Rajeev R. Bhattacharya

Washington Finance and Economics

SCHOLARLY PAPERS

18

DOWNLOADS

1,911

SSRN CITATIONS

0

CROSSREF CITATIONS

4

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

Scholarly Papers (18)

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 445 (93,617)

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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 266 (163,847)

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 226 (191,841)
Citation 1

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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 184 (231,252)

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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

Number of pages: 51 Posted: 12 Jul 2021 Last Revised: 19 Sep 2022
Rajeev R. Bhattacharya and Mahendra Gupta
Washington Finance and Economics and Washington University, St. Louis
Downloads 138 (293,036)

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Asymmetric Information; Analyst Forecasts; Management Guidance; Earnings; Diligence; Objectivity; Quality; Hausman Specification Test; Wald Test; Normalized Accuracy.

6.

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 106 (354,509)

Abstract:

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

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 69 (457,886)
Citation 1

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

8.

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 60 (491,244)

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

9.

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 59 (495,151)

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10.

The Scientific Method Versus Faith

Number of pages: 63 Posted: 18 Aug 2020 Last Revised: 17 Aug 2022
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 53 (519,981)

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

11.

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 53 (519,981)

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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

12.

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 52 (524,411)

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Bertrand Competition, Industrial Organization, Price Competition

13.

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 23 (691,310)

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

14.

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 23 (691,310)
Citation 1

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

15.

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 15 (757,878)

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

16.

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 15 (757,878)

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

17.

A Structural Study of Fixed Income Securities with Intraday Data

Number of pages: 49 Posted: 30 Sep 2022
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 10

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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.

18.

Market Efficiency - A Structural Study with Intraday Data

Number of pages: 40 Posted: 23 Feb 2022
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 114

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Market Efficiency; Intraday Data; Event Studies; Earnings Announcements; Key Developments; Kyle-Obizhaeva Liquidity; Valuation Dispersion; Short Sales Costs & Constraints; Transaction Costs & Constraints; Endogeneity; Simultaneity; Missing/Unavailable Data; Proxy Variables; Instrumental Variables.