Author Page for Rajnish Mehra

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1

Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016

P. Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra

Pension Research Council, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

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Citation 12

Abstract:

2.

The Equity Premium in Retrospect

NBER Working Paper No. w9525

Number of pages: 78 Posted: 04 Mar 2003 Last Revised: 13 Jul 2022

Rajnish Mehra and Edward C. Prescott

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Economics Department

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Citation 11

Abstract:

3.

The Equity Premium: Why is it a Puzzle?

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The Equity Premium: Why is it a Puzzle?

NBER Working Paper No. w9512

Number of pages: 41 Posted: 26 Feb 2003 Last Revised: 30 Dec 2022

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 293 (200,250)

Citation 59

Abstract:

The Equity Premium: Why is it a Puzzle?

Posted: 29 Apr 2003

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Abstract:

4.

Auctions: Theory and Possible Applications to Economies in Transition

IMF Working Paper No. 93/12

Number of pages: 32 Posted: 15 Feb 2006

Robert Feldman and Rajnish Mehra

Independent and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

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Citation 1

Abstract:

5.

Is Idiosyncratic Risk Conditionally Priced?

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Citation 1

2

Is Idiosyncratic Risk Conditionally Priced?

Number of pages: 37 Posted: 10 Feb 2016 Last Revised: 24 Apr 2019

Rajnish Mehra, Sunil Wahal and Daruo Xie

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)

Downloads 121 (445,876)

Abstract:

Is Idiosyncratic Risk Conditionally Priced?

NBER Working Paper No. w22016

Number of pages: 37 Posted: 01 Mar 2016 Last Revised: 27 Feb 2022

Rajnish Mehra, Sunil Wahal and Daruo Xie

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)

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Citation 1

Abstract:

6.

The Term Structure of Interest Rates in India

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2

The Term Structure of Interest Rates in India

Number of pages: 48 Posted: 23 Feb 2016

Arunima Sinha and Rajnish Mehra

Fordham University and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 127 (429,314)

Abstract:

The Term Structure of Interest Rates in India

NBER Working Paper No. w22020

Number of pages: 49 Posted: 01 Mar 2016 Last Revised: 03 Mar 2023

Rajnish Mehra and Arunima Sinha

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Fordham University

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Abstract:

7.

Costly Financial Intermediation in Neoclassical Growth Theory

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Citation 14

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Costly Financial Intermediation in Neoclassical Growth Theory

Number of pages: 60 Posted: 28 Mar 2011

Rajnish Mehra, Facundo Piguillem and Edward C. Prescott

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Einaudi Institute for Economics and Finance (EIEF) and Arizona State University (ASU) - Economics Department

Downloads 68 (651,505)

Citation 9

Abstract:

Costly Financial Intermediation in Neoclassical Growth Theory

NBER Working Paper No. w14351

Number of pages: 61 Posted: 23 Sep 2008 Last Revised: 20 Mar 2022

Rajnish Mehra, Facundo Piguillem and Edward C. Prescott

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Einaudi Institute for Economics and Finance (EIEF) and Arizona State University (ASU) - Economics Department

Downloads 37 (853,903)

Citation 1

Abstract:

8.

Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion

Number of pages: 71 Posted: 08 Feb 2019

John B. Donaldson and Rajnish Mehra

Columbia University - Columbia Business School, Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 87 (557,517)

Abstract:

9.

Demographics and FDI: Lessons from China's One-Child Policy

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2

Demographics and FDI: Lessons from China's One-Child Policy

Center for Financial Studies Working Paper No. 613

Number of pages: 46 Posted: 16 Dec 2018

John B. Donaldson, Christos Koulovatianos, Jian Li and Rajnish Mehra

Columbia University - Columbia Business School, Economics, Department of Finance, University of Luxembourg, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 66 (661,927)

Abstract:

Demographics and FDI: Lessons from China's One-Child Policy

NBER Working Paper No. w24256

Number of pages: 68 Posted: 29 Jan 2018 Last Revised: 10 Jun 2023

John B. Donaldson, Christos Koulovatianos, Jian Li and Rajnish Mehra

Columbia University - Columbia Business School, Economics, Department of Finance, University of Luxembourg, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

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Abstract:

10.

Intermediated Quantities and Returns

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Citation 10

2

Intermediated Quantities and Returns

Number of pages: 51 Posted: 19 Feb 2009

Rajnish Mehra, Facundo Piguillem and Edward C. Prescott

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Einaudi Institute for Economics and Finance (EIEF) and Arizona State University (ASU) - Economics Department

Downloads 77 (607,193)

Citation 10

Abstract:

Intermediated Quantities and Returns

Posted: 19 Jul 2008

Rajnish Mehra, Facundo Piguillem and Edward C. Prescott

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Einaudi Institute for Economics and Finance (EIEF) and Arizona State University (ASU) - Economics Department

Abstract:

11.

Junior Can't Borrow: a New Perspective on the Equity Premium Puzzle

NBER Working Paper No. w6617

Number of pages: 36 Posted: 26 Jul 2000 Last Revised: 01 Aug 2022

George M. Constantinides, John B. Donaldson and Rajnish Mehra

University of Chicago - Booth School of Business, Columbia University - Columbia Business School, Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 76 (603,357)

Citation 11

Abstract:

12.

Demographics and FDI: Lessons From China’s One-Child Policy

Number of pages: 36 Posted: 31 Jan 2018

John B. Donaldson, Christos Koulovatianos, Jian Li and Rajnish Mehra

Columbia University - Columbia Business School, Economics, Department of Finance, University of Luxembourg, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 74 (612,350)

Abstract:

13.

Risk Based Explanations of the Equity Premium

NBER Working Paper No. w13220

Number of pages: 101 Posted: 13 Jul 2007 Last Revised: 17 Aug 2022

John B. Donaldson and Rajnish Mehra

affiliation not provided to SSRN and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 74 (612,350)

Citation 3

Abstract:

14.

The Equity Premium in India

NBER Working Paper No. w12434

Number of pages: 15 Posted: 16 Aug 2006 Last Revised: 24 Dec 2022

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 70 (631,024)

Citation 6

Abstract:

15.

Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security

NBER Working Paper No. w8906

Number of pages: 49 Posted: 18 Apr 2002 Last Revised: 03 Nov 2022

George M. Constantinides, John B. Donaldson and Rajnish Mehra

University of Chicago - Booth School of Business, Columbia University - Columbia Business School, Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 66 (650,662)

Citation 2

Abstract:

16.

Recursive Competitive Equilibrium

NBER Working Paper No. w12433

Number of pages: 17 Posted: 16 Aug 2006 Last Revised: 23 Dec 2022

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 65 (655,694)

Abstract:

17.

Junior is Rich: Bequests as Consumption

NBER Working Paper No. w11122

Number of pages: 51 Posted: 01 Jun 2006 Last Revised: 23 Nov 2022

George M. Constantinides, John B. Donaldson and Rajnish Mehra

University of Chicago - Booth School of Business, Columbia University - Columbia Business School, Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 55 (709,669)

Citation 1

Abstract:

18.

Indian Equity Markets: Measures of Fundamental Value

NBER Working Paper No. w16061

Number of pages: 45 Posted: 07 Jun 2010 Last Revised: 22 May 2022

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 53 (721,375)

Abstract:

19.

Asset Pricing Implications of Macroeconomic Interventions: An Application to Climate Policy

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Citation 1

2

Asset Pricing Implications of Macroeconomic Interventions: An Application to Climate Policy

Number of pages: 27 Posted: 28 Jun 2013

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 33 (888,842)

Abstract:

Asset Pricing Implications of Macroeconomic Interventions an Application to Climate Policy

NBER Working Paper No. w19146

Number of pages: 28 Posted: 21 Jun 2013 Last Revised: 26 Apr 2023

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 17 (1,054,243)

Abstract:

20.

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

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2

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

NBER Working Paper No. w24575

Number of pages: 40 Posted: 07 May 2018 Last Revised: 24 Feb 2023

George O. Aragon, Rajnish Mehra and Sunil Wahal

Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Finance Department

Downloads 47 (777,282)

Citation 2

Abstract:

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

Posted: 08 May 2018 Last Revised: 25 Mar 2020

George O. Aragon, Rajnish Mehra and Sunil Wahal

Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Finance Department

Abstract:

21.

Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion

NBER Working Paper No. w25519

Number of pages: 72 Posted: 04 Feb 2019 Last Revised: 25 Mar 2023

John B. Donaldson and Rajnish Mehra

Columbia University - Columbia Business School, Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 22 (966,936)

Abstract:

22.

The Equity Premium Puzzle: A Review

Foundations and Trends in Finance, Vol. 2, No. 1, pp. 1-81, 2006

Number of pages: 81 Posted: 15 Jun 2010

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Downloads 8 (1,119,079)

Citation 104

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Abstract:

23.

Consumption-Based Asset Pricing Models

Annual Review of Financial Economics, Vol. 4, pp. 385-409, 2012

Posted: 04 Nov 2012

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Rajnish Mehra

Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

E.N. Basha Arizona Heritage Chair

National Bureau of Economic Research (NBER)

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The Equity Premium Puzzle: A Review

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