Rajeev R. Bhattacharya

Washington Finance and Economics

SCHOLARLY PAPERS

24

DOWNLOADS

2,801

SSRN CITATIONS

14

CROSSREF CITATIONS

6

Ideas:
“  Market efficiency, analyst reports, bundling, intellectual property  ”

Scholarly Papers (24)

1.

Linear Programming

Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Number of pages: 4 Posted: 08 Jun 2017
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 510 (96,318)

Abstract:

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Linear Programming; Objective Function, Optimality, Dual, Simplex

2.

Capital Asset Pricing Model

Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Number of pages: 4 Posted: 08 Jun 2017
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 334 (156,526)

Abstract:

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CPAM, Finance, Securities, Cost of Capital, Rate of Return

3.

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Berkeley Business Law Journal, Vol. 16, No. 2, 2019
Number of pages: 18 Posted: 19 Oct 2020
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 249 (211,777)
Citation 2

Abstract:

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Market Efficiency; Event Study; Earnings Announcements; Key Developments; Securities Class Actions; Valuation; Tax

4.

An Option Theoretic Approach to Market Efficiency

Annals of Financial Economics
Number of pages: 21 Posted: 05 Jun 2018 Last Revised: 29 Nov 2021
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 202 (258,193)

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Market Efficiency; Short Sales Costs; Short Sales Constraints; Options; Put-Call Parity; Implied Volatility; Volume; Investor Dispersion; Transaction Costs; Market Makers; Market Capitalization; Analysts; Fama-French Factors; Institutional Ownership

5.

Diligence, Objectivity, Quality, and Accuracy

Journal of Accounting Literature, Forthcoming, (DOI: 10.1108/JAL-02-2023-0031)
Number of pages: 56 Posted: 12 Jul 2021 Last Revised: 11 Oct 2023
Rajeev R. Bhattacharya and Mahendra Gupta
Washington Finance and Economics and Washington University, St. Louis
Downloads 191 (271,568)
Citation 2

Abstract:

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Asymmetric Information; Analyst Forecasts; Management Guidance; Earnings; Diligence; Objectivity; Quality; Accuracy; Hausman Specification Test; Wald Test; Bayesian; Big Data in Finance.

6.

Event Studies With Intraday Data

Number of pages: 43 Posted: 31 Jan 2023 Last Revised: 16 Jun 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 189 (274,149)
Citation 1

Abstract:

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Intraday data; Event studies; Earnings announcements and revisions; Analyst forecasts and revisions; Key developments; Market efficiency; COVID-19.

7.

Nash Bargaining Solution and its Generalizations in Intellectual Property Litigation; VirnetX and Analysis of the Court’s Decision

Journal of International Business and Law
Number of pages: 11 Posted: 07 Jun 2017 Last Revised: 16 Jun 2020
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 119 (399,261)

Abstract:

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Nash Bargaining Solution; Generalizations; Asymmetric Bargaining Power; Intellectual Property; Litigation; VirnetX

8.

Intrinsic Uncertainty - An Explanation of the St. Petersburg Paradox

Number of pages: 17 Posted: 05 Jun 2017 Last Revised: 31 May 2022
Rajeev R. Bhattacharya and Nripesh Podder
Washington Finance and Economics and University of New South Wales
Downloads 101 (449,468)
Citation 1

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Keywords: Uncertainty, Expected Utility, St. Petersburg Paradox, Gender Proportion.

9.

A Structural Study of Fixed Income Securities with Intraday Data

Number of pages: 50 Posted: 30 Sep 2022 Last Revised: 16 Jun 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 95 (467,992)

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Fixed Income Securities; Market Efficiency; Intraday Data; Event Studies; Earnings Announcements; Key Developments; Endogeneity; Simultaneity; Missing/Unavailable Data; Proxy Variables; Instrumental Variables.

10.

It is Imperative to Perform Event Studies Only with High-Frequency Intraday Data for Securities Litigations and Valuations

Journal of International Business & Law, Forthcoming
Number of pages: 52 Posted: 19 Apr 2023 Last Revised: 11 Oct 2023
Rajeev R. Bhattacharya, Joseph Bial and Alex Evans
Washington Finance and Economics, Paul, Weiss and Macfarlanes LLP
Downloads 88 (491,168)
Citation 1

Abstract:

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Market efficiency; Intraday data; Event studies; Earnings announcements; Key developments; Securities class actions; Big Data in finance.

11.

Known Unknowns Versus Unknown Unknowns, and Actual Versus Statistical Significance

Number of pages: 82 Posted: 20 Mar 2023 Last Revised: 16 Jun 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 83 (509,035)
Citation 1

Abstract:

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Known Unknowns, Unknown Unknowns, Uncertainty; Risk; Probability; Generalization of Probability; Reconciliation Between Uncertainty and Risk; Public and Market Information; Normalization of Variables; Cumulative Gaussian Probability; Actual Significance; Total Association; Fixed Income Securities.

12.

Short-Run Constraints and Price Wars

Number of pages: 71 Posted: 05 Jun 2017 Last Revised: 01 Jun 2022
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 81 (516,477)

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Intertemporal Substitution of Demand; Vacation Travel; Durables; Short-Run Constraints; Bankruptcy; Predatory Prices; Sherman Act; Capital Market Imperfections.

13.

Bertrand Competition

Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Number of pages: 1 Posted: 08 Jun 2017
Rajeev R. Bhattacharya and Edward Sherry
Washington Finance and Economics and Independent
Downloads 79 (524,135)

Abstract:

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Bertrand Competition, Industrial Organization, Price Competition

14.

Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions

Santa Clara Law Review, 2015; profiled on the website of Stanford University
Number of pages: 30 Posted: 30 Jan 2015 Last Revised: 13 Jun 2017
Rajeev R. Bhattacharya and Stephen Jerome O'Brien
Washington Finance and Economics and Dentons LLP
Downloads 72 (552,616)
Citation 2

Abstract:

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15.

The Scientific Method Versus Faith

Number of pages: 56 Posted: 18 Aug 2020 Last Revised: 12 Sep 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 69 (565,404)

Abstract:

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Uncertainty; Coin Tosses; Gender Proportions; Bayes Theorem; Non-Zero-One Prior; Zero-One Prior; Falsifiability; Scientific Method; Faith.

16.

The Economics and Antitrust of Bundling

Journal of Business, Entrepreneurship and the Law
Number of pages: 22 Posted: 30 May 2019 Last Revised: 16 Jun 2020
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 67 (574,381)

Abstract:

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Pure and Mixed Bundles, Demand Complementarities, Economies of Scope, Price Discrimination, Tie-In, Correlation of Demand, Antitrust Litigation, Monopoly Power, Lerner Index, NCAA v. Board of Regents

17.

Market Efficiency - A Structural Study with Intraday Data

Number of pages: 63 Posted: 23 Feb 2022 Last Revised: 16 Jun 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 49 (666,597)

Abstract:

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Market efficiency; Intraday data; Event studies; Earnings announcements; Analyst forecasts; Key developments; Endogenous; Simultaneous; Economic Significance.

18.

Impact of FINRA 2241

Number of pages: 52 Posted: 06 Jul 2023
Rajeev R. Bhattacharya and Mahendra Gupta
Washington Finance and Economics and Washington University, St. Louis
Downloads 46 (684,647)
Citation 1

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FINRA 2241; Asymmetric Information; Earnings; Management Guidance; Analyst Forecasts; Diligence; Objectivity; Quality; Accuracy; Hausman Specification Test; Wald Test; Bayesian; Market Efficiency.

19.

Uncertainty and Risk, Theory and Empirics: With Applications to Big Data in Finance

Number of pages: 25 Posted: 06 Jul 2023 Last Revised: 28 Aug 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 38 (737,570)
Citation 1

Abstract:

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Uncertainty; Risk; Generalized Probability; Event Studies; Market Efficiency; Big Data

20.

Price Discrimination

Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Number of pages: 2 Posted: 08 Jun 2017
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 38 (737,570)

Abstract:

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Price Discrimination, Market Power, Pricing, First Degree, Second Degree, Third Degree, Multimarket

21.

Repeated Games

Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Number of pages: 3 Posted: 08 Jun 2017
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 31 (789,610)

Abstract:

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Repeated Games, Multistage Games, Nash Equilibrium, Subgame Perfect, Cooperation

22.

Strong Non-Monotonicity of Equilibrium Price - Static and Dynamic Models

Number of pages: 87 Posted: 05 Jun 2017 Last Revised: 31 May 2022
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 31 (789,610)
Citation 1

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Price, Demand, Non-Monotonicity, Cournot, Static, Dynamic, Lebesgue Measure, Stochastic Discount Factors

23.

Multistage Games

Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Number of pages: 1 Posted: 08 Jun 2017
Rajeev R. Bhattacharya and Edward Sherry
Washington Finance and Economics and Independent
Downloads 27 (821,969)

Abstract:

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Game Theory, Individual Rationality, Multiple Decision-Makers, Multiple Stages

24.

Impact of COVID-19 on Efficiency of Capital Markets

Number of pages: 49 Posted: 27 Nov 2023 Last Revised: 04 Dec 2023
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 12 (963,028)

Abstract:

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Intraday data; Event studies; Earnings announcements; Analyst forecasts; Key developments; Market efficiency; COVID-19.