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Sanjiv Ranjan Das

SSRN Author Rank: 1,116 by Downloads and 729 by Citations

 Professor of Finance
 

Santa Clara University - Leavey School of Business


 Department of Finance
 316M Lucas Hall
 Santa Clara, CA 95053
 United States
 HOME PAGE: http://algo.scu.edu/~sanjivdas/
 email address

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. Sanjiv Ranjan Das's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
18,686
Total
Citations
697
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Sarin, Atulya
Santa Clara University - Department of Finance
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Jagannathan, Murali
State University of New York (SUNY) at Binghamton
Posted:
29 Jan 02
2,131
(4,147)
27

2.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
22 Oct 01
Last Revised:
14 Mar 11
1,853
(5,764)
 

3.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Chen, Mike Y.
University of California, Berkeley
Posted:
11 Jul 01
Last Revised:
17 Nov 15
1,494
(6,641)
40

4.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
02 Jun 98
Last Revised:
17 Nov 15
1,290
(10,638)
76

5.   Incl. Electronic Paper
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Balduzzi, Pierluigi
Boston College - Carroll School of Management
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
26 Oct 95
Last Revised:
14 Mar 11
931
(17,598)
51

6.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
23 Jul 03
922
(17,294)
11

7.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Uppal , Raman
EDHEC Business School
Posted:
14 May 02
Last Revised:
27 Oct 09
845
(20,305)
70

8.  
Correlated Default Risk | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2003 Annual Conference Paper No. 928; AFA 2003 Washington, DC Meetings
Number of Pages in PDF File: 45
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Freed, Laurence
Moody's Investors Service
Geng, Gary
Amaranth Advisors llc
Kapadia, Nikunj
University of Massachusetts Amherst - Department of Finance
Posted:
23 Sep 02
843
(19,240)
39

9.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Sep 98
Last Revised:
10 Oct 10
718
(25,685)
18

10.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
04 Dec 03
706
(26,070)
11

11.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Geng, Gary
Amaranth Advisors llc
Posted:
07 Mar 04
Last Revised:
27 Oct 09
634
(30,559)
3

12.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Sarin, Atulya
Santa Clara University - Department of Finance
Posted:
09 Nov 07
Last Revised:
31 Aug 10
507
(40,993)
23

13.  
Implied Recovery | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Vol. 33, No. 11, 2009
Number of Pages in PDF File: 37
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
11 Nov 07
Last Revised:
25 Sep 15
485
(39,331)
20

14.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Kapadia, Nikunj
University of Massachusetts Amherst - Department of Finance
Saita, Leandro
Independent
Posted:
02 Jan 06
Last Revised:
08 Sep 10
458
(46,682)
95

15.  
Financial Communities | Show Abstract | Download This Paper | Open PDF in Browser |
Santa Clara University Working Paper No. 02/03-20-WP
Number of Pages in PDF File: 24
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sisk, Jacob
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
23 Jun 03
337
(63,858)
9

16.  
Hedging Credit: Equity Liquidity Matters | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Intermediation, Vol. 18, No. 1, 2009
Number of Pages in PDF File: 13
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
11 Nov 07
Last Revised:
25 Sep 15
325
(67,173)
11

17.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Sep 98
Last Revised:
10 Oct 10
325
(70,328)
4

18.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
05 Nov 08
283
(79,370)
12

19.  
An Index-Based Measure of Liquidity | Show Abstract | Download This Paper | Open PDF in Browser |
SCU Leavey School of Business Research Paper No. 11-10
Number of Pages in PDF File: 47
Chacko, George
Santa Clara University
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Fan, Rong
Gifford Fong Associates
Posted:
10 Mar 11
Last Revised:
05 Jan 16
264
(61,978)
1

20.  
Did CDS Trading Improve the Market for Corporate Bonds? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming
Number of Pages in PDF File: 72
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kalimipalli, Madhu
Lazaridis School of Business and Economics, Wilfrid Laurier University
Nayak , Subhankar
Wilfrid Laurier University - Financial Services Research Centre
Posted:
10 Mar 11
Last Revised:
30 Aug 13
261
(72,044)
4

21.  
News Analytics: Framework, Techniques and Metrics | Show Abstract | Download This Paper | Open PDF in Browser |
SCU Leavey School of Business Research Paper No. 11-08
Number of Pages in PDF File: 36
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
Last Revised:
24 Aug 11
209
(93,296)
1

22.   Incl. Electronic Paper
Raghubir, Priya
University of California, Berkeley - Marketing Group
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
12 Feb 04
Last Revised:
14 Mar 11
188
(124,040)
6

23.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Statman, Meir
Santa Clara University - Department of Finance
Posted:
10 Mar 11
175
(122,823)
1

24.  
Run Lengths and Liquidity | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Operation Research, Vol. 176, No. 1, 2010
Number of Pages in PDF File: 30
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
11 Nov 07
Last Revised:
25 Sep 15
153
(143,433)
4

25.   Incl. Electronic Paper
Bubna, Amit
Indian School of Business
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Prabhala, Nagpurnanand
University of Maryland - Robert H. Smith School of Business
Posted:
19 Mar 11
Last Revised:
26 Jun 13
133
(167,296)
4

26.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
17 Sep 98
88
(224,746)
12

27.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
79
(221,535)
2

28.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Meadows, Ray
Hult International Business School
Posted:
19 Apr 11
Last Revised:
26 Apr 11
73
(234,684)
1

29.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
21 Sep 98
70
(255,324)
33

30.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
01 Jul 00
67
(261,438)
7

31.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
64
(261,438)
1

32.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
03 Nov 08
60
(276,889)
5

33.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
03 Nov 08
Last Revised:
17 Nov 15
58
(279,117)
30

34.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
07 Nov 08
56
(281,346)
9

35.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Nov 08
55
(276,889)
8

36.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
16 Jul 00
52
(298,761)
8

37.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Nov 08
51
(293,684)
14

38.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Statman, Meir
Santa Clara University - Department of Finance
Posted:
20 Feb 14
45
(281,346)
 

39.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
13 Jul 00
43
(323,969)
2

40.  
Average Interest | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w6045
Number of Pages in PDF File: 39
Chacko, George
Santa Clara University - Finance Department
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
16 Jul 00
42
(326,981)
6

41.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
01 Nov 14
Last Revised:
27 Jul 16
34
(352,952)
 

42.  
Bubna, Amit
Indian School of Business
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
29 Jun 13
34
(323,969)
 

43.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
33
(346,077)
 

44.  
Credit Spreads with Dynamic Debt | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 50, 2015
Number of Pages in PDF File: 53
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
26 Sep 13
Last Revised:
25 Sep 15
32
(323,969)
 

45.  
eInformation: A Clinical Study of Investor Discussion and Sentiment | Show Abstract | Add to Cart |
Financial Management, Vol. 34, No. 3, pp. 103-137, Autumn 2005
Number of Pages in PDF File: 35
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Martinez-Jerez, Francisco de Asis
University of Notre Dame - Department of Accountancy
Tufano, Peter
National Bureau of Economic Research (NBER)
Posted:
22 Nov 05
18
(423,511)
11

46.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
28 Dec 15
Last Revised:
21 Aug 16
0
(363,926)
 

47.  
Burdick, Douglas
Independent
Hernandez, Mauricio
Independent
Ho, Howard
IBM
Koutrika, Georgia
IBM
Krishnamurthy, Rajasekar
IBM
Popa, Lucian Constantin
Independent
Stanoi, Ioana
IBM
Vaithyanathan, Shivakumar
IBM
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
17 Nov 15
Last Revised:
14 Dec 15
0
(150,755)
 

48.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
17 Nov 15
Last Revised:
14 Dec 15
0
(125,294)
 

49.  
Hernandez, Mauricio
IBM
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Ho, Howard
IBM
Koutrika, Georgia
IBM
Krishnamurthy, Rajasekar
IBM
Popa, Lucian Constantin
Independent
Stanoi, Ioana
IBM
Vaithyanathan, Shivakumar
IBM
Posted:
16 Nov 15
0
(342,715)
1

50.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
17 Jul 12
Last Revised:
27 Jun 14
 

51.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Fan, Rong
Gifford Fong Associates
Geng, Gary
Amaranth Advisors llc
Posted:
10 Mar 11
Last Revised:
25 Sep 15
 

52.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Bhandari, Rishabh
affiliation not provided to SSRN
Posted:
09 Mar 11
Last Revised:
14 Mar 11
 

53.  
Bandreddi, Santhosh
affiliation not provided to SSRN
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Fan, Rong
Gifford Fong Associates
Posted:
09 Mar 11
Last Revised:
14 Mar 11
 

54.  
Aingworth, Donald D.
affiliation not provided to SSRN
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Motwani, Rajeev
affiliation not provided to SSRN
Posted:
09 Mar 11
Last Revised:
14 Mar 11
 

55.  
Pricing Interest Rate Derivatives: A General Approach | Show Abstract |
The Review of Financial Studies, Vol. 15, No. 1, pp. 195-241, Spring 2002
Chacko, George
Santa Clara University
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
01 Sep 10
Last Revised:
14 Mar 11
 

56.  
An Integrated Model for Hybrid Securities | Show Abstract |
Management Science, Vol. 53, No. 9, pp. 1439-1451, 2007
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
29 Aug 10
Last Revised:
14 Mar 11
 

57.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Jo, Hoje
Santa Clara University
Kim, Yongtae
Santa Clara University - Leavey School of Business
Posted:
02 Jun 10
 

58.  
Financial Applications with Parallel R | Show Abstract |
Journal Of Investment Management (JOIM), Fourth Quarter 2009
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Granger, Brian
California State Polytechnic University, San Luis Obispo
Posted:
19 Jan 10
Last Revised:
03 Jun 10
 

59.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Granger, Brian
California State Polytechnic University, San Luis Obispo
Posted:
18 Jul 09
 

60.  
Portfolio Optimization with Mental Accounts | Show Abstract |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Markowitz, Harry
University of California at San Diego
Scheid, Jonathan
Bellatore, Inc.
Statman, Meir
Santa Clara University - Department of Finance
Posted:
25 Jul 08
 

61.  
A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment | Show Abstract |
Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sinclair, Alistair
University of Newcastle upon Tyne (UK)
Posted:
01 Apr 05
 

62.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Jagannathan, Murali
State University of New York (SUNY) at Binghamton
Sarin, Atulya
Santa Clara University - Department of Finance
Posted:
02 Jul 04
 

63.  
Credit Risk Derivatives | Show Abstract |
THE JOURNAL OF DERIVATIVES Vol 2 No 3 Spring 1995
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
26 Oct 99
 

64.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
26 Aug 99
 

65.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
20 Dec 98
 

66.  
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
08 May 98
 

67.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Posted:
14 Apr 98
 

68.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Tufano, Peter
National Bureau of Economic Research (NBER)
Posted:
12 Feb 97
 


Records 1 - 68 of 68 matches
[ 1 ]
. Sanjiv Ranjan Das's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
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1.  
The Surprise Element: Jumps in Interest Rates | Show Abstract |
Journal of Econometrics, Vol. 106, pp. 27-65, 2002
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
30 Aug 10
Last Revised:
25 Sep 15
 


Records 1 - 1 of 1 matches
[ 1 ]