58 results on '"Jagannathan, Ravi"'
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2. Franchise Value, Intangibles, and Tobin’s Q
3. Day Traders, Noise, and Cost of Immediacy
4. Price Destabilizing Speculation: The Role of Strategic Limit Orders
5. Day Traders, Noise, and Cost of Immediacy
6. Recovery from fast crashes: Role of mutual funds
7. Return to Venture Capital in the Aggregate
8. A Return Based Measure of Firm Quality
9. Return to Venture Capital in the Aggregate
10. Liquidity Provision: Normal Times vs Crashes
11. Stock Price Crashes: Role of Slow-Moving Capital
12. Stock Price Crashes: Role of Capital Constrained Traders
13. Why do firms use high discount rates?
14. Share auctions of initial public offerings: Global evidence
15. Dividend Dynamics, Learning, and Expected Stock Index Returns
16. Market Timing
17. Growth Expectations, Dividend Yields, and Future Stock Returns
18. Why Do Firms Use High Discount Rates?
19. Momentum Trading, Return Chasing and Predictable Crashes
20. The Public Market Equivalent and Private Equity Performance
21. Correcting for the Backfill Bias in Hedge Fund Databases, Appendix To: Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
22. Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!
23. CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
24. Growth versus Margin and Castles in the Air: Evidence from Industry IPO Waves
25. Gross Margin: A Leading Indicator of Losers in Industry IPO Waves
26. Tail Risk in Momentum Strategy Returns
27. Risky Cycles in Stock Price Momentum Strategy Returns
28. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
29. Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
30. What Caused the Current Financial Mess and What Can We Do about It?
31. An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
32. Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets
33. Why Don’t Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms
34. When Does a Mutual Fund's Trade Reveal its Skill?
35. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
36. Price Momentum in Stocks: Using Data from the Victorian Age to Evaluate Competing Theories
37. An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
38. Ipo Pricing and Long Run Performance: Role of Comparable Firms, Valuation Models, and Uncertainty
39. Adjusting the Sample Mean for Mean-Variance Portfolio Optimization
40. Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns
41. Supplement to 'Why Do IPO Auctions Fail?'
42. Why Do IPO Auctions Fail?
43. Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns
44. Reforming the Bookbuilding Process for IPOs
45. Assessing the Risk in Sample Minimum Risk Portfolios
46. An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
47. The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'
48. A direct test for the mean variance efficiency of a portfolio
49. Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints
50. Does product market competition reduce agency costs?
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