Ravi Jagannathan

Northwestern University - Kellogg School of Management

Chicago Mercantile Exchange Distinguished Professor of Finance

2001 Sheridan Road

429 Andersen Hall

Evanston, IL 60208

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Special Term Professor

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

Indian School of Business (ISB), Hyderabad

Special Term Professor

Hyderabad, Gachibowli 500 019

India

SCHOLARLY PAPERS

56

DOWNLOADS
Rank 934

SSRN RANKINGS

Top 934

in Total Papers Downloads

21,268

CITATIONS
Rank 329

SSRN RANKINGS

Top 329

in Total Papers Citations

1,262

Scholarly Papers (56)

1.

The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'

EFA 2003 Annual Conference Paper No. 699
Number of pages: 48 Posted: 24 Jul 2003
John H. Boyd, Jian Hu and Ravi Jagannathan
University of Minnesota - Twin Cities - Carlson School of Management, Moody's Investors Service and Northwestern University - Kellogg School of Management
Downloads 1,957 (5,237)
Citation 91

Abstract:

2.

An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity

Third Singapore International Conference on Finance 2009
Number of pages: 68 Posted: 22 Jan 2009 Last Revised: 20 Mar 2009
Joseph Engelberg, Pengjie Gao and Ravi Jagannathan
University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management
Downloads 1,841 (4,766)
Citation 7

Abstract:

Pairs Trading, News, Liquidity Shocks, Convergence Trade

Momentum Trading, Return Chasing and Predictable Crashes

Number of pages: 44 Posted: 01 Nov 2014 Last Revised: 03 Dec 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 1,170 (12,474)

Abstract:

momentum, crashes, return chasing

Momentum Trading, Return Chasing and Predictable Crashes

FRB of Chicago Working Paper No. 2014-27
Number of pages: 57 Posted: 19 Dec 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 145 (160,244)

Abstract:

momentum, crash risk, asset pricing

Momentum Trading, Return Chasing, and Predictable Crashes

NBER Working Paper No. w20660
Number of pages: 45 Posted: 08 Dec 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 14 (473,932)

Abstract:

Momentum Trading, Return Chasing, and Predictable Crashes

CEPR Discussion Paper No. DP10234
Number of pages: 44 Posted: 10 Nov 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 1 (549,308)

Abstract:

Limits-to-arbitrage, Momentum

The Public Market Equivalent and Private Equity Performance

Columbia Business School Research Paper No. 13-34
Number of pages: 21 Posted: 02 May 2013 Last Revised: 23 Sep 2013
Morten Sorensen and Ravi Jagannathan
Downloads 841 (20,602)
Citation 1

Abstract:

Private equity, public market equivalent, PME, log utility CAPM, ex-post performance evaluation, generalized method of moments

The Public Market Equivalent and Private Equity Performance

Financial Analysts Journal, Vol. 71, No. 4, 2015, Netspar Discussion Paper No. 09/2013-039
Number of pages: 22 Posted: 01 Nov 2013 Last Revised: 13 Jan 2016
Morten Sorensen and Ravi Jagannathan
Downloads 468 (45,966)

Abstract:

Private equity, public market equivalent, PME, log utility CAPM, ex-post performance evaluation, generalized method of moments

5.
Downloads 1,160 ( 12,920)
Citation 16

Why Do IPO Auctions Fail?

Number of pages: 55 Posted: 10 Jan 2006
Ann E. Sherman and Ravi Jagannathan
Downloads 1,004 (15,806)
Citation 16

Abstract:

IPO, underpricing, auction, uniform price, discriminatory, winner's curse, free rider

Why Do IPO Auctions Fail?

NBER Working Paper No. w12151
Number of pages: 55 Posted: 22 Dec 2006
Ann E. Sherman and Ravi Jagannathan
Downloads 156 (150,401)
Citation 16

Abstract:

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Journal of Finance, 65 -1, 217-255., AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 20 Mar 2005 Last Revised: 17 Jun 2013
Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov
Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse
Downloads 829 (21,055)
Citation 65

Abstract:

hedge funds, portfolio performance, performance evaluation, style analysis

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

NBER Working Paper No. w12015
Number of pages: 47 Posted: 27 Apr 2006
Ravi Jagannathan, Dmitry Novikov and Alexey Malakhov
Northwestern University - Kellogg School of Management, Credit Suisse and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 196 (122,089)
Citation 66

Abstract:

7.

Reforming the Bookbuilding Process for IPOs

Number of pages: 17 Posted: 14 Jan 2005
Ann E. Sherman and Ravi Jagannathan
Downloads 1,009 (15,606)
Citation 4

Abstract:

IPO, Bookbuilding, Auctions, Method, Reform

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

UIC College of Business Administration Research Paper No. 10-06
Number of pages: 51 Posted: 18 Mar 2010
Zhi Da, Re Guo and Ravi Jagannathan
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 860 (19,953)
Citation 12

Abstract:

Cost of Capital, CAPM, Capital Asset Pricing Model, Capital Budgeting

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

NBER Working Paper No. w14889
Number of pages: 61 Posted: 20 Apr 2009
Zhi Da, Re Guo and Ravi Jagannathan
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 101 (211,618)
Citation 12

Abstract:

Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns

AFA 2006 Boston Meetings Paper
Number of pages: 80 Posted: 04 Jan 2005
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 322 (72,247)
Citation 50

Abstract:

CCAPM, Cost of Capital, Capital Asset Pricing Model, Consumption Risk, Systematic Risk, Infrequent Decisions

Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns

Number of pages: 79 Posted: 02 Aug 2005
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 216 (110,967)
Citation 50

Abstract:

CCAPM, CAPM, , Cost of Capital, Portfolio Choice, Factor Models, Expected Stock Returns

Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

AFA 2006 Boston Meetings Paper, Journal of Finance, Forthcoming
Number of pages: 79 Posted: 14 Aug 2006
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 185 (128,923)
Citation 50

Abstract:

CCAPM, Cost of Capital, Capital Asset Pricing Model, Consumption Risk, Systematic Risk, Infrequent Decisions

10.
Downloads 700 ( 27,332)
Citation 3

Tail Risk in Momentum Strategy Returns

Number of pages: 35 Posted: 05 Jun 2012
Kent D. Daniel, Ravi Jagannathan and Soohun Kim
Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology
Downloads 659 (29,270)
Citation 3

Abstract:

Tail Risk in Momentum Strategy Returns

NBER Working Paper No. w18169
Posted: 22 Jun 2012
Kent D. Daniel, Ravi Jagannathan and Soohun Kim
Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology
Downloads 41 (345,706)
Citation 3

Abstract:

11.

Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints

AFA 2002 Atlanta Meetings
Number of pages: 43 Posted: 10 Dec 2001
Tongshu Ma and Ravi Jagannathan
Downloads 695 (26,534)
Citation 6

Abstract:

12.

Does Product Market Competition Reduce Agency Costs

Number of pages: 20 Posted: 29 Oct 1999
Shaker Srinivasan and Ravi Jagannathan
University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management
Downloads 567 (34,977)
Citation 9

Abstract:

13.

A Test of Mean-Variance Efficiency When Short Selling is Prohibited

Number of pages: 20 Posted: 02 Jun 1998
Gopal Basak, Guaqiang Sun and Ravi Jagannathan
University of Bristol - Department of Mathematics, Federal National Mortgage Association (Fannie Mae) and Northwestern University - Kellogg School of Management
Downloads 538 (38,300)

Abstract:

14.

Assessing the Market Timing Performance of Managed Portfolios

Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
Number of pages: 31 Posted: 21 Oct 2011 Last Revised: 03 May 2012
Ravi Jagannathan and Robert A. Korajczyk
Downloads 481 (28,179)
Citation 88

Abstract:

Portfolio Performance Evaluation, Market Timing, Performance Atribution

15.

Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis

NBER Working Paper No. w9111
Number of pages: 57 Posted: 16 Aug 2002
Arik Ben Dor and Ravi Jagannathan
affiliation not provided to SSRN and Northwestern University - Kellogg School of Management
Downloads 469 (38,868)
Citation 1

Abstract:

16.

Supplement to 'Why Do IPO Auctions Fail?'

Number of pages: 15 Posted: 26 Mar 2006
Ann E. Sherman and Ravi Jagannathan
Downloads 419 (52,554)
Citation 14

Abstract:

IPO methods, country-specific, auctions, book building, fixed price public offers

17.

Ignoring Reload Features Can Substantially Understate the Value of Executive Stock Options

Number of pages: 43 Posted: 18 Aug 1998
P. Jane Saly and Ravi Jagannathan
University of St. Thomas - Department of Accounting and Northwestern University - Kellogg School of Management
Downloads 409 (54,397)

Abstract:

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Number of pages: 56 Posted: 15 Nov 2007 Last Revised: 19 Dec 2008
Zhi Da, Pengjie Gao and Ravi Jagannathan
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management
Downloads 334 (69,200)
Citation 12

Abstract:

Informed Trading, Liquidity, Mutual Fund

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

NBER Working Paper No. w14609
Number of pages: 57 Posted: 29 Dec 2008
Zhi Da, Pengjie Gao and Ravi Jagannathan
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management
Downloads 63 (283,043)
Citation 12

Abstract:

What Caused the Current Financial Mess and What Can We Do about It?

