Ravi Jagannathan

Valuing the Reload Features of Executive Stock Options

Year: 1999
Journal: Accounting Horizons
Authors: Steven Huddart; Ravi Jagannathan; Jane Saly

The Declining US Equity Premium

Year: 2001
Journal: No Journal Matched
Authors: Ravi Jagannathan; Ellen R. McGrattan; Anna Scherbina

An Evaluation of Multifactor CIR Models Using LIBOR Swap Rates and Cap and Swaption Prices

Year: 2001
Journal: Journal of Econometrics
Authors: Ravi Jagannathan; Andrew Kaplin; Steve Guoqiang Sun

Do We Need CAPM for Capital Budgeting?

Year: 2002
Journal: Financial Management
Authors: Ravi Jagannathan; Iwan Meier

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

Year: 2002
Journal: Journal of Finance
Authors: Ravi Jagannathan; Tongshu Ma

Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis

Year: 2002
Journal: No Journal Matched
Authors: Arik Ben Dor; Ravi Jagannathan

A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs

Year: 2004
Journal: No Journal Matched
Authors: Gopal K. Basak; Ravi Jagannathan; Tongshu Ma

Consumption Risk and the Cost of Equity Capital

Year: 2005
Journal: Journal of Finance
Authors: Ravi Jagannathan; Yong Wang

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Year: 2006
Journal: Journal of Finance
Authors: Ravi Jagannathan; Alexey Malakhov; Dmitry Novikov

Why Do IPO Auctions Fail

Year: 2006
Journal: No Journal Matched
Authors: Ravi Jagannathan; Ann E. Sherman

When Does a Mutual Fund's Trade Reveal Its Skill?

Year: 2007
Journal: Review of Financial Studies
Authors: Zhi Da; Pengjie Gao; Ravi Jagannathan

Price Momentum in Stocks: Insights from Victorian Age Data

Year: 2008
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

Year: 2008
Journal: Journal of Financial Economics
Authors: Zhi Da; Pengjie Gao; Ravi Jagannathan

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence

Year: 2009
Journal: Journal of Financial Economics
Authors: Zhi Da; Rejin Guo; Ravi Jagannathan

Momentum Cycles and Limits to Arbitrage: Evidence from Victorian England and Post-Depression US Stock Markets

Year: 2009
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Causes of the Great Recession of 2007-2009: The Financial Crisis is the Symptom, Not the Disease

Year: 2009
Journal: Journal of Financial Intermediation
Authors: Ravi Jagannathan; Mudit Kapoor; Ernst Schaumburg

Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms

Year: 2010
Journal: No Journal Matched
Authors: Ravi Jagannathan; Andrei Jirnyi; Ann Sherman

The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data

Year: 2011
Journal: No Journal Matched
Authors: Ravi Jagannathan; Iwan Meier; Vefa Tarhan

Price-Dividend Ratio Factors: Proxies for Long-Run Risk

Year: 2011
Journal: Review of Asset Pricing Studies
Authors: Ravi Jagannathan; Srikant Marakani

Tail Risk in Momentum Strategy Returns

Year: 2012
Journal: No Journal Matched
Authors: Kent Daniel; Ravi Jagannathan; Soohun Kim

Building Castles in the Air: Evidence from Industry IPO Waves

Year: 2012
Journal: No Journal Matched
Authors: Zhi Da; Ravi Jagannathan; Jianfeng Shen

Growth Expectations, Dividend Yields, and Future Stock Returns

Year: 2014
Journal: No Journal Matched
Authors: Zhi Da; Ravi Jagannathan; Jianfeng Shen

Momentum Trading: Return Chasing and Predictable Crashes

Year: 2014
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Momentum Trading, Return Chasing, and Predictable Crashes

Year: 2014
Journal: No Journal Matched
Authors: Benjamin Chabot; Eric Ghysels; Ravi Jagannathan

Dividend Dynