NBER Publications by Ravi Jagannathan
Working Papers and Chapters
| October 2009 | Why are we in a recession? The Financial Crisis is the Symptom not the Disease!
with Mudit Kapoor, Ernst Schaumburg: w15404
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| April 2009 | CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
with Zhi Da, Re-Jin Guo: w14889
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| December 2008 | Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
with Zhi Da, Pengjie Gao: w14609
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| November 2008 | Price Momentum In Stocks: Insights From Victorian Age Data
with Benjamin Chabot, Eric Ghysels: w14500
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| November 2007 | When Does a Mutual Fund's Trade Reveal its Skill?
with Zhi Da, Pengjie Gao: w13625
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| April 2006 | Why Do IPO Auctions Fail?
with Ann E. Sherman: w12151
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| February 2006 | Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
with Alexey Malakhov, Dmitry Novikov: w12015
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| January 2005 | Consumption Risk and the Cost of Equity Capital
with Yong Wang: w11026
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| April 2004 | A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1
with Gopal K. Basak, Tongshu Ma: w10447
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| August 2002 | Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
with Arik Ben Dor: w9111
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| May 2002 | Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
with Tongshu Ma: w8922
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| January 2002 | Do We Need CAPM for Capital Budgeting?
with Iwan Meier: w8719
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| December 2001 | An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices
with Andrew Kaplin, Steve Guoqiang Sun: w8682
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| March 2001 | The Declining U.S. Equity Premium
with Ellen R. McGrattan, Anna Scherbina: w8172
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| January 2001 | The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks
with John H. Boyd, Jian Hu: w8092
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| Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
with Zhenyu Wang: w8098
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| January 2000 | Does Product Market Competition Reduce Agency Costs?
with Shaker B. Srinivasan: w7480
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| March 1999 | Valuing the Reload Features of Executive Stock Options
with Steven Huddart, Jane Saly: w7020
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| February 1994 | Assessing Specification Errors in Stochastic Discount Factor Models
with Lars Peter Hansen: t0153
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| August 1990 | Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology
with Fumio Hayashi: w3421
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| May 1990 | Implications of Security Market Data for Models of Dynamic Economies
with Lars Peter Hansen: t0089
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Additional information about this author |
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Meetings
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Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
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2009 )
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2008 )
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2007 )
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earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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