|November 2012||Building Castles in the Air: Evidence from Industry IPO Waves|
with Zhi Da, Jianfeng Shen: w18555
|June 2012||Tail Risk in Momentum Strategy Returns|
with Kent Daniel, Soohun Kim: w18169
|October 2011||Price Dividend Ratio Factors : Proxies for Long Run Risk|
with Srikant Marakani: w17484
|February 2011||The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data|
with Iwan Meier, Vefa Tarhan: w16770
|July 2010||Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms|
with Andrei Jirnyi, Ann Sherman: w16214
|December 2009||Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets|
with Benjamin Chabot, Eric Ghysels: w15591
|October 2009||Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!|
with Mudit Kapoor, Ernst Schaumburg: w15404
Published: Jagannathan, Ravi, Mudit Kapoor and Ernst Schaumburg. 2013. Causes of the Great Recession of 2007-9: The Financial Crisis Was the Symptom Not the Disease! . Journal of Financial Intermediation. 22(1): 4-29.
|April 2009||CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence|
with Zhi Da, Re-Jin Guo: w14889
Published: Journal of Financial Economics Volume 103, Issue 1, January 2012, Pages 204–220 Cover image CAPM for estimating the cost of equity capital: Interpreting the empirical evidence ☆ Zhi Daa, 1, E-mail the corresponding author, Re-Jin Guob, 2, E-mail the corresponding author, Ravi Jagannathanc, d,
|December 2008||Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds|
with Zhi Da, Pengjie Gao: w14609
Published: Da, Zhi, Re-Jin Guo and Ravi Jagannathan. 2012. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence. Journal of Financial Economics. 103(1): 204-220.
|November 2008||Price Momentum In Stocks: Insights From Victorian Age Data|
with Benjamin Chabot, Eric Ghysels: w14500
|November 2007||When Does a Mutual Fund's Trade Reveal its Skill?|
with Zhi Da, Pengjie Gao: w13625
Published: “Impatient Trading, Liquidity Provision, and Stoc k Selection by Mutual Funds” (with Pengjie Gao and Ravi Jagannathan), Review of Financial Studies , Vol 24, 675-720 (2011)
|April 2006||Why Do IPO Auctions Fail?|
with Ann E. Sherman: w12151
|February 2006||Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation|
with Alexey Malakhov, Dmitry Novikov: w12015
“Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation.” forthcoming in Journal of Finance 2009
|January 2005||Consumption Risk and the Cost of Equity Capital|
with Yong Wang: w11026
Forthcoming in the August 2007 issue of the Journal of Finance under the title, "Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns."
|April 2004||A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1|
with Gopal K. Basak, Tongshu Ma: w10447
|August 2002||Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis|
with Arik Ben Dor: w9111
Published: Dor, Arik Ben, Ravi Jagannathan, and Iwan Meier. "Understanding Mutual Fund and Hedge Fund Styles Using Return-Based Style Analysis." Journal of Investment Management 1, 1 (1st Quarter 2003): 94-134.
|May 2002||Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps|
with Tongshu Ma: w8922
Published: Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, vol. 58(4), pages 1651-1684, 08.
|January 2002||Do We Need CAPM for Capital Budgeting?|
with Iwan Meier: w8719
Published: Ravi Jagannathan & Iwan Meier, 2002. "Do We Need CAPM for Capital Budgeting?," Financial Management, Financial Management Association, vol. 31(4), Winter.
|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
Published: Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003. "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 113-146.
|March 2001||The Declining U.S. Equity Premium|
with Ellen R. McGrattan, Anna Scherbina: w8172
Published: Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina., 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19.
|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
Published: John H. Boyd & Jian Hu & Ravi Jagannathan, 2005. "The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks," Journal of Finance, American Finance Association, vol. 60(2), pages 649-672, 04.
|Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods|
with Zhenyu Wang: w8098
Published: Jagannathan, Ravi and Zhenyu Wang. "Empirical Evaluation Of Asset-Pricing Models: A Comparison Of The SDF And Beta Methods," Journal of Finance, 2002, v57(5,Oct), 2337-2367.
|January 2000||Does Product Market Competition Reduce Agency Costs?|
with Shaker B. Srinivasan: w7480
Published: North American Journal of Economics and Finance (special Finance Issue), Volume: 10 Issue: 2 Pages: 387-399 (1999)
|March 1999||Valuing the Reload Features of Executive Stock Options|
with Steven Huddart, Jane Saly: w7020
Published: Accounting Horizons, Vol. 13, no. 3 (September 1999): 219-240.
|February 1994||Assessing Specification Errors in Stochastic Discount Factor Models|
with Lars Peter Hansen: t0153
Published: Journal of Finance, Vol. 52, no. 2 (June 1997): 557-590.
|August 1990||Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology|
with Fumio Hayashi: w3421
Published: Journal of the Japanese and International Economies, 4(3): 401-427, December 1990.
|May 1990||Implications of Security Market Data for Models of Dynamic Economies|
with Lars Peter Hansen: t0089
Published: Journal of Political Economy, Vol. 99, No. 2, pp. 225-262, (1991).