Rajnish Mehra

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

E.N. Basha Arizona Heritage Chair

Tempe, AZ 85287-3806

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

18

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CITATIONS
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Top 364

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1,181

Scholarly Papers (18)

1.

The Equity Premium in Retrospect

NBER Working Paper No. w9525
Number of pages: 78 Posted: 04 Mar 2003
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
Downloads 547 (38,657)
Citation 78

Abstract:

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

Center for Research in Security Prices (CRSP) Working Paper No. 457
Number of pages: 36 Posted: 03 Feb 2000
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 495 (43,363)
Citation 86

Abstract:

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
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 39 (356,788)
Citation 86

Abstract:

3.

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
Capital Group, 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, 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
Downloads 274 (10,613)
Citation 2

Abstract:

ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

4.
Downloads 133 (173,451)
Citation 60

The Equity Premium: Why is it a Puzzle?

NBER Working Paper No. w9512
Number of pages: 41 Posted: 26 Feb 2003
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 133 (173,978)
Citation 60

Abstract:

The Equity Premium: Why Is It a Puzzle?

Financial Analysts Journal, Vol. 59, No. 1, January/February 2003
Posted: 29 Apr 2003
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

Abstract:

Investment Theory: CAPM, APT, and other pricing theories; Portfolio Management: asset allocation

5.

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
Downloads 93 (208,608)
Citation 4

Abstract:

The Demand for Diversification in Incomplete Markets

Number of pages: 52 Posted: 10 Feb 2016
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 58 (298,853)

Abstract:

Incomplete markets, Diversification, Idiosyncratic risk

The Demand for Diversification in Incomplete Markets

NBER Working Paper No. w22016
Number of pages: 52 Posted: 01 Mar 2016
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 2 (544,580)
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Abstract:

Costly Financial Intermediation in Neoclassical Growth Theory

Number of pages: 60 Posted: 28 Mar 2011
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 30 (392,399)
Citation 3

Abstract:

Aggregate Intermediation, Borrowing, Lending, Equity premium, Government Debt, Life Cycle Savings, Retirement

Costly Financial Intermediation in Neoclassical Growth Theory

NBER Working Paper No. w14351
Number of pages: 61 Posted: 23 Sep 2008
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 16 (467,523)
Citation 8

Abstract:

8.

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

NBER Working Paper No. w8906
Number of pages: 49 Posted: 18 Apr 2002
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 44 (321,838)
Citation 9

Abstract:

9.

Risk Based Explanations of the Equity Premium

NBER Working Paper No. w13220
Number of pages: 101 Posted: 13 Jul 2007
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 43 (318,866)
Citation 13

Abstract:

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 39 (356,788)

Abstract:

Indian Bond markets, Expectations Hypothesis, Excess Volatility

The Term Structure of Interest Rates in India

NBER Working Paper No. w22020
Number of pages: 49 Posted: 01 Mar 2016
Rajnish Mehra and Arunima Sinha
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Fordham University
Downloads 1 (554,064)
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Abstract:

11.
Downloads 35 (363,506)

Intermediated Quantities and Returns

Number of pages: 51 Posted: 19 Feb 2009
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 35 (371,757)
Citation 7

Abstract:

Intermediated Quantities and Returns

Posted: 19 Jul 2008
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:

Asset returns, Assets quantities, Life cycle, Bequests, General equilibrium

12.

The Equity Premium in India

NBER Working Paper No. w12434
Number of pages: 15 Posted: 16 Aug 2006
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 35 (339,921)
Citation 16

Abstract:

13.

Recursive Competitive Equilibrium

NBER Working Paper No. w12433
Number of pages: 17 Posted: 16 Aug 2006
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 30 (374,657)
Citation 5

Abstract:

14.

Junior is Rich: Bequests as Consumption

NBER Working Paper No. w11122
Number of pages: 51 Posted: 01 Jun 2006
University of Chicago - Booth School of Business, Columbia Business School - Finance and Economics and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 30 (363,506)
Citation 9

Abstract:

15.

Indian Equity Markets: Measures of Fundamental Value

NBER Working Paper No. w16061
Number of pages: 45 Posted: 07 Jun 2010
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 21 (409,855)

Abstract:

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 9 (507,367)

Abstract:

Asset Pricing, Climate Policy, Macroeconomic Interventions

Asset Pricing Implications of Macroeconomic Interventions an Application to Climate Policy

NBER Working Paper No. w19146
Number of pages: 28 Posted: 21 Jun 2013
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 4 (533,143)

Abstract:

17.

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 7 (495,527)
Citation 871
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Abstract:

equity premium, investment risk, capital markets, asset prices

18.

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

Abstract: