Rajeev R. Bhattacharya

Washington Finance and Economics

SCHOLARLY PAPERS

24

DOWNLOADS

3,764

TOTAL CITATIONS

41

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 550 (108,297)

Abstract:

Loading...

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 423 (148,669)
Citation 1

Abstract:

Loading...

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

3.

Event Studies With Intraday Data

Number of pages: 47 Posted: 31 Jan 2023 Last Revised: 15 Jun 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 344 (187,290)
Citation 5

Abstract:

Loading...

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

4.

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 267 (244,873)
Citation 2

Abstract:

Loading...

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

5.

Diligence, objectivity, quality and accuracy

Journal of Accounting Literature (DOI: 10.1108/JAL-02-2023-0031)
Number of pages: 30 Posted: 12 Jul 2021 Last Revised: 15 Jun 2024
Rajeev R. Bhattacharya and Mahendra Gupta
Washington Finance and Economics and Washington University, St. Louis
Downloads 238 (274,639)
Citation 12

Abstract:

Loading...

Asymmetric information, Analyst forecasts, Management guidance, Earnings, Diligence, Objectivity, Quality, Accuracy, Hausman Specification Test, Wald Test, Bayesian, Big Data in finance Paper type Research paper JEL Classification -C23, C26, G12, G14, G24, M41

6.

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 219 (297,722)
Citation 2

Abstract:

Loading...

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

7.

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 173 (369,904)
Citation 1

Abstract:

Loading...

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

8.

A Structural Study of Fixed Income Securities with Intraday Data

Number of pages: 51 Posted: 30 Sep 2022 Last Revised: 16 Jun 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 160 (395,914)
Citation 4

Abstract:

Loading...

Fixed Income Securities, Intraday Data, Event Studies, Earnings Announcements, Key Developments, Endogeneity, Simultaneity, Missing/Unavailable Data, Proxy Variables, Instrumental Variables. JEL Classi…cation Codes: G14, Market Efficiency

9.

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

Journal of International Business & Law, 23(1), 1-28
Number of pages: 28 Posted: 19 Apr 2023 Last Revised: 17 Jan 2024
Rajeev R. Bhattacharya, Joseph Bial and Alex Evans
Washington Finance and Economics, Paul, Weiss and Macfarlanes LLP
Downloads 159 (397,994)
Citation 4

Abstract:

Loading...

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

10.

Known Unknowns Versus Unknown Unknowns, and Actual Versus Statistical Significance

Number of pages: 84 Posted: 20 Mar 2023 Last Revised: 26 Oct 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 142 (436,841)
Citation 5

Abstract:

Loading...

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

11.

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: 27 Oct 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 135 (454,809)

Abstract:

Loading...

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

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 124 (486,633)

Abstract:

Loading...

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

13.

Impact of Self-Regulation on Quality of Financial Markets 

Number of pages: 41 Posted: 06 Jul 2023 Last Revised: 11 Dec 2024
Rajeev R. Bhattacharya and Mahendra Gupta
Washington Finance and Economics and Washington University, St. Louis
Downloads 107 (544,056)
Citation 1

Abstract:

Loading...

FINRA 2241, Asymmetric Information, Earnings, Management Guidance, Analyst Forecasts, Diligence, Objectivity, Quality, Accuracy, Hausman Specification Test, Wald Test, Bayesian, Market Efficiency, Key Developments, Earnings Announcements, Big Data in Finance

14.

The Scientific Method Versus Faith

Number of pages: 68 Posted: 18 Aug 2020 Last Revised: 04 Jul 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 101 (567,524)
Citation 1

Abstract:

Loading...

Uncertainty, Coin Tosses, Gender Proportions, Bayes Theorem, Non-Degenerate Prior, Degenerate Prior, Falsifiability, Scientific Method, Faith

15.

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 99 (575,294)

Abstract:

Loading...

Bertrand Competition, Industrial Organization, Price Competition

16.

Market Efficiency: A Structural Study With Intraday Data

Number of pages: 67 Posted: 23 Feb 2022 Last Revised: 16 Jun 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 90 (611,206)

Abstract:

Loading...

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

17.

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 85 (633,161)
Citation 2

Abstract:

Loading...

18.

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 79 (660,856)

Abstract:

Loading...

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

19.

Impact of COVID-19 on market efficiency

Journal of Accounting Literature (https://doi.org/10.1108/JAL-02-2024-0029)
Number of pages: 27 Posted: 27 Nov 2023 Last Revised: 20 Jun 2024
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 69 (712,263)

Abstract:

Loading...

Intraday data, Event studies, Earnings announcements, Analyst forecasts, Key developments, Market efficiency, COVID-19, Big data in finance Paper type Research paper JEL Classification -G24, G32, G11, G12, G14, C58, C33

20.

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 60 (772,494)

Abstract:

Loading...

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

21.

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 52 (821,678)

Abstract:

Loading...

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

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 48 (861,089)
Citation 1

Abstract:

Loading...

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 40 (922,550)

Abstract:

Loading...

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

24.

Advanced Analytics in Financial Markets

Posted: 06 Jul 2023 Last Revised: 22 Aug 2024
Rajeev R. Bhattacharya
Washington Finance and Economics

Abstract:

Loading...

Uncertainty; Risk; Generalized Probability; Event Studies; Market Efficiency; Big Data; Equities; Fixed Income; Derivatives