Author Page for Ravi Jagannathan

An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity

Third Singapore International Conference on Finance 2009

Number of pages: 68 Posted: 22 Jan 2009 Last Revised: 20 Mar 2009

Joseph Engelberg, Pengjie Gao and Ravi Jagannathan

University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 2,790 (6,428)

Citation 10

Abstract:

2.

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

Number of pages: 48 Posted: 24 Jul 2003

John H. Boyd, Jian Hu and Ravi Jagannathan

University of Minnesota - Twin Cities - Carlson School of Management, Moody's Investors Service and Northwestern University - Kellogg School of Management

Downloads 2,399 (8,155)

Citation 22

Abstract:

3.

The Public Market Equivalent and Private Equity Performance

Downloads 2,001 ( 10,953)

Citation 19

2

The Public Market Equivalent and Private Equity Performance

Columbia Business School Research Paper No. 13-34

Number of pages: 21 Posted: 02 May 2013 Last Revised: 11 Nov 2019

Morten Sorensen and Ravi Jagannathan

Dartmouth College - Tuck School of Business and Northwestern University - Kellogg School of Management

Downloads 1,038 (29,239)

Citation 21

Abstract:

The Public Market Equivalent and Private Equity Performance

Financial Analysts Journal, Vol. 71, No. 4, 2015, Netspar Discussion Paper No. 09/2013-039

Number of pages: 22 Posted: 01 Nov 2013 Last Revised: 13 Jan 2016

Morten Sorensen and Ravi Jagannathan

Dartmouth College - Tuck School of Business and Northwestern University - Kellogg School of Management

Downloads 963 (32,462)

Citation 3

Abstract:

4.

Momentum Trading, Return Chasing and Predictable Crashes

Downloads 1,677 ( 14,538)

Citation 3

4

Momentum Trading, Return Chasing and Predictable Crashes

Number of pages: 44 Posted: 01 Nov 2014 Last Revised: 03 Dec 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 1,431 (18,150)

Citation 2

Abstract:

Momentum Trading, Return Chasing and Predictable Crashes

FRB of Chicago Working Paper No. 2014-27

Number of pages: 57 Posted: 19 Dec 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 207 (200,000)

Citation 1

Abstract:

Momentum Trading, Return Chasing, and Predictable Crashes

NBER Working Paper No. w20660

Number of pages: 45 Posted: 08 Dec 2014 Last Revised: 15 Dec 2021

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 38 (583,238)

Abstract:

Momentum Trading, Return Chasing, and Predictable Crashes

CEPR Discussion Paper No. DP10234

Number of pages: 44 Posted: 10 Nov 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 1 (896,203)

Add to Cart

Abstract:

5.

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

Downloads 1,379 ( 19,541)

Citation 11

2

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

UIC College of Business Administration Research Paper No. 10-06

Number of pages: 51 Posted: 18 Mar 2010

Zhi Da, Re-Jin Guo and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management

Downloads 1,269 (21,744)

Citation 12

Abstract:

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

NBER Working Paper No. w14889

Number of pages: 61 Posted: 20 Apr 2009 Last Revised: 09 Mar 2022

Zhi Da, Re-Jin Guo and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management

Downloads 110 (334,767)

Citation 1

Abstract:

6.

Why Do IPO Auctions Fail?

Number of pages: 55 Posted: 10 Jan 2006

Ann E. Sherman and Ravi Jagannathan

DePaul University and Northwestern University - Kellogg School of Management

Downloads 1,070 (27,986)

Citation 2

Abstract:

Why Do IPO Auctions Fail?

NBER Working Paper No. w12151

Number of pages: 55 Posted: 22 Dec 2006 Last Revised: 16 Mar 2022

Ann E. Sherman and Ravi Jagannathan

DePaul University and Northwestern University - Kellogg School of Management

Downloads 218 (190,422)

Citation 2

Abstract:

7.

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

Downloads 1,120 ( 26,570)

Citation 104

2

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

Journal of Finance, 65 -1, 217-255., AFA 2007 Chicago Meetings Paper

Number of pages: 49 Posted: 20 Mar 2005 Last Revised: 17 Jun 2013

Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov

Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse

Downloads 890 (36,332)

Citation 2

Abstract:

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

NBER Working Paper No. w12015

Number of pages: 47 Posted: 27 Apr 2006 Last Revised: 02 May 2021

Ravi Jagannathan, Dmitry Novikov and Alexey Malakhov

Northwestern University - Kellogg School of Management, Credit Suisse and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance

Downloads 230 (180,893)

Citation 20

Abstract:

8.

Reforming the Bookbuilding Process for Ipos

Number of pages: 17 Posted: 14 Jan 2005

Ann E. Sherman and Ravi Jagannathan

DePaul University and Northwestern University - Kellogg School of Management

Downloads 1,090 (27,671)

Citation 3

Abstract:

9.

Tail Risk in Momentum Strategy Returns

Downloads 1,008 ( 30,936)

Citation 3

2

Tail Risk in Momentum Strategy Returns

Number of pages: 35 Posted: 05 Jun 2012

Kent D. Daniel, Ravi Jagannathan and Soohun Kim

Columbia University - Columbia Business School, Finance, Northwestern University - Kellogg School of Management and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 842 (39,269)

Citation 1

Abstract:

Tail Risk in Momentum Strategy Returns

NBER Working Paper No. w18169

Number of pages: 69 Posted: 22 Jun 2012 Last Revised: 23 Feb 2022

Kent D. Daniel, Ravi Jagannathan and Soohun Kim

Columbia University - Columbia Business School, Finance, Northwestern University - Kellogg School of Management and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 166 (243,117)

Citation 2

Abstract:

10.

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

Downloads 816 ( 41,544)

Citation 85

3

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

AFA 2006 Boston Meetings Paper

Number of pages: 80 Posted: 04 Jan 2005

Yong Wang and Ravi Jagannathan

Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management

Downloads 345 (119,103)

Citation 17

Abstract:

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

Number of pages: 79 Posted: 02 Aug 2005

Yong Wang and Ravi Jagannathan

Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management

Downloads 262 (159,237)

Citation 1

Abstract:

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

AFA 2006 Boston Meetings Paper, Journal of Finance, Forthcoming

Number of pages: 79 Posted: 14 Aug 2006

Yong Wang and Ravi Jagannathan

Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management

Downloads 209 (198,208)

Citation 19

Abstract:

11.

Assessing the Market Timing Performance of Managed Portfolios

Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986

Number of pages: 31 Posted: 21 Oct 2011 Last Revised: 03 May 2012

Ravi Jagannathan and Robert A. Korajczyk

Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management

Downloads 805 (42,325)

Citation 8

Abstract:

12.

Why Do Firms Use High Discount Rates?

Number of pages: 83 Posted: 22 Mar 2014 Last Revised: 30 Jun 2015

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

Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management, HEC Montreal - Department of Finance and Loyola University of Chicago - School of Business Administration

Downloads 797 (42,907)

Citation 15

Abstract:

13.

Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints

Number of pages: 43 Posted: 10 Dec 2001

Tongshu Ma and Ravi Jagannathan

Binghamton University and Northwestern University - Kellogg School of Management

Downloads 778 (44,280)

Citation 9

Abstract:

14.

Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis

NBER Working Paper No. w9111

Number of pages: 57 Posted: 16 Aug 2002 Last Revised: 25 Nov 2021

Arik Ben Dor and Ravi Jagannathan

affiliation not provided to SSRN and Northwestern University - Kellogg School of Management

Downloads 736 (47,719)

Citation 1

Abstract:

15.

Does Product Market Competition Reduce Agency Costs

Number of pages: 20 Posted: 29 Oct 1999

Shaker Srinivasan and Ravi Jagannathan

University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management

Downloads 631 (58,350)

Citation 2

Abstract:

16.

A Test of Mean-Variance Efficiency When Short Selling is Prohibited

Number of pages: 20 Posted: 02 Jun 1998

Gopal Basak, Guaqiang Sun and Ravi Jagannathan

University of Bristol - Department of Mathematics, Federal National Mortgage Association (Fannie Mae) and Northwestern University - Kellogg School of Management

Downloads 565 (67,119)

Citation 1

Abstract:

17.

What Caused the Current Financial Mess and What Can We Do about It?

Downloads 463 ( 85,807)

2

What Caused the Current Financial Mess and What Can We Do about It?

Number of pages: 25 Posted: 31 Aug 2009

John H. Boyd, Ravi Jagannathan and Sungkyu Kwak

University of Minnesota - Twin Cities - Carlson School of Management, Northwestern University - Kellogg School of Management and Washburn University

Downloads 463 (85,002)

Citation 4

Abstract:

What Caused the Current Financial Mess and What Can We Do About It?

Journal Of Investment Management (JOIM), Fourth Quarter 2009

Posted: 19 Jan 2010 Last Revised: 19 Oct 2010

John H. Boyd, Ravi Jagannathan, Sungkyu Kwak and Editor JOIM

University of Minnesota - Twin Cities - Carlson School of Management, Northwestern University - Kellogg School of Management, Washburn University and Journal of Investment Management (JOIM)

Abstract:

18.

Supplement to 'Why Do IPO Auctions Fail?'

Number of pages: 15 Posted: 26 Mar 2006

Ann E. Sherman and Ravi Jagannathan

DePaul University and Northwestern University - Kellogg School of Management

Downloads 445 (89,761)

Abstract:

19.

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Downloads 430 ( 93,422)

Citation 6

2

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Number of pages: 56 Posted: 15 Nov 2007 Last Revised: 19 Dec 2008

Zhi Da, Pengjie Gao and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 360 (113,662)

Citation 5

Abstract:

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

NBER Working Paper No. w14609

Number of pages: 57 Posted: 29 Dec 2008 Last Revised: 03 Dec 2021

Zhi Da, Pengjie Gao and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

Downloads 70 (443,047)

Abstract:

20.

Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

Downloads 429 ( 93,692)

2

Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

Number of pages: 66 Posted: 12 Dec 2009 Last Revised: 22 Feb 2014

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 383 (105,927)

Abstract:

Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression Us Stock Markets

NBER Working Paper No. w15591

Number of pages: 66 Posted: 22 Dec 2009 Last Revised: 07 Feb 2021

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 46 (541,436)

Abstract:

21.

Ignoring Reload Features Can Substantially Understate the Value of Executive Stock Options

Number of pages: 43 Posted: 18 Aug 1998

P. Jane Saly and Ravi Jagannathan

University of St. Thomas - Department of Accounting and Northwestern University - Kellogg School of Management

Downloads 425 (94,697)

Abstract:

22.

Why Don’t Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms

Number of pages: 43 Posted: 22 Jan 2009 Last Revised: 19 Dec 2012

Ravi Jagannathan, Andrei Jirnyi and Ann E. Sherman

Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and DePaul University

Downloads 376 (109,022)

Citation 1

Abstract:

23.

Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market

Downloads 363 (113,396)

2

Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market

Number of pages: 33 Posted: 29 Oct 1997

Keiichi Kubota, Ravi Jagannathan and Hitoshi Takehara

Chuo University - Graduate School of Strategic Management, Northwestern University - Kellogg School of Management and Graduate School of Business and Finance

Downloads 363 (112,562)

Citation 8

Abstract:

Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market

Posted: 22 Jul 1998

Keiichi Kubota, Hitoshi Takehara and Ravi Jagannathan

Chuo University - Graduate School of Strategic Management, Graduate School of Business and Finance and Northwestern University - Kellogg School of Management

Abstract:

24.

Market Timing

Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, edited by John Guerard, Jr., Springer International Publishers, 2017, pp.49-71

Number of pages: 27 Posted: 02 Nov 2014 Last Revised: 06 Feb 2017

Ravi Jagannathan and Robert A. Korajczyk

Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management

Downloads 359 (114,814)

Citation 2

Abstract:

25.

Recovery from Fast Crashes: Role of Mutual Funds

Downloads 355 (116,617)

Citation 2

2

Recovery from Fast Crashes: Role of Mutual Funds

SAFE Working Paper No. 227

Number of pages: 75 Posted: 27 Aug 2018 Last Revised: 16 Feb 2021

Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman and Darya Yuferova

Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance

Downloads 344 (119,883)

Citation 2

Abstract:

Stock Price Crashes: Role of Slow-Moving Capital

NBER Working Paper No. w24098

Number of pages: 74 Posted: 16 Dec 2017 Last Revised: 07 May 2022

Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg and Darya Yuferova

University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York and Norwegian School of Economics (NHH) - Department of Finance

Downloads 11 (786,857)

Abstract:

26.

Assessing the Risk in Sample Minimum Risk Portfolios

Downloads 354 (116,617)

Citation 15

2

Assessing the Risk in Sample Minimum Risk Portfolios

Number of pages: 52 Posted: 04 May 2004

Gopal Basak, Tongshu Ma and Ravi Jagannathan

University of Bristol - Department of Mathematics, Binghamton University and Northwestern University - Kellogg School of Management

Downloads 286 (145,556)

Citation 5

Abstract:

A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1

NBER Working Paper No. w10447

Number of pages: 52 Posted: 10 May 2004 Last Revised: 17 Jan 2022

Gopal Basak, Tongshu Ma and Ravi Jagannathan

University of Bristol - Department of Mathematics, Binghamton University and Northwestern University - Kellogg School of Management

Downloads 68 (449,956)

Citation 3

Abstract:

27.

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

Downloads 334 (124,688)

Citation 69

2

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

NBER Working Paper No. w8922

Number of pages: 50 Posted: 03 May 2002 Last Revised: 20 May 2022

Tongshu Ma and Ravi Jagannathan

Binghamton University and Northwestern University - Kellogg School of Management

Downloads 334 (123,969)

Citation 69

Abstract:

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

Posted: 22 Nov 2003

Tongshu Ma and Ravi Jagannathan

Binghamton University and Northwestern University - Kellogg School of Management

Abstract:

28.

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

Management Science, Forthcoming, AFA 2008 New Orleans Meetings Paper

Number of pages: 43 Posted: 21 Mar 2007 Last Revised: 10 Oct 2011

Ravi Jagannathan, Srikant Marakani, Hitoshi Takehara and Yong Wang

Northwestern University - Kellogg School of Management, City University of Hong Kong (CityU), Graduate School of Business and Finance and Hong Kong Polytechnic University - School of Accounting and Finance

Downloads 309 (134,859)

Abstract:

29.

Growth Expectations, Dividend Yields, and Future Stock Returns

Downloads 269 (155,645)

2

Growth Expectations, Dividend Yields, and Future Stock Returns

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper

Number of pages: 58 Posted: 30 Oct 2014 Last Revised: 20 Nov 2014

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 232 (179,421)

Abstract:

Growth Expectations, Dividend Yields, and Future Stock Returns

NBER Working Paper No. w20651

Number of pages: 58 Posted: 03 Nov 2014 Last Revised: 06 Jun 2021

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 37 (588,829)

Abstract:

30.

Do We Need CAPM for Capital Budgeting?

Downloads 236 (177,020)

2

Do We Need CAPM for Capital Budgeting?

NBER Working Paper No. w8719

Number of pages: 46 Posted: 17 Jan 2002 Last Revised: 30 Apr 2022

Iwan Meier and Ravi Jagannathan

HEC Montreal - Department of Finance and Northwestern University - Kellogg School of Management

Downloads 236 (176,523)

Abstract:

Do We Need CAPM for Capital Budgeting?

Financial Management, Vol. 31, No. 4, Winter 2002

Posted: 18 Jul 2003

Iwan Meier and Ravi Jagannathan

HEC Montreal - Department of Finance and Northwestern University - Kellogg School of Management

Abstract:

31.

Dividend Dynamics, Learning, and Expected Stock Index Returns

Downloads 234 (178,454)

Citation 10

2

Dividend Dynamics, Learning, and Expected Stock Index Returns

Number of pages: 55 Posted: 08 Sep 2015 Last Revised: 02 Oct 2016

Ravi Jagannathan and Binying Liu

Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management

Downloads 213 (194,669)

Abstract:

Dividend Dynamics, Learning, and Expected Stock Index Returns

NBER Working Paper No. w21557

Number of pages: 72 Posted: 14 Sep 2015 Last Revised: 27 Nov 2021

Ravi Jagannathan and Binying Liu

Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management

Downloads 21 (698,989)

Citation 8

Abstract:

32.

The Declining U.S. Equity Premium

NBER Working Paper No. w8172

Number of pages: 44 Posted: 16 Mar 2001 Last Revised: 02 May 2021

Ellen R. McGrattan, Anna Scherbina and Ravi Jagannathan

Federal Reserve Bank of Minneapolis - Research Department, Brandeis University and Northwestern University - Kellogg School of Management

Downloads 224 (185,881)

Citation 4

Abstract:

33.

Price Momentum in Stocks: Insights from Victorian Age Data

NBER Working Paper No. w14500

Number of pages: 50 Posted: 25 Nov 2008 Last Revised: 14 Feb 2021

Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan

Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management

Downloads 221 (188,249)

Citation 2

Abstract:

34.

Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom Not the Disease!

NBER Working Paper No. w15404

Number of pages: 38 Posted: 13 Oct 2009 Last Revised: 05 Aug 2021

Ravi Jagannathan, Mudit Kapoor and Ernst Schaumburg

Northwestern University - Kellogg School of Management, Indian School of Business and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 207 (200,188)

Citation 7

Abstract:

35.

Investor Optimism, Sales Fixation and Firm Life Cycle

Downloads 187 (219,385)

2

Investor Optimism, Sales Fixation and Firm Life Cycle

Number of pages: 63 Posted: 14 Nov 2012 Last Revised: 05 Feb 2014

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 161 (249,573)

Abstract:

Building Castles in the Air: Evidence from Industry IPO Waves

NBER Working Paper No. w18555

Number of pages: 64 Posted: 22 Nov 2012 Last Revised: 14 Mar 2022

Zhi Da, Ravi Jagannathan and Jianfeng Shen

University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales

Downloads 26 (660,046)

Abstract:

36.

Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Number of pages: 5 Posted: 17 Jun 2013

Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov

Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse

Downloads 183 (223,550)

Abstract:

37.

Implications of Security Market Data for Models of Dynamic Economies

NBER Working Paper No. t0089

Number of pages: 56 Posted: 26 Jan 2007 Last Revised: 01 Apr 2022

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Downloads 134 (288,412)

Citation 77

Abstract:

38.

Environmental, Social, and Governance Criteria: Why Investors are Paying Attention

NBER Working Paper No. w24063

Number of pages: 27 Posted: 06 Dec 2017 Last Revised: 02 Apr 2022

Ravi Jagannathan, Ashwin Ravikumar and Marco Sammon

Northwestern University - Kellogg School of Management, Amherst College and Harvard Business School

Downloads 129 (296,748)

Citation 5

Abstract:

39.

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

NBER Working Paper No. w8098

Number of pages: 50 Posted: 26 Jan 2001 Last Revised: 17 Feb 2022

Zhenyu Wang and Ravi Jagannathan

University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management

Downloads 106 (341,145)

Citation 14

Abstract:

40.

Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms

NBER Working Paper No. w16214

Number of pages: 45 Posted: 26 Jul 2010 Last Revised: 22 Apr 2022

Ravi Jagannathan, Andrei Jirnyi and Ann E. Sherman

Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and DePaul University

Downloads 105 (343,296)

Abstract:

41.

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

NBER Working Paper No. w8092

Number of pages: 41 Posted: 19 Jan 2001 Last Revised: 09 Apr 2022

John H. Boyd, Jian Hu and Ravi Jagannathan

University of Minnesota - Twin Cities - Carlson School of Management, Moody's Investors Service and Northwestern University - Kellogg School of Management

Downloads 100 (354,534)

Citation 18

Abstract:

42.

An Evaluation of Multi-Factor Cir Models Using Libor, Swap Rates, and Cap and Swaption Prices

NBER Working Paper No. w8682

Number of pages: 44 Posted: 20 Dec 2001 Last Revised: 24 Mar 2022

Andrew Kaplin, Steve Guoqiang Sun and Ravi Jagannathan

Northwestern University - Kellogg School of Management, University Capital Strategies Group and Northwestern University - Kellogg School of Management

Downloads 79 (409,236)

Citation 5

Abstract:

43.

The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data

NBER Working Paper No. w16770

Number of pages: 43 Posted: 07 Feb 2011 Last Revised: 29 Apr 2022

Ravi Jagannathan, Iwan Meier and Vefa Tarhan

Northwestern University - Kellogg School of Management, HEC Montreal - Department of Finance and Loyola University of Chicago - School of Business Administration

Downloads 63 (461,841)

Abstract:

44.

Assessing Specification Errors in Stochastic Discount Factor Models

Downloads 62 (465,479)

3

Assessing Specification Errors in Stochastic Discount Factor Models

NBER Working Paper No. t0153

Number of pages: 42 Posted: 16 Jul 2000 Last Revised: 04 Dec 2021

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Downloads 62 (472,160)

Citation 15

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

JOURNAL OF FINANCE, Vol 52 No 2, June 1997

Posted: 10 Mar 1997

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Abstract:

Assessing Specification Errors in Stochastic Discount Factor Models

Posted: 14 Mar 1996

Lars Peter Hansen and Ravi Jagannathan

University of Chicago - Department of Economics and Northwestern University - Kellogg School of Management

Abstract:

45.

Does Product Market Competition Reduce Agency Costs?

NBER Working Paper No. w7480

Number of pages: 20 Posted: 09 Jul 2000 Last Revised: 18 Apr 2022

Ravi Jagannathan and Shaker Srinivasan

Northwestern University - Kellogg School of Management and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 53 (500,630)

Abstract:

46.

Consumption Risk and the Cost of Equity Capital

NBER Working Paper No. w11026

Number of pages: 35 Posted: 02 Feb 2005 Last Revised: 17 Feb 2022

Yong Wang and Ravi Jagannathan

Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management

Downloads 51 (508,951)

Abstract:

47.

Valuing the Reload Features of Executive Stock Options

NBER Working Paper No. w7020

Number of pages: 34 Posted: 05 Apr 1999 Last Revised: 06 Apr 2022

Steven J. Huddart, P. Jane Saly and Ravi Jagannathan

Pennsylvania State University, University Park - Department of Accounting, University of St. Thomas - Department of Accounting and Northwestern University - Kellogg School of Management

Downloads 51 (508,951)

Abstract:

48.

Return to Venture Capital in the Aggregate

Downloads 50 (513,262)

2

Return to Venture Capital in the Aggregate

Number of pages: 72 Posted: 20 Apr 2022

Ravi Jagannathan, Shumiao Ouyang and Jiaheng Yu

Northwestern University - Kellogg School of Management, Princeton University - Department of Economics and Bendheim Center for Finance and Massachusetts Institute of Technology (MIT)

Downloads 38 (583,238)

Abstract:

Return to Venture Capital in the Aggregate

NBER Working Paper No. w27690

Number of pages: 64 Posted: 17 Aug 2020 Last Revised: 18 Nov 2021

Shumiao Ouyang, Jiaheng Yu and Ravi Jagannathan

Princeton University - Department of Economics and Bendheim Center for Finance, Massachusetts Institute of Technology (MIT) and Northwestern University - Kellogg School of Management

Downloads 12 (777,469)

Add to Cart

Abstract:

49.

Price Dividend Ratio Factors: Proxies for Long Run Risk

NBER Working Paper No. w17484

Number of pages: 91 Posted: 08 Oct 2011 Last Revised: 11 Apr 2021

Ravi Jagannathan and Srikant Marakani

Northwestern University - Kellogg School of Management and City University of Hong Kong (CityU)

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50.

When Does a Mutual Fund's Trade Reveal its Skill?

NBER Working Paper No. w13625

Number of pages: 52 Posted: 29 Nov 2007 Last Revised: 26 Mar 2022

Pengjie Gao, Zhi Da and Ravi Jagannathan

University of Notre Dame - Mendoza College of Business, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management

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Citation 1

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51.

Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology

NBER Working Paper No. w3421

Number of pages: 37 Posted: 08 Nov 2011 Last Revised: 09 May 2021

Fumio Hayashi and Ravi Jagannathan

National Graduate Institute for Policy Studies and Northwestern University - Kellogg School of Management

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52.

A Return Based Measure of Firm Quality

NBER Working Paper No. w27859

Number of pages: 48 Posted: 28 Sep 2020 Last Revised: 18 Nov 2021

Ravi Jagannathan and Yang Zhang

Northwestern University - Kellogg School of Management and The Options Clearing Corporation

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53.

On Frequent Batch Auctions for Stocks

NBER Working Paper No. w26341

Number of pages: 25 Posted: 07 Oct 2019 Last Revised: 04 Feb 2022

Ravi Jagannathan

Northwestern University - Kellogg School of Management

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Citation 1

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54.

A Firm's Cost of Capital

Annual Review of Financial Economics, Vol. 9, pp. 259-282, 2017

Posted: 03 Jan 2018

Ravi Jagannathan, José Liberti, Binying Liu and Iwan Meier

Northwestern University - Kellogg School of Management, National Bureau of Economic Research (NBER), Hong Kong University of Science & Technology (HKUST) and HEC Montreal - Department of Finance

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55.

Share Auctions of Initial Public Offerings: Global Evidence

Journal of Financial Intermediation, Vol. 24, No. 3, 2015

Posted: 21 Mar 2016

Ravi Jagannathan, Andrei Jirnyi and Ann E. Sherman

Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and DePaul University

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56.

Cross-Sectional Asset Pricing Tests

Annual Review of Financial Economics, Vol. 2, pp. 49-74, 2010

Posted: 12 Nov 2010

Ravi Jagannathan, Ernst Schaumburg and Guofu Zhou

Northwestern University - Kellogg School of Management, Federal Reserve Banks - Federal Reserve Bank of New York and Washington University in St. Louis - John M. Olin Business School

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57.

The Stock Market's Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy

Journal of Investment Management, Vol. 4, No. 4, Fourth Quarter 2006

Posted: 29 Nov 2006

John H. Boyd, Qianqiu Liu and Ravi Jagannathan

University of Minnesota - Twin Cities - Carlson School of Management, University of Hawaii at Manoa - Shidler College of Business and Northwestern University - Kellogg School of Management

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58.

The CAPM is Alive and Well

Posted: 14 Sep 1999

Zenyu Wang and Ravi Jagannathan

University of Minnesota - Twin Cities and Northwestern University - Kellogg School of Management

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59.

Evaluating Executive Stock Options Using the Binomial Option Pricing Model

Posted: 20 Dec 1998

Sigurjon Arnason and Ravi Jagannathan

Humboldt University of Berlin and Northwestern University - Kellogg School of Management

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60.

Ex-Dividend Price Behavior of Common Stocks

REVIEW OF FINANCIAL STUDIES Volume 7, Number 3, 1994

Posted: 20 Dec 1998

John H. Boyd and Ravi Jagannathan

University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management

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61.

The Conditional CAPM and the Cross-Section of Expected Returns

J. OF FINANCE, Vol. 51 No. 1, March 1996

Posted: 05 Jul 1998

Zhenyu Wang and Ravi Jagannathan

University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management

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62.

Dividends Without Taxes: Empirical Evidence from Hong Kong

Posted: 03 Jun 1998

Murray Z. Frank and Ravi Jagannathan

University of Minnesota and Northwestern University - Kellogg School of Management

Ravi Jagannathan

CME Group/John F. Sandner Chair of Finance; Co-Director, Financial Institutions and Markets Research Center

National Bureau of Economic Research (NBER)

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Special Term Professor

Indian School of Business (ISB), Hyderabad

Special Term Professor

62

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Scholarly Papers (62)

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Momentum Trading, Return Chasing, and Predictable Crashes

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