Narasimhan Jegadeesh

Emory University - Department of Finance

Visiting Professor Of Finance

Atlanta, GA 30322-2710

United States

  • Emory University - Department of Finance

SCHOLARLY PAPERS

32

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Scholarly Papers (32)

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1.

Momentum

Downloads 22,035 ( 93)
Citation 147

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 17,641 (129)
Citation 147

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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 4,394 (1,647)
Citation 10

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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

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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 Unversity (NCCU) - Finance, Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 4,169 (1,835)
Citation 52

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3.

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 3,527 (2,482)
Citation 171

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

4.

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Downloads 3,351 ( 2,713)
Citation 381

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 3,047 (3,142)
Citation 381

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Profitability of Momentum Strategies: an Evaluation of Alternative Explanations

NBER Working Paper No. w7159
Number of pages: 38 Posted: 13 Jul 2000 Last Revised: 12 Oct 2010
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 304 (91,681)
Citation 381

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5.

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 2,102 (6,000)
Citation 7

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

6.

Momentum Strategies

Downloads 2,064 ( 6,195)
Citation 377

Momentum Strategies

NBER Working Paper No. w5375
Number of pages: 40 Posted: 24 Jul 2000 Last Revised: 24 Sep 2010
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 2,064 (6,059)
Citation 377

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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

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7.

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 1,774 (8,072)
Citation 140

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8.

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

Swiss Finance Institute Research Paper No. 15-13
Number of pages: 72 Posted: 25 May 2015 Last Revised: 18 Oct 2017
Amit Goyal and Narasimhan Jegadeesh
University of Lausanne and Emory University - Department of Finance
Downloads 1,413 (11,635)

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Momentum, market timing, return predictability

9.

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

Downloads 1,232 ( 14,452)
Citation 9

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 1,164 (15,498)
Citation 9

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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 68 (316,125)
Citation 9

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10.

World Markets for Raising New Capital

Downloads 946 ( 21,557)
Citation 63

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 889 (23,190)
Citation 63

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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 57 (346,595)
Citation 63

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11.

The Accrual Effect on Future Earnings

Downloads 944 ( 21,625)

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 Unversity (NCCU) - Finance and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 944 (21,239)
Citation 5

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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 Unversity (NCCU) - Finance and University of Illinois at Urbana-Champaign - Department of Accountancy

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12.

Do Analysts Herd? An Analysis of Recommendations and Market Reactions

Downloads 888 ( 23,622)
Citation 28

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 562 (43,497)
Citation 28

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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 270 (104,224)
Citation 28

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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 Last Revised: 29 Aug 2010
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Downloads 56 (349,635)
Citation 28

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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

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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 887 (23,667)
Citation 1

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

14.

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 880 (23,922)
Citation 40

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Analyst recommendations, market efficiency, stock recommendations

15.

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 873 (24,209)
Citation 30

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

16.

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 796 (27,645)
Citation 17

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Long-run performance, statistical test

17.

Institutional Trades Around Takeover Announcements: Skill vs. Inside Information

Downloads 764 ( 29,194)
Citation 9

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 525 (47,486)
Citation 9

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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 239 (118,347)
Citation 9

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Institutional investors, Mergers and acquisitions

18.

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

Downloads 731 ( 31,178)

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 11 Jan 2017 Last Revised: 06 Aug 2018
Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll and Junbo L. Wang
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 460 (56,513)

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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

Number of pages: 67 Posted: 24 Sep 2015
Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll and Junbo L. Wang
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 271 (103,804)

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

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 583 (42,023)
Citation 2

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Order imbalance, disposition effect, tax-loss selling

20.

Gender and Job Performance: Evidence from Wall Street

Downloads 478 ( 54,124)
Citation 9

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 - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 440 (59,317)
Citation 9

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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 Last Revised: 29 Sep 2010
Narasimhan Jegadeesh, T. Clifton Green and Yue Tang
Emory University - Department of Finance, Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 38 (412,911)
Citation 9

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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 - Department of Finance, Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate

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

21.

Deciphering Fedspeak: The Information Content of FOMC Meetings

Number of pages: 43 Posted: 25 Mar 2017
Narasimhan Jegadeesh and Di (Andrew) Wu
Emory University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 410 (65,280)

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22.

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 - Department of Finance and Emory University - Department of Finance
Downloads 354 (77,663)
Citation 3

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Analyst, Mutual Funds

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 332 (83,575)

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

24.

Earnings Quality and Stock Returns

Downloads 283 ( 99,698)
Citation 101

Earnings Quality and Stock Returns

NBER Working Paper No. w8308
Number of pages: 38 Posted: 03 Jun 2001 Last Revised: 22 Oct 2010
Konan Chan, Narasimhan Jegadeesh, Louis K.C. Chan and Josef Lakonishok
National Chengchi Unversity (NCCU) - Finance, Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 283 (99,202)
Citation 101

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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 Unversity (NCCU) - Finance, Emory University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign

Abstract:

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25.

What Do Fund Flows Reveal About Asset Pricing Models and Investor Sophistication?

Number of pages: 64 Posted: 22 Dec 2017
Narasimhan Jegadeesh and Chandra Sekhar Mangipudi
Emory University - Department of Finance and Emory University
Downloads 163 (169,751)

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Asset Pricing Models, Mutual Funds, Fund Flows, Investor Sophistication, Multifactor Models

26.

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

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

27.

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

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28.

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

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29.

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

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30.

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

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31.

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

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32.

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

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Other Papers (1)

Total Downloads: 116    Citations: 0
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Email selected abstracts
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 - Department of Finance
Downloads 116

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