Number of pages: 25 Posted: 31 Aug 2009
John H. Boyd, Ravi Jagannathan and Sungkyu Kwak
University of Minnesota - Twin Cities - Carlson School of Management, Northwestern University - Kellogg School of Management and Washburn University
Downloads 374 (60,534)

Abstract:

What Caused the Current Financial Mess and What Can We Do About It?

Journal Of Investment Management (JOIM), Fourth Quarter 2009
Posted: 19 Jan 2010 Last Revised: 19 Oct 2010
John H. Boyd, Ravi Jagannathan, Sungkyu Kwak and Editor, JOIM
University of Minnesota - Twin Cities - Carlson School of Management, Northwestern University - Kellogg School of Management, Washburn University and Journal of Investment Management (JOIM)

Abstract:

Banking crisis, financial crisis, too big to fail

20.
Downloads 331 (66,919)
Citation 5

Abstract:

IPOs, initial public offerings, auction, direct mechanism, free rider, winner's curse, Dutch auction, dirty Dutch auction

Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

Number of pages: 66 Posted: 12 Dec 2009 Last Revised: 22 Feb 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 299 (78,434)
Citation 2

Abstract:

Limit to arbitrage, Momentum

Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression Us Stock Markets

NBER Working Paper No. w15591
Number of pages: 66 Posted: 22 Dec 2009
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 27 (401,854)
Citation 2

Abstract:

22.
Downloads 322 ( 72,771)
Citation 3

Assessing the Risk in Sample Minimum Risk Portfolios

Number of pages: 52 Posted: 04 May 2004
Gopal Basak, Tongshu Ma and Ravi Jagannathan
University of Bristol - Department of Mathematics, Binghamton University and Northwestern University - Kellogg School of Management
Downloads 267 (89,030)
Citation 3

Abstract:

Minimum risk portfolios, in-sample optimism

A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1

NBER Working Paper No. w10447
Number of pages: 52 Posted: 10 May 2004
Gopal Basak, Tongshu Ma and Ravi Jagannathan
University of Bristol - Department of Mathematics, Binghamton University and Northwestern University - Kellogg School of Management
Downloads 55 (303,212)
Citation 3

Abstract:

Relationship Between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market

Number of pages: 33 Posted: 29 Oct 1997
Keiichi Kubota, Ravi Jagannathan and Hitoshi Takehara
Chuo University - Graduate School of Strategic Management, Northwestern University - Kellogg School of Management and Waseda University
Downloads 311 (75,042)
Citation 31

Abstract:

Relationship Between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market

Journal of Business, Vol. 71, No. 3, July 1998
Posted: 22 Jul 1998
Keiichi Kubota, Hitoshi Takehara and Ravi Jagannathan
Chuo University - Graduate School of Strategic Management, Waseda University and Northwestern University - Kellogg School of Management

Abstract:

24.

Calendar Cycles, Infrequent Decisions and the Cross-Section of Stock Returns

Management Science, Forthcoming, AFA 2008 New Orleans Meetings Paper
Number of pages: 43 Posted: 21 Mar 2007 Last Revised: 10 Oct 2011
Northwestern University - Kellogg School of Management, City University of Hong Kong (CityUHK), Waseda University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 261 (84,014)
Citation 4

Abstract:

CCAPM, Japanese stock market, UK stock market, cross-section of stock returns, infrequent decisions, deterministic cycles, calendar cycles

25.
Downloads 189 (126,502)
Citation 18

Do We Need CAPM for Capital Budgeting?

NBER Working Paper No. W8719
Number of pages: 46 Posted: 17 Jan 2002
Iwan Meier and Ravi Jagannathan
HEC Montreal - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 189 (126,356)
Citation 18

Abstract:

Do We Need CAPM for Capital Budgeting?

Financial Management, Vol. 31, No. 4, Winter 2002
Posted: 18 Jul 2003
Iwan Meier and Ravi Jagannathan
HEC Montreal - Department of Finance and Northwestern University - Kellogg School of Management

Abstract:

26.

Price Momentum in Stocks: Insights from Victorian Age Data

NBER Working Paper No. w14500
Number of pages: 50 Posted: 25 Nov 2008
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 178 (133,743)
Citation 4

Abstract:

27.

Why Do Firms Use High Discount Rates?

Number of pages: 83 Posted: 22 Mar 2014 Last Revised: 30 Jun 2015
Ravi Jagannathan, David A. Matsa, Iwan Meier and Vefa Tarhan
Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management, HEC Montreal - Department of Finance and Loyola University of Chicago - School of Business Administration
Downloads 174 (56,578)

Abstract:

Capital budgeting; discount rates; cost of capital

Growth Expectations, Dividend Yields, and Future Stock Returns

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 58 Posted: 30 Oct 2014 Last Revised: 20 Nov 2014
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 155 (151,213)

Abstract:

Growth Expectations, Dividend Yields, and Future Stock Returns

NBER Working Paper No. w20651
Number of pages: 58 Posted: 03 Nov 2014
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 15 (468,113)

Abstract:

29.

Market Timing

Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, edited by John Guerard, Jr., Springer International Publishers, 2017, pp.49-71
Number of pages: 27 Posted: 02 Nov 2014 Last Revised: 06 Feb 2017
Ravi Jagannathan and Robert A. Korajczyk
Downloads 169 (97,633)

Abstract:

Market Timing, Portfolio Performance, Return-Based Performance

30.

Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom Not the Disease!

NBER Working Paper No. w15404
Number of pages: 38 Posted: 13 Oct 2009
Ravi Jagannathan, Mudit Kapoor and Ernst Schaumburg
Northwestern University - Kellogg School of Management, Indian School of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 159 (139,403)
Citation 6

Abstract:

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

NBER Working Paper No. w8922
Number of pages: 50 Posted: 03 May 2002
Tongshu Ma and Ravi Jagannathan
Downloads 151 (154,730)
Citation 114

Abstract:

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

Journal of Finance, Vol. 58, pp. 1651-1684, August 2003
Posted: 22 Nov 2003
Tongshu Ma and Ravi Jagannathan

Abstract:

32.

The Declining U.S. Equity Premium

NBER Working Paper No. w8172
Number of pages: 44 Posted: 16 Mar 2001
Ellen R. McGrattan, Anna Scherbina and Ravi Jagannathan
Federal Reserve Bank of Minneapolis - Research Department, University of California, Davis - Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 130 (169,378)
Citation 87

Abstract:

Investor Optimism, Sales Fixation and Firm Life Cycle

Number of pages: 63 Posted: 14 Nov 2012 Last Revised: 05 Feb 2014
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 113 (195,049)

Abstract:

firm life cycle, industry IPO wave, gross margin, growth equilibrium, limits to arbitrage

Building Castles in the Air: Evidence from Industry IPO Waves

NBER Working Paper No. w18555
Number of pages: 64 Posted: 22 Nov 2012
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 12 (485,276)

Abstract:

Downloads 97 (217,692)
Citation 1

Abstract:

Dividends, Earnings, Stock Index Returns, Learning, Early Resolution of Uncertainty, Predictability of Stock Returns, Predictability of Dividends.

Downloads 13 (479,677)
Citation 1

Abstract:

35.

Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Number of pages: 5 Posted: 17 Jun 2013
Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov
Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse
Downloads 97 (159,952)

Abstract:

backfill correction

36.

The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks

NBER Working Paper No. w8092
Number of pages: 41 Posted: 19 Jan 2001
John H. Boyd, Jian Hu and Ravi Jagannathan
University of Minnesota - Twin Cities - Carlson School of Management, Moody's Investors Service and Northwestern University - Kellogg School of Management
Downloads 82 (230,470)
Citation 93

Abstract:

37.

Empirical Evaluation of Asset Pricing Models: A Comparison of the Sdf and Beta Methods

NBER Working Paper No. w8098
Number of pages: 50 Posted: 26 Jan 2001
Zhenyu Wang and Ravi Jagannathan
University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 69 (257,957)
Citation 24

Abstract:

38.
Downloads 58 (272,727)
Citation 31

Abstract:

39.
Downloads 48 (268,360)
Citation 6

Abstract:

40.

Consumption Risk and the Cost of Equity Capital

NBER Working Paper No. w11026
Number of pages: 35 Posted: 02 Feb 2005
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 44 (329,800)
Citation 8

Abstract:

41.

Does Product Market Competition Reduce Agency Costs?

NBER Working Paper No. w7480
Number of pages: 20 Posted: 09 Jul 2000
Ravi Jagannathan and Shaker Srinivasan
Northwestern University - Kellogg School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 43 (315,189)
Citation 9

Abstract:

42.

The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data

NBER Working Paper No. w16770
Number of pages: 43 Posted: 07 Feb 2011
Ravi Jagannathan, Iwan Meier and Vefa Tarhan
Northwestern University - Kellogg School of Management, HEC Montreal - Department of Finance and Loyola University of Chicago - School of Business Administration
Downloads 42 (306,811)
Citation 4

Abstract:

43.

Implications of Security Market Data for Models of Dynamic Economies

NBER Working Paper No. t0089
Number of pages: 56 Posted: 26 Jan 2007
Lars Peter Hansen and Ravi Jagannathan
University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 40 (312,363)
Citation 263

Abstract:

44.

Valuing the Reload Features of Executive Stock Options

NBER Working Paper No. w7020
Number of pages: 34 Posted: 05 Apr 1999
Steven J. Huddart, P. Jane Saly and Ravi Jagannathan
Pennsylvania State University, University Park - Department of Accounting, University of St. Thomas - Department of Accounting and Northwestern University - Kellogg School of Management
Downloads 37 (339,127)
Citation 6

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

NBER Working Paper No. t0153
Number of pages: 42 Posted: 16 Jul 2000
Lars Peter Hansen and Ravi Jagannathan
University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 36 (363,689)
Citation 155

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

JOURNAL OF FINANCE, Vol 52 No 2, June 1997
Posted: 10 Mar 1997
Lars Peter Hansen and Ravi Jagannathan
University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

Posted: 14 Mar 1996
Lars Peter Hansen and Ravi Jagannathan
University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Abstract:

46.

When Does a Mutual Fund's Trade Reveal its Skill?

NBER Working Paper No. w13625
Number of pages: 52 Posted: 29 Nov 2007
Pengjie Gao, Zhi Da and Ravi Jagannathan
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management
Downloads 33 (359,295)
Citation 2

Abstract:

47.

Price Dividend Ratio Factors: Proxies for Long Run Risk

NBER Working Paper No. w17484
Number of pages: 91 Posted: 08 Oct 2011
Ravi Jagannathan and Srikant Marakani
Northwestern University - Kellogg School of Management and City University of Hong Kong (CityUHK)
Downloads 29 (355,821)
Citation 1

Abstract:

48.

Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology

NBER Working Paper No. w3421
Number of pages: 37 Posted: 08 Nov 2011
Fumio Hayashi and Ravi Jagannathan
National Graduate Institute for Policy Studies and Northwestern University - Kellogg School of Management
Downloads 16 (430,388)
Citation 5

Abstract:

49.

Abstract:

Sealed bid auction, Winner’s curse, Initial public offering, IPO, IPO auction, Common value auction.

50.

Cross-Sectional Asset Pricing Tests

Annual Review of Financial Economics, Vol. 2, pp. 49-74, 2010
Posted: 12 Nov 2010
Ravi Jagannathan, Ernst Schaumburg and Guofu Zhou
Northwestern University - Kellogg School of Management, Federal Reserve Banks - Federal Reserve Bank of New York and Washington University in St. Louis - Olin School of Business

Abstract:

51.

The Stock Market's Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy

Journal of Investment Management, Vol. 4, No. 4, Fourth Quarter 2006
Posted: 29 Nov 2006
John H. Boyd, Qianqiu Liu and Ravi Jagannathan
University of Minnesota - Twin Cities - Carlson School of Management, University of Hawaii at Manoa - Shidler College of Business and Northwestern University - Kellogg School of Management

Abstract:

Stock-bond correlation, unemployment news, stock market reaction, information in macroeconomic announcements, state of the economy

52.

The CAPM is Alive and Well

Posted: 14 Sep 1999
Zenyu Wang and Ravi Jagannathan
University of Minnesota - Twin Cities and Northwestern University - Kellogg School of Management

Abstract:

53.

Ex-Dividend Price Behavior of Common Stocks

REVIEW OF FINANCIAL STUDIES Volume 7, Number 3, 1994
Posted: 20 Dec 1998
John H. Boyd and Ravi Jagannathan
University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management

Abstract:

Abstract:

55.

The Conditional CAPM and the Cross-Section of Expected Returns

J. OF FINANCE, Vol. 51 No. 1, March 1996
Posted: 05 Jul 1998
Zhenyu Wang and Ravi Jagannathan
University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management

Abstract:

Abstract: