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1

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan and David E. Runkle

Journal:

The Journal of Finance

Année:

1993

Langue:

english

Fichier:

PDF, 618 KB

english, 1993

2

Implications of Security Market Data for Models of Dynamic Economies

Lars Peter Hansen and Ravi Jagannathan

Journal:

Journal of Political Economy

Année:

1991

Langue:

english

Fichier:

PDF, 3.35 MB

english, 1991

3

The Conditional CAPM and the Cross-Section of Expected Returns

RAVI JAGANNATHAN, ZHENYU WANG

Journal:

The Journal of Finance

Année:

1996

Langue:

english

Fichier:

PDF, 2.87 MB

english, 1996

4

The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks

JOHN H. BOYD, JIAN HU, RAVI JAGANNATHAN

Journal:

The Journal of Finance

Année:

2005

Langue:

english

Fichier:

PDF, 134 KB

english, 2005

5

Jackknife Estimator for Tracking Error Variance of Optimal Portfolios

Basak, Gopal K., Jagannathan, Ravi, Ma, Tongshu

Journal:

Management Science

Année:

2009

Langue:

english

Fichier:

PDF, 211 KB

english, 2009

6

Why do firms use high discount rates?

Jagannathan, Ravi, Matsa, David A., Meier, Iwan, Tarhan, Vefa

Journal:

Journal of Financial Economics

Année:

2016

Langue:

english

Fichier:

PDF, 3.51 MB

english, 2016

7

Reforming the Bookbuilding Process for IPOs

Ravi Jagannathan, Ann E. Sherman

Journal:

Journal of Applied Corporate Finance

Année:

2005

Langue:

english

Fichier:

PDF, 136 KB

english, 2005

8

CAPM for estimating the cost of equity capital: Interpreting the empirical evidence

Zhi Da, Re-Jin Guo, Ravi Jagannathan

Journal:

Journal of Financial Economics

Année:

2012

Langue:

english

Fichier:

PDF, 721 KB

english, 2012

9

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

Ravi Jagannathan, Tongshu Ma

Journal:

The Journal of Finance

Année:

2003

Langue:

english

Fichier:

PDF, 246 KB

english, 2003

10

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

GLOSTEN, LAWRENCE R., JAGANNATHAN, RAVI, RUNKLE, DAVID E.

Journal:

The Journal of Finance

Année:

1993

Langue:

english

Fichier:

PDF, 1.38 MB

english, 1993

11

Assessing Specification Errors in Stochastic Discount Factor Models

Lars Peter Hansen and Ravi Jagannathan

Journal:

The Journal of Finance

Année:

1997

Langue:

english

Fichier:

PDF, 686 KB

english, 1997

12

Price Stability and Futures Trading in Commodities

V. V. Chari, Ravi Jagannathan and Larry Jones

Journal:

Quarterly Journal of Economics

Année:

1990

Langue:

english

Fichier:

PDF, 172 KB

english, 1990

13

JBES Twentieth Anniversary Issue on the Generalized Method of Moments || Generalized Method of Moments: Applications in Finance

Ravi Jagannathan, Georgios Skoulakis and Zhenyu Wang

Journal:

Journal of Business and Economic Statistics

Année:

2002

Langue:

english

Fichier:

PDF, 468 KB

english, 2002

14

Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

RAVI JAGANNATHAN, ALEXEY MALAKHOV, DMITRY NOVIKOV

Journal:

The Journal of Finance

Année:

2010

Langue:

english

Fichier:

PDF, 696 KB

english, 2010

15

Call options and the risk of underlying securities

Ravi Jagannathan

Journal:

Journal of Financial Economics

Année:

1984

Langue:

english

Fichier:

PDF, 571 KB

english, 1984

16

Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!

Jagannathan, Ravi, Kapoor, Mudit, Schaumburg, Ernst

Journal:

Journal of Financial Intermediation

Année:

2013

Langue:

english

Fichier:

PDF, 981 KB

english, 2013

17

An Investigation of Commodity Futures Prices Using the Consumption-Based Intertemporal Capital Asset Pricing Model

Ravi Jagannathan

Journal:

The Journal of Finance

Année:

1985

Langue:

english

Fichier:

PDF, 474 KB

english, 1985

18

A Firm's Cost of Capital

Jagannathan, Ravi, Liberti, José, Liu, Binying, Meier, Iwan

Journal:

Annual Review of Financial Economics

Année:

2017

Langue:

english

Fichier:

PDF, 396 KB

english, 2017

19

An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression

Ravi Jagannathan, Zhenyu Wang

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 157 KB

english, 1998

20

Economic Significance of Predictable Variations in Stock Index Returns

William Breen, Lawrence R. Glosten and Ravi Jagannathan

Journal:

The Journal of Finance

Année:

1989

Langue:

english

Fichier:

PDF, 1.42 MB

english, 1989

21

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

Ravi Jagannathan and Tongshu Ma

Journal:

The Journal of Finance

Année:

2003

Langue:

english

Fichier:

PDF, 3.59 MB

english, 2003

22

Generalized Methods of Moments

Jagannathan, Ravi, Skoulakis, Georgios, Wang, Zhenyu

Journal:

Journal of Business and Economic Statistics

Année:

2002

Langue:

english

Fichier:

PDF, 272 KB

english, 2002

23

Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

Ravi Jagannathan and Yong Wang

Journal:

The Journal of Finance

Année:

2007

Langue:

english

Fichier:

PDF, 4.12 MB

english, 2007

24

The Conditional CAPM and the Cross-Section of Expected Returns

Jagannathan, Ravi, Wang, Zhenyu

Journal:

The Journal of Finance

Année:

1996

Langue:

english

Fichier:

PDF, 1.15 MB

english, 1996

25

Jackknife Estimator for Tracking Error Variance of Optimal Portfolios

Gopal K. Basak, Ravi Jagannathan and Tongshu Ma

Journal:

Management Science

Année:

2009

Langue:

english

Fichier:

PDF, 1.89 MB

english, 2009

26

Options: Theory, Strategy, and Applicationsby Peter Ritchken

Review by: Ravi Jagannathan

Journal:

The Journal of Finance

Année:

1989

Langue:

english

Fichier:

PDF, 174 KB

english, 1989

27

The Public Market Equivalent and Private Equity Performance

Sorensen, Morten, Jagannathan, Ravi

Journal:

Financial Analysts Journal

Année:

2015

Langue:

english

Fichier:

PDF, 211 KB

english, 2015

28

Momentum Trading, Return Chasing and Predictable Crashes

Chabot, Benjamin Remy, Ghysels, Eric, Jagannathan, Ravi

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 939 KB

english, 2014

29

Growth Expectations, Dividend Yields, and Future Stock Returns

Da, Zhi, Jagannathan, Ravi, Shen, Jianfeng

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 881 KB

english, 2014

30

Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns

JAGANNATHAN, RAVI, LIU, BINYING, ZHANG, JIAQI

Journal:

The Journal of Finance

Année:

2019

Langue:

english

Fichier:

PDF, 541 KB

english, 2019

31

Extraordinary Value Partners, LLC

Jagannathan, Ravi, Gao, Paul, Green, Eric

Journal:

Kellogg School of Management Cases

Année:

2017

Fichier:

PDF, 222 KB

2017

32

A Note on the Asymptotic Covariance in Fama-MacBeth Regression

Ravi Jagannathan, Zhenyu Wang

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 49 KB

english, 1998

33

Empirical Evaluation of Asset–Pricing Models: A Comparison of the SDF and Beta Methods

Ravi Jagannathan, Zhenyu Wang

Journal:

The Journal of Finance

Année:

2002

Langue:

english

Fichier:

PDF, 164 KB

english, 2002

34

Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

RAVI JAGANNATHAN, YONG WANG

Journal:

The Journal of Finance

Année:

2007

Langue:

english

Fichier:

PDF, 214 KB

english, 2007

35

Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes

Murray Frank, Ravi Jagannathan

Journal:

Journal of Financial Economics

Année:

1998

Langue:

english

Fichier:

PDF, 166 KB

english, 1998

36

Assessing Specification Errors in Stochastic Discount Factor Models

LARS PETER HANSEN, RAVI JAGANNATHAN

Journal:

The Journal of Finance

Année:

1997

Langue:

english

Fichier:

PDF, 2.04 MB

english, 1997

37

Seasonalities in security returns: The case of earnings announcements

V.V Chari, Ravi Jagannathan, Aharon R Ofer

Journal:

Journal of Financial Economics

Année:

1988

Langue:

english

Fichier:

PDF, 1.88 MB

english, 1988

38

Does product market competition reduce agency costs?

Ravi Jagannathan, Shaker B Srinivasan

Journal:

The North American Journal of Economics and Finance

Année:

1999

Langue:

english

Fichier:

PDF, 80 KB

english, 1999

39

Part 1 || Assessing the Market Timing Performance of Managed Portfolios

Ravi Jagannathan and Robert A. Korajczyk

Journal:

The Journal of Business

Année:

1986

Langue:

english

Fichier:

PDF, 1.65 MB

english, 1986

40

Papers and Proceedings of the Fifty-Eighth Annual Meeting of the American Finance Association, Chicago, Illinois, January 3-5, 1998 || An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression

Ravi Jagannathan and Zhenyu Wang

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 621 KB

english, 1998

41

Papers and Proceedings of the Forty-Seventh Annual Meeting of the American Finance Association, Chicago, Illinois, December 28-30, 1987 || Banking Panics, Information, and Rational Expectations Equilibrium

V. V. Chari and Ravi Jagannathan

Journal:

The Journal of Finance

Année:

1988

Langue:

english

Fichier:

PDF, 280 KB

english, 1988

42

Cross-Sectional Asset Pricing Tests

Jagannathan, Ravi, Schaumburg, Ernst, Zhou, Guofu

Journal:

Annual Review of Financial Economics

Année:

2010

Langue:

english

Fichier:

PDF, 1.35 MB

english, 2010

43

Handbook of Financial Econometrics: Applications || The Analysis of the Cross-Section of Security Returns

Jagannathan, Ravi

Année:

2010

Langue:

english

Fichier:

PDF, 401 KB

english, 2010

44

The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks

John H. Boyd, Jian Hu and Ravi Jagannathan

Journal:

The Journal of Finance

Année:

2005

Langue:

english

Fichier:

PDF, 2.73 MB

english, 2005

45

Adverse Selection in a Model of Real Estate Lending

V. V. Chari and Ravi Jagannathan

Journal:

The Journal of Finance

Année:

1989

Langue:

english

Fichier:

PDF, 283 KB

english, 1989

46

Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods

Ravi Jagannathan and Zhenyu Wang

Journal:

The Journal of Finance

Année:

2002

Langue:

english

Fichier:

PDF, 741 KB

english, 2002

47

Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

RAVI JAGANNATHAN, ALEXEY MALAKHOV and DMITRY NOVIKOV

Journal:

The Journal of Finance

Année:

2010

Langue:

english

Fichier:

PDF, 3.83 MB

english, 2010

48

Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns

Jagannathan, Ravi, Marakani, Srikant, Takehara, Hitoshi, Wang, Yong

Journal:

Management Science

Année:

2012

Langue:

english

Fichier:

PDF, 310 KB

english, 2012

49

A Note on the Asymptotic Covariance in Fama-MacBeth Regression

Ravi Jagannathan and Zhenyu Wang

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 185 KB

english, 1998

50

Batch biodegradation of toluene by mixed microbial consortia and its kinetics

Rajamanickam, Ravi, Kaliyamoorthi, Kauselya, Ramachandran, Narendiran, Baskaran, Divya, Krishnan, Jagannathan

Journal:

International Biodeterioration & Biodegradation

Année:

2016

Langue:

english

Fichier:

PDF, 1.53 MB

english, 2016