Narasimhan Jegadeesh

Emory University - Department of Finance

Visiting Professor Of Finance

Atlanta, GA 30322-2710

United States

  • Emory University - Department of Finance

SCHOLARLY PAPERS

36

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Scholarly Papers (36)

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1.

Momentum

Downloads 31,140 ( 122)
Citation 26

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 23,372 (203)
Citation 17

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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 7,768 (1,501)
Citation 14

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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.

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Downloads 4,678 ( 3,576)
Citation 637

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 3,899 (4,723)
Citation 11

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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: 25 Jul 2022
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 779 (55,374)
Citation 230

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3.

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 4,349 (4,020)
Citation 39

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4.

Analyzing the Analysts: When Do Recommendations Add Value?

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, affiliation not provided to SSRN and Foster School of Business, University of Washington
Downloads 4,126 (4,394)
Citation 106

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

5.

Momentum Strategies

Downloads 3,672 ( 5,387)
Citation 1

Momentum Strategies

NBER Working Paper No. w5375
Number of pages: 40 Posted: 24 Jul 2000 Last Revised: 11 Mar 2022
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 3,672 (5,279)
Citation 1

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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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6.

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 3,269 (6,515)
Citation 42

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

7.

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 2,402 (10,536)
Citation 39

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Momentum, market timing, return predictability

8.

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 2,086 (13,243)
Citation 29

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9.

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

Downloads 1,668 (18,780)
Citation 10

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, Bayes Business School (formerly Cass) and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,520 (21,322)
Citation 2

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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 Last Revised: 28 May 2023
Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet
Emory University - Department of Finance, Bayes Business School (formerly Cass) and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 148 (338,296)
Citation 11

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10.

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

Downloads 1,505 (22,027)
Citation 37

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 1,123 (33,306)
Citation 31

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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 382 (134,096)
Citation 8

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

11.

Empirical Determinants of Momentum: A Perspective From International Data

Number of pages: 65 Posted: 20 Jan 2022 Last Revised: 15 Mar 2023
Amit Goyal, Narasimhan Jegadeesh and Avanidhar Subrahmanyam
University of Lausanne, Emory University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,376 (25,143)

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momentum; information diffusion, market efficiency

12.

Closing Auctions: Nasdaq Versus NYSE

Journal of Financial Economics (JFE), Vol. 143, No. 3, 2022
Number of pages: 49 Posted: 20 Nov 2020 Last Revised: 03 Apr 2023
Yanbin Wu and Narasimhan Jegadeesh
University of Florida - Department of Finance, Insurance and Real Estate and Emory University - Department of Finance
Downloads 1,263 (28,556)
Citation 1

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Closing auctions, price impact, liquidity, designated market makers, floor traders, Nasdaq, the NYSE

13.

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 1,097 (34,904)
Citation 48

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

14.

Do Analysts Herd? An Analysis of Recommendations and Market Reactions

Downloads 1,090 (35,258)
Citation 79

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 645 (71,009)

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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 324 (160,662)

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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: 27 Feb 2022
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Downloads 121 (396,122)
Citation 9

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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

Abstract:

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15.

World Markets for Raising New Capital

Downloads 1,085 (35,489)
Citation 87

World Markets for Raising New Capital

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 982 (40,287)
Citation 4

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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 Last Revised: 11 Dec 2022
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 103 (446,060)
Citation 4

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16.

Institutional Trades Around Takeover Announcements: Skill vs. Inside Information

Downloads 1,025 (38,494)
Citation 16

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 726 (60,869)
Citation 15

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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 299 (174,873)
Citation 16

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Institutional investors, Mergers and acquisitions

17.

The Accrual Effect on Future Earnings

Downloads 1,017 (38,921)

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 1,017 (38,356)

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The Accrual Effect on Future Earnings

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

Abstract:

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18.

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

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 1,009 (39,374)
Citation 2

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

19.

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 1,006 (39,543)
Citation 36

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Analyst recommendations, market efficiency, stock recommendations

20.

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 902 (45,994)
Citation 16

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Long-run performance, statistical test

21.

Short-Term Reversals and Longer-Term Momentum Around the World: Theory and Evidence

Nanyang Business School Research Paper No. 22-13
Number of pages: 78 Posted: 30 Mar 2022 Last Revised: 27 Nov 2023
Narasimhan Jegadeesh, Jiang Luo, Avanidhar Subrahmanyam and Sheridan Titman
Emory University - Department of Finance, Nanyang Business School, Nanyang Technological University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 856 (49,435)
Citation 5

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momentum, reversals, noise traders, liquidity, GameStop

22.

Buyers Versus Sellers: Who Initiates Trades and When?

Downloads 758 (58,297)
Citation 3

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 715 (62,115)
Citation 2

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Order imbalance, disposition effect, tax-loss selling

Buyers versus Sellers: Who Initiates Trades and When?

Number of pages: 37 Posted: 10 Mar 2011
Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh
Emory University - Department of Finance, University of Lausanne and Emory University - Department of Finance
Downloads 43 (720,461)
Citation 3

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Order imbalance, turnover, disposition effect, momentum, tax-loss selling, flight-to-quality

23.

Gender and Job Performance: Evidence from Wall Street

Downloads 678 (67,499)
Citation 28

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 550 (86,690)

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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 2022
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 128 (379,350)
Citation 14

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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

Abstract:

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

24.

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 460 (109,068)
Citation 4

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

25.

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

Number of pages: 72 Posted: 22 Dec 2017 Last Revised: 02 Jul 2021
Narasimhan Jegadeesh and Chandra Sekhar Mangipudi
Emory University - Department of Finance and Nottingham University Business School
Downloads 454 (110,737)
Citation 1

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

26.

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 435 (116,421)

Abstract:

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Analyst, Mutual Funds

27.

Earnings Quality and Stock Returns

Downloads 422 (120,721)
Citation 8

Earnings Quality and Stock Returns

NBER Working Paper No. w8308
Number of pages: 38 Posted: 03 Jun 2001 Last Revised: 15 Sep 2022
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 422 (119,509)
Citation 8

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Earnings Quality and Stock Returns

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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28.

Price Impact: Continuous Trading, Closing Auctions, and Opening Auctions

Number of pages: 43 Posted: 23 Dec 2022 Last Revised: 21 Mar 2023
Amit Goyal, Narasimhan Jegadeesh and Yanbin Wu
University of Lausanne, Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 412 (124,044)

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Price Impact, Auctions, Continuous Trading, Trading Costs, Anomalies

29.

Momentum: Evidence and Insights 30 Years Late

Number of pages: 20 Posted: 10 Nov 2023
Narasimhan Jegadeesh and Sheridan titman
Emory University - Department of Finance and University of Texas at Austin
Downloads 363 (143,085)

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Momentum; Market Underreaction, Noise Traders and Momentum

30.

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

31.

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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32.

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

Posted: 04 May 2000
Narasimhan Jegadeesh and George Pennacchi
Emory University - Department of Finance and University of Illinois

Abstract:

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33.

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:

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34.

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:

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35.

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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36.

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: 182
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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 182

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