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R. Jagannathan · SciRah

Researcher profile · Semantic Scholar

R. Jagannathan

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R. Jagannathan — researcher profile on SciRah

h-index: 43
Works: 121
Citations: 24K

Most-cited papers

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
L. Glosten, R. Jagannathan, D. Runkle
19939,429 citations Open access
Semantic Scholar
The Conditional CAPM and the Cross-Section of Expected Returns
Zhen-Yu Wang, R. Jagannathan
19962,575 citations Open access
Semantic Scholar
Implications of Security Market Data for Models of Dynamic Economies
L. Hansen, R. Jagannathan
1991Journal of Political Economy1,710 citations Open access
Semantic Scholar
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
R. Jagannathan, Tongshu Ma
20031,677 citations Open access
Semantic Scholar
Assessing Specification Errors in Stochastic Discount Factor Models
Lars Hansen, R. Jagannathan
1994889 citations Open access
Semantic Scholar
The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'
John H. Boyd, Jian Hu, R. Jagannathan
2005596 citations Open access
Semantic Scholar
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
R. Jagannathan, Alexey Malakhov, Dmitry A. Novikov
2006396 citations Open access
Semantic Scholar
ARCH/GARCH Models in Applied Econometrics
L. Glosten, R. Jagannathan, D. Runkle
2008374 citations
Semantic Scholar
An Asymptotic Theory for Estimating Beta‐Pricing Models Using Cross‐Sectional Regression
R. Jagannathan, Zhen-Yu Wang
1998370 citations
Semantic Scholar
Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns
R. Jagannathan, Yong Wang
2007319 citations Open access
Semantic Scholar
Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
Murray Z. Frank, R. Jagannathan
1998303 citations Open access
Semantic Scholar
A contingent claim approach to performance evaluation
L. Glosten, R. Jagannathan
1993282 citations Open access
Semantic Scholar
Why should older people invest less in stock than younger people
R. Jagannathan, N. Kocherlakota
1996236 citations Open access
Semantic Scholar
The declining U.S. equity premium
R. Jagannathan, Ellen R. Mcgrattan, Anna Scherbina
2000199 citations Open access
Semantic Scholar
Ex-dividend price behavior of common stocks
J. Boyd, R. Jagannathan
1994189 citations Open access
Semantic Scholar
Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market
R. Jagannathan, Keiichi Kubota, Hitoshi Takehara
1998158 citations Open access
Semantic Scholar
The CAPM is alive and well
R. Jagannathan, Zhen-Yu Wang
1994117 citations Open access
Semantic Scholar
Why Do Firms Use High Discount Rates
R. Jagannathan, David A. Matsa, Iwan Meier, V. Tarhan
2016115 citations Open access
Semantic Scholar
The Public Market Equivalent and Private Equity Performance
M. Sørensen, R. Jagannathan
201595 citations Open access
Semantic Scholar
An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
Joseph Engelberg, Peng-Jie Gao, R. Jagannathan
200895 citations Open access
Semantic Scholar
The CAPM Debate
R. Jagannathan, Ellen R. Mcgrattan
199594 citations Open access
Semantic Scholar
Do We Need CAPM for Capital Budgeting
R. Jagannathan, Iwan Meier
200288 citations Open access
Semantic Scholar
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
Arik Ben Dor, R. Jagannathan, Iwan Meier
200287 citations Open access
Semantic Scholar
Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!
R. Jagannathan, M. Kapoor, E. Schaumburg
201376 citations
Semantic Scholar
Tail Risk in Momentum Strategy Returns
Kent D. Daniel, R. Jagannathan, Soohun Kim
201275 citations Open access
Semantic Scholar
Does Product Market Competition Reduce Agency Costs
R. Jagannathan, S. Srinivasan
199972 citations Open access
Semantic Scholar
The Analysis of the Cross-Section of Security Returns
R. Jagannathan, Georgios Skoulakis, Zhen-Yu Wang
201064 citations
Semantic Scholar
Why Do IPO Auctions Fail
R. Jagannathan, Ann E. Sherman
200662 citations Open access
Semantic Scholar
Generalized Method of Moments: Applications in Finance
R. Jagannathan, Georgios Skoulakis, Zhen-Yu Wang
200260 citations
Semantic Scholar
A direct test for the mean variance efficiency of a portfolio
Gopal K. Basak, R. Jagannathan, Guo-Qiang Sun
200254 citations
Semantic Scholar
Share Auctions of Initial Public Offerings: Global Evidence
R. Jagannathan, Andrei Jirnyi, A. Sherman
201553 citations
Semantic Scholar
Momentum Trading, Return Chasing and Predictable Crashes
B. Chabot, E. Ghysels, R. Jagannathan
201449 citations Open access
Semantic Scholar
Dividend Dynamics, Learning, and Expected Stock Index Returns
R. Jagannathan, Binying Liu
2018Journal of Finance44 citations Open access
Semantic Scholar
Reforming the Bookbuilding Process for IPOs
R. Jagannathan, Ann E. Sherman
200544 citations
Semantic Scholar
Cross-Sectional Asset Pricing Tests
R. Jagannathan, E. Schaumburg, Guo-Fu Zhou
201043 citations
Semantic Scholar
The Financial Crisis is the Symptom not the Disease
R. Jagannathan, M. Kapoor, E. Schaumburg
200942 citations Open access
Semantic Scholar
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
Gopal K. Basak, R. Jagannathan, Tongshu Ma
2009Management Sciences41 citations
Semantic Scholar
Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints
Tongshu Ma, R. Jagannathan
200241 citations Open access
Semantic Scholar
Valuing the Reload Features of Executive Stock Options
P. Saly, R. Jagannathan, S. Huddart
199932 citations Open access
Semantic Scholar
A Firm's Cost of Capital
R. Jagannathan, J. Liberti, Binying Liu, Iwan Meier
201630 citations Open access
Semantic Scholar
Consumption Risk and the Cost of Equity Capital
R. Jagannathan, Yong Wang
200530 citations Open access
Semantic Scholar
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression Us Stock Markets
B. Chabot, E. Ghysels, R. Jagannathan
200928 citations Open access
Semantic Scholar
NBER WORKING PAPER SERIES PRICE MOMENTUM IN STOCKS: INSIGHTS FROM VICTORIAN AGE DATA
B. Chabot, E. Ghysels, R. Jagannathan
201127 citations
Semantic Scholar
1 Econometric evaluation of asset pricing models
W. Ferson, R. Jagannathan
199627 citations Open access
Semantic Scholar
Why Don’t Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms
R. Jagannathan, Andrei Jirnyi, Ann E. Sherman
200926 citations Open access
Semantic Scholar
Price Dividend Ratio Factors : Proxies for Long Run Risk
R. Jagannathan, Srikant Marakani
201124 citations Open access
Semantic Scholar
The Stock Market's Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy
J. Boyd, Qian-Qiu Liu, R. Jagannathan
200622 citations
Semantic Scholar
The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data
R. Jagannathan, Iwan Meier, Vefa Tarhan
201118 citations Open access
Semantic Scholar
Why are we in a recession
R. Jagannathan, M. Kapoor, A. Krishnamurthy, J. Parker +4 more
200917 citations
Semantic Scholar
Growth Expectations, Dividend Yields, and Future Stock Returns
Zhi Da, R. Jagannathan, Jian-Feng Shen
201416 citations Open access
Semantic Scholar

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