Ravi Jagannathan
Ravi Jagannathan
Kellogg School of Management, Northwestern University
Verified email at kellogg.northwestern.edu
Title
Cited by
Cited by
Year
On the relation between the expected value and the volatility of the nominal excess return on stocks
LR Glosten, R Jagannathan, DE Runkle
The journal of finance 48 (5), 1779-1801, 1993
101491993
The conditional CAPM and the cross‐section of expected returns
R Jagannathan, Z Wang
The Journal of finance 51 (1), 3-53, 1996
29931996
Implications of security market data for models of dynamic economies
LP Hansen, R Jagannathan
Journal of political economy 99 (2), 225-262, 1991
17731991
Risk reduction in large portfolios: Why imposing the wrong constraints helps
R Jagannathan, T Ma
The Journal of Finance 58 (4), 1651-1683, 2003
14572003
Assessing specification errors in stochastic discount factor models
LP Hansen, R Jagannathan
The Journal of Finance 52 (2), 557-590, 1997
9841997
Banking panics, information, and rational expectations equilibrium
VV Chari, R Jagannathan
The Journal of Finance 43 (3), 749-761, 1988
9551988
The stock market's reaction to unemployment news: Why bad news is usually good for stocks
JH Boyd, J Hu, R Jagannathan
The Journal of Finance 60 (2), 649-672, 2005
8482005
Economic significance of predictable variations in stock index returns
W Breen, LR Glosten, R Jagannathan
The Journal of finance 44 (5), 1177-1189, 1989
7841989
Why should older people invest less in stocks than younger people
R Jagannathan, NR Kocherlakota
Federal Reserve Bank of Minneapolis Quarterly Review 20, 11-20, 1996
4901996
Assessing the market timing performance of managed portfolios
R Jagannathan, RA Korajczyk
Journal of business, 217-235, 1986
4571986
Do hot hands exist among hedge fund managers? An empirical evaluation
R Jagannathan, A Malakhov, D Novikov
The Journal of Finance 65 (1), 217-255, 2010
4392010
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
M Frank, R Jagannathan
Journal of Financial Economics 47 (2), 161-188, 1998
3981998
An asymptotic theory for estimating beta‐pricing models using cross‐sectional regression
R Jagannathan, Z Wang
The Journal of Finance 53 (4), 1285-1309, 1998
3881998
The declining US equity premium
R Jagannathan, ER McGrattan, A Scherbina
National Bureau of Economic Research, 2001
3612001
Lazy investors, discretionary consumption, and the cross‐section of stock returns
R Jagannathan, Y Wang
The Journal of Finance 62 (4), 1623-1661, 2007
3262007
A contingent claim approach to performance evaluation
LR Glosten, R Jagannathan
Journal of Empirical Finance 1 (2), 133-160, 1994
3121994
Ex-dividend price behavior of common stocks
JH Boyd, R Jagannathan
The Review of Financial Studies 7 (4), 711-741, 1994
2621994
Seasonalities in security returns: The case of earnings announcements
VV Chari, R Jagannathan, AR Ofer
Journal of Financial Economics 21 (1), 101-121, 1988
2591988
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Z Da, RJ Guo, R Jagannathan
Journal of Financial Economics 103 (1), 204-220, 2012
2472012
The CAPM debate
R Jagannathan, ER McGrattan
Federal Reserve Bank of Minneapolis Quarterly Review 19 (4), 2-17, 1995
1961995
The system can't perform the operation now. Try again later.
Articles 1–20