366 results on '"Jagannathan, Ravi"'
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2. Venture Investment Returns
3. Day Traders, Noise, and Cost of Immediacy
4. Recovery from fast crashes: Role of mutual funds
5. Franchise Value, Tobin’s Q, and Markups
6. Price Destabilizing Speculation: The Role of Strategic Limit Orders
7. A Note on "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps"
8. Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns
9. Dividend Dynamics, Learning, and Expected Stock Index Returns
10. Market Timing
11. Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns
12. The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks
13. A Firm’s Cost of Capital
14. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
15. Do We Need CAPM for Capital Budgeting?
16. Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods
17. Generalized Method of Moments: Applications in Finance
18. Extraordinary Value Partners, LLC
19. Convertible Bonds of Countrywide Financial Corporation
20. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression
21. Assessing Specification Errors in Stochastic Discount Factor Models
22. Franchise Value, Intangibles, and Tobin’s Q
23. The Conditional CAPM and the Cross-Section of Expected Returns
24. Why do firms use high discount rates?
25. A Return Based Measure of Firm Quality
26. Return to Venture Capital in the Aggregate
27. On Frequent Batch Auctions for Stocks
28. Day Traders, Noise, and Cost of Immediacy.
29. An Intangibles-Adjusted Profitability Factor.
30. Share auctions of initial public offerings: Global evidence
31. The Public Market Equivalent and Private Equity Performance
32. Franchise Value, Tobin’s Q, and Markups.
33. Price Destabilizing Speculation: The Role of Strategic Limit Orders.
34. A Note on the Asymptotic Covariance in Fama-MacBeth Regression
35. Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!
36. Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns
37. CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
38. Return to Venture Capital in the Aggregate
39. Market Timing
40. Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds
41. Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
42. Cross-Sectional Asset Pricing Tests
43. Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
44. Stock Price Crashes: Role of Slow-Moving Capital
45. Environmental, Social, and Governance Criteria: Why Investors are Paying Attention
46. Price Stability and Futures Trading in Commodities
47. Implications of Security Market Data for Models of Dynamic Economies
48. Correcting for Heteroscedasticity in Tests for Market Timing Ability
49. Assessing the Market Timing Performance of Managed Portfolios
50. Ex-Dividend Price Behavior of Common Stocks
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