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Number of pages: 38 Posted: 21 Jul 1999
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 2,952 (2,579)
Citation 380

Abstract:

Profitability of Momentum Strategies: an Evaluation of Alternative Explanations

NBER Working Paper No. w7159
Number of pages: 38 Posted: 13 Jul 2000
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 272 (87,396)
Citation 380

Abstract:

4.

Analyzing the Analysts: When Do Recommendations Add Value?

AFA 2002 Atlanta Meetings
Number of pages: 55 Posted: 22 Nov 2001
Narasimhan Jegadeesh, Joonghyuk Kim, Susan D. Krische and Charles M.C. Lee
Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, American University - Kogod School of Business and Stanford University - Graduate School of Business
Downloads 3,217 (2,112)
Citation 171

Abstract:

Analyst, Stock recommendations, Market efficiency, Investment, Trading rules, Quantitative analysis, Fundamental analysis

5.
Downloads 1,648 ( 7,318)

Momentum Strategies

NBER Working Paper No. w5375
Number of pages: 40 Posted: 24 Jul 2000
Louis K.C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Emory University - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 1,648 (7,167)
Citation 379

Abstract:

Momentum Strategies

J. OF FINANCE, Vol. 51 No. 5, December 1996
Posted: 23 Oct 1996
Louis K.C. Chan, Narasimhan Jegadeesh and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, Emory University - Department of Finance and University of Illinois at Urbana-Champaign

Abstract:

6.

The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers

Journal of Financial and Quantitative Analysis
Number of pages: 45 Posted: 07 Jul 2000
Narasimhan Jegadeesh, Hsiu-Lang Chen and Russ Wermers
Emory University - Department of Finance, University of Illinois at Chicago - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads 1,610 (7,001)
Citation 142

Abstract:

7.

Word Power: A New Approach for Content Analysis

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 18 Mar 2011 Last Revised: 15 Jul 2013
Narasimhan Jegadeesh and Di (Andrew) Wu
Emory University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 1,250 (6,955)
Citation 7

Abstract:

Content analysis, 10-Ks, Filing date, term-weighting

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

Review of Financial Studies, Vol. 28, No. 12, 2015
Number of pages: 65 Posted: 20 Mar 2009 Last Revised: 25 Feb 2016
Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet
Emory University - Department of Finance, Luxembourg School of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,053 (14,743)
Citation 8

Abstract:

Private equity; risk-return characteristics; funds of funds

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

NBER Working Paper No. w15335
Number of pages: 47 Posted: 15 Sep 2009
Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet
Emory University - Department of Finance, Luxembourg School of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 58 (295,722)
Citation 8

Abstract:

9.
Downloads 923 ( 18,331)
Citation 65

World Markets for Raising New Capital

AFA 2005 Philadelphia Meetings
Number of pages: 56 Posted: 27 Dec 2004
Brian J. Henderson, Narasimhan Jegadeesh and Michael S. Weisbach
George Washington University - Department of Finance, Emory University - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 872 (19,588)
Citation 65

Abstract:

International Capital Raising, Timing of Security Issues

World Markets for Raising New Capital

NBER Working Paper No. w10225
Number of pages: 57 Posted: 23 Jan 2004
Brian J. Henderson, Narasimhan Jegadeesh and Michael S. Weisbach
George Washington University - Department of Finance, Emory University - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 51 (314,890)
Citation 65

Abstract:

10.
Downloads 923 ( 18,331)
Citation 5

The Accrual Effect on Future Earnings

Number of pages: 35 Posted: 18 Nov 2003
Narasimhan Jegadeesh, Konan Chan and Theodore Sougiannis
Emory University - Department of Finance, National Chengchi University (NCCU) and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 923 (17,974)
Citation 5

Abstract:

The Accrual Effect on Future Earnings

Review of Quantitative Finance and Accounting, Forthcoming
Posted: 18 Nov 2003
Narasimhan Jegadeesh, Konan Chan and Theodore Sougiannis
Emory University - Department of Finance, National Chengchi University (NCCU) and University of Illinois at Urbana-Champaign - Department of Accountancy

Abstract:

Do Analysts Herd? An Analysis of Recommendations and Market Reactions

Number of pages: 40 Posted: 16 Jan 2007
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Downloads 539 (38,399)
Citation 27

Abstract:

Financial markets, Herding, Brokerage analysts, Analyst recommendations

Do Analysts Herd? An Analysis of Recommendations and Market Reactions

Number of pages: 46 Posted: 25 Mar 2008
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Downloads 262 (90,958)
Citation 27

Abstract:

herding, market efficiency, private information

Do Analysts Herd? An Analysis of Recommendations and Market Reactions

NBER Working Paper No. w12866
Number of pages: 40 Posted: 24 Jan 2007
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Downloads 49 (320,829)
Citation 27

Abstract:

Do Analysts Herd? An Analysis of Recommendations and Market Reactions

The Review of Financial Studies, Vol. 23, No. 2, pp. 901-937, 2009
Posted: 01 Feb 2010
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School

Abstract:

12.

Value of Analyst Recommendations: International Evidence

U of Illinois at Urbana-Champaign Working Paper
Number of pages: 41 Posted: 14 Jul 2003
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Downloads 843 (20,404)
Citation 40

Abstract:

Analyst recommendations, market efficiency, stock recommendations

13.

The Timing and Value of Forecast and Recommendation Revisions: Do Analysts Receive Early Peek at Good News?

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 05 Feb 2003
Narasimhan Jegadeesh and Zoran Ivkovich
Emory University - Department of Finance and Michigan State University, Department of Finance
Downloads 819 (20,579)
Citation 1

Abstract:

Financial markets, Brokerage analysts, Earnings forecasts, Analyst recommendations, Asymmetric and private information

14.

Revenue Growth and Stock Returns

University of Illinois Working Paper
Number of pages: 42 Posted: 23 Jun 2002
Narasimhan Jegadeesh
Emory University - Department of Finance
Downloads 772 (22,287)
Citation 30

Abstract:

Revenue growth, revenue surprises, earnings growth, Standardized unexpected earnings, Standardized unexpected revenue growth, post-announcement drift, market efficiency

15.

Long-Run Performance Evaluation: Correlation and Heteroskedasticity-Consistent Tests

Number of pages: 42 Posted: 19 Apr 2004
Narasimhan Jegadeesh and Jason J. Karceski
Emory University - Department of Finance and LSV Asset Management
Downloads 725 (24,572)
Citation 18

Abstract:

Long-run performance, statistical test

Institutional Trades Around Takeover Announcements: Skill vs. Inside Information

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 11 Mar 2010 Last Revised: 23 Apr 2011
Narasimhan Jegadeesh and Yue Tang
Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 466 (46,271)
Citation 9

Abstract:

Institutional Trades, Mergers and Acquisitions, Insider Information

Institutional Trades around Takeover Announcements: Skill Vs. Inside Information

Number of pages: 40 Posted: 02 Dec 2009 Last Revised: 23 Apr 2011
Narasimhan Jegadeesh and Yue Tang
Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 221 (108,603)
Citation 9

Abstract:

Institutional investors, Mergers and acquisitions

17.
Downloads 455 ( 48,224)
Citation 10

Gender and Job Performance: Evidence from Wall Street

Number of pages: 35 Posted: 21 Mar 2008
Narasimhan Jegadeesh, T. Clifton Green and Yue Tang
Emory University - Department of Finance, Emory University - Goizueta Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 422 (52,385)
Citation 10

Abstract:

Gender, discrimination, affirmative action, Sell-side analysts

Gender and Job Performance: Evidence from Wall Street

NBER Working Paper No. w12897
Number of pages: 36 Posted: 17 Feb 2007
Narasimhan Jegadeesh, T. Clifton Green and Yue Tang
Emory University - Department of Finance, Emory University - Goizueta Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 33 (375,783)
Citation 10

Abstract:

Gender and Job Performance: Evidence from Wall Street

Financial Analysts Journal, Vol. 65, No. 6, 2009
Posted: 20 Dec 2009
T. Clifton Green, Narasimhan Jegadeesh and Yue Tang
Emory University - Goizueta Business School, Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

Firm Management, Managing, Motivating, and Compensating Investment Professionals, Performance Measurement and Evaluation, Performance Measurement, Equity Investments

18.

Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

Swiss Finance Institute Research Paper No. 15-13
Number of pages: 46 Posted: 25 May 2015
Amit Goyal and Narasimhan Jegadeesh
University of Lausanne and Emory University - Department of Finance
Downloads 393 (22,490)

Abstract:

Momentum, market timing, return predictability

19.

Buyers Versus Sellers: Who Initiates Trades and When?

Swiss Finance Institute Research Paper No. 11-43
Number of pages: 45 Posted: 23 Aug 2011 Last Revised: 10 Mar 2015
Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh
Emory University - Department of Finance, University of Lausanne and Emory University - Department of Finance
Downloads 392 (37,727)
Citation 2

Abstract:

Order imbalance, disposition effect, tax-loss selling

20.

Stock Selection Skills and Career Choice: Buy Side vs. Sell Side

Number of pages: 40 Posted: 25 Mar 2008
Jeffrey A. Busse, T. Clifton Green and Narasimhan Jegadeesh
Emory University - Department of Finance, Emory University - Goizueta Business School and Emory University - Department of Finance
Downloads 318 (70,813)
Citation 4

Abstract:

Analyst, Mutual Funds

21.
Downloads 254 ( 94,492)
Citation 101

Earnings Quality and Stock Returns

NBER Working Paper No. w8308
Number of pages: 38 Posted: 03 Jun 2001
Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok
National Chengchi University (NCCU), Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 254 (94,033)
Citation 101

Abstract:

Earnings Quality and Stock Returns

Journal of Business, July 2006
Posted: 28 Feb 2005
Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok
National Chengchi University (NCCU), Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign

Abstract:

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Number of pages: 67 Posted: 24 Sep 2015
Emory University - Department of Finance, Case Western Reserve University - Department of Banking and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 205 (117,077)

Abstract:

Risk Premium Estimation, Errors-in-Variables Bias, Instrumental Variables, Individual Stocks, Asset Pricing Models

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Marshall School of Business Working Paper No. 17-16
Number of pages: 67 Posted: 11 Jan 2017
Emory University - Department of Finance, Case Western Reserve University - Department of Banking and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 40 (349,582)

Abstract:

Risk Premium Estimation, Errors-in-Variables Bias, Instrumental Variables, Individual Stocks, Asset Pricing Models

23.

Empirical Tests of Asset Pricing Models with Individual Stocks

Number of pages: 54 Posted: 24 Jan 2014 Last Revised: 22 Sep 2015
Narasimhan Jegadeesh and Joonki Noh
Emory University - Department of Finance and Case Western Reserve University - Department of Banking and Finance
Downloads 205 (85,792)

Abstract:

Asset pricing models, Empirical tests, Test assets, Individual stocks, Instrumental variables

24.

Post-Earnings-Announcement Drift: The Role of Revenue Surprises

Financial Analysts Journal, Vol. 62, No. 2, pp. 22-34, April 2006
Posted: 22 May 2006
Narasimhan Jegadeesh and Joshua Livnat
Emory University - Department of Finance and New York University

Abstract:

Equity Investments, Fundamental Analysis and Valuation Models, Portfolio Management, Equity Strategies

25.

Long-Term Performance of Seasoned Equity Offerings: Benchmark Errors and Biases in Expectations

Financial Management, Vol. 9, Iss. 3, Autumn 2000
Posted: 15 May 2001
Narasimhan Jegadeesh
Emory University - Department of Finance

Abstract:

26.

The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures

J. OF MONEY, CREDIT, AND BANKING, Vol. 28 No. 3, August 1996
Posted: 04 May 2000
Narasimhan Jegadeesh and George Pennacchi
Emory University - Department of Finance and University of Illinois

Abstract:

27.

The Relative Pricing of Eurodollar Futures and Forward Contracts

Posted: 16 Sep 1999
Narasimhan Jegadeesh and Mark Grinblatt
Emory University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

28.

An Empirical Analysis of the Pricing of Interest Rate Caps

Office of Research Working Paper Number 94-0107
Posted: 23 Jul 1999
Narasimhan Jegadeesh
Emory University - Department of Finance

Abstract:

29.

Short-Horizon Return Reversals and the Bid-Ask Spread

JOURNAL OF FINANCIAL INTERMEDIATION, Vol 4 No 2, April 1995
Posted: 10 Oct 1998
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Abstract:

30.

Overreaction, Delayed Reaction, and Contrarian Profits

REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4
Posted: 09 Jul 1998
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Abstract:

Other Papers (1)

Total Downloads: 112    Citations: 0
1.

Trade-off, Timing, and Capital Structure

Number of pages: 38 Posted: 15 Jun 2006
Narasimhan Jegadeesh and T. Clifton Green
Emory University - Department of Finance and Emory University - Goizueta Business School
Downloads 106

Abstract:

capital structure, market timing, target debt ratio, trade-off