Ravi Jagannathan
Ravi Jagannathan
Kellogg School of Management, Northwestern University
Geverifieerd e-mailadres voor kellogg.northwestern.edu
Geciteerd door
Geciteerd door
On the relation between the expected value and the volatility of the nominal excess return on stocks
LR Glosten, R Jagannathan, DE Runkle
The journal of finance 48 (5), 1779-1801, 1993
The conditional CAPM and the cross‐section of expected returns
R Jagannathan, Z Wang
The Journal of finance 51 (1), 3-53, 1996
Implications of security market data for models of dynamic economies
LP Hansen, R Jagannathan
Journal of political economy 99 (2), 225-262, 1991
Risk reduction in large portfolios: Why imposing the wrong constraints helps
R Jagannathan, T Ma
The Journal of Finance 58 (4), 1651-1683, 2003
Assessing specification errors in stochastic discount factor models
LP Hansen, R Jagannathan
The Journal of Finance 52 (2), 557-590, 1997
Banking panics, information, and rational expectations equilibrium
VV Chari, R Jagannathan
The Journal of Finance 43 (3), 749-761, 1988
The stock market's reaction to unemployment news: Why bad news is usually good for stocks
JH Boyd, J Hu, R Jagannathan
The Journal of Finance 60 (2), 649-672, 2005
Economic significance of predictable variations in stock index returns
W Breen, LR Glosten, R Jagannathan
The Journal of finance 44 (5), 1177-1189, 1989
Why should older people invest less in stocks than younger people
R Jagannathan, NR Kocherlakota
Federal Reserve Bank of Minneapolis Quarterly Review 20, 11-20, 1996
Assessing the market timing performance of managed portfolios
R Jagannathan, RA Korajczyk
Journal of business, 217-235, 1986
Do hot hands exist among hedge fund managers? An empirical evaluation
R Jagannathan, A Malakhov, D Novikov
The Journal of Finance 65 (1), 217-255, 2010
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
M Frank, R Jagannathan
Journal of Financial Economics 47 (2), 161-188, 1998
An asymptotic theory for estimating beta‐pricing models using cross‐sectional regression
R Jagannathan, Z Wang
The Journal of Finance 53 (4), 1285-1309, 1998
The declining US equity premium
R Jagannathan, ER McGrattan, A Scherbina
National Bureau of Economic Research Working Paper Series, 2001
Lazy investors, discretionary consumption, and the cross‐section of stock returns
R Jagannathan, Y Wang
The Journal of Finance 62 (4), 1623-1661, 2007
A contingent claim approach to performance evaluation
LR Glosten, R Jagannathan
Journal of Empirical Finance 1 (2), 133-160, 1994
Ex-dividend price behavior of common stocks
JH Boyd, R Jagannathan
The Review of Financial Studies 7 (4), 711-741, 1994
Seasonalities in security returns: The case of earnings announcements
VV Chari, R Jagannathan, AR Ofer
Journal of Financial Economics 21 (1), 101-121, 1988
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Z Da, RJ Guo, R Jagannathan
Journal of Financial Economics 103 (1), 204-220, 2012
The CAPM debate
R Jagannathan, ER McGrattan
Federal Reserve Bank of Minneapolis Quarterly Review 19 (4), 2-17, 1995
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