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

21

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CITATIONS
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1,181

Scholarly Papers (21)

1.

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, 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
Downloads 1,910 (7,167)
Citation 2

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

2.

The Equity Premium in Retrospect

NBER Working Paper No. w9525
Number of pages: 78 Posted: 04 Mar 2003 Last Revised: 31 Oct 2010
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 568 (43,857)
Citation 78

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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 500 (51,025)
Citation 86

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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: 10 Oct 2010
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 (411,547)
Citation 86

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4.
Downloads 136 (198,608)
Citation 61

The Equity Premium: Why is it a Puzzle?

NBER Working Paper No. w9512
Number of pages: 41 Posted: 26 Feb 2003 Last Revised: 03 Jul 2018
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 136 (199,217)
Citation 61

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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

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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 109 (234,717)
Citation 4

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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 72 (308,345)

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Incomplete markets, Diversification, Idiosyncratic risk

Is Idiosyncratic Risk Quantitatively Significant?

NBER Working Paper No. w22016
Number of pages: 54 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 (623,929)

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

Number of pages: 32 Posted: 08 May 2018
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 59 (343,001)

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VIX futures, volatility risk premium, mean-reversion, momentum

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

NBER Working Paper No. w24575
Number of pages: 33 Posted: 07 May 2018
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 8 (582,097)
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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 55 (355,250)

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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 2 (623,929)

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9.

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: 20 Jun 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 51 (362,317)
Citation 9

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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 33 (437,199)
Citation 3

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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 Last Revised: 19 Sep 2010
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 17 (526,592)
Citation 8

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11.

Risk Based Explanations of the Equity Premium

NBER Working Paper No. w13220
Number of pages: 101 Posted: 13 Jul 2007 Last Revised: 17 Aug 2010
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 49 (368,581)
Citation 13

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12.

The Equity Premium in India

NBER Working Paper No. w12434
Number of pages: 15 Posted: 16 Aug 2006 Last Revised: 24 Jun 2010
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 44 (385,198)
Citation 16

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13.
Downloads 40 (399,436)
Citation 7

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 40 (407,598)
Citation 7

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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

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

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 35 (418,934)
Citation 9

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15.

Recursive Competitive Equilibrium

NBER Working Paper No. w12433
Number of pages: 17 Posted: 16 Aug 2006 Last Revised: 08 Nov 2006
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 33 (426,990)
Citation 5

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16.

Indian Equity Markets: Measures of Fundamental Value

NBER Working Paper No. w16061
Number of pages: 45 Posted: 07 Jun 2010 Last Revised: 22 Jun 2010
Rajnish Mehra
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 27 (454,212)

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17.

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

Number of pages: 36 Posted: 31 Jan 2018
Columbia Business School - Finance and Economics, Universite du Luxembourg - Faculty of Law, Economics and Finance, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 20 (491,585)

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Lucas Paradox, Capital-Labor Ratio, FDI-Intensity, One-Child Policy

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 10 (569,946)

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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 (606,690)

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19.

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 (563,144)
Citation 870
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equity premium, investment risk, capital markets, asset prices

20.

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

NBER Working Paper No. w24256
Number of pages: 43 Posted: 29 Jan 2018
Columbia Business School - Finance and Economics, Universite du Luxembourg - Faculty of Law, Economics and Finance, Universite du Luxembourg and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 5 (574,113)
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21.

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

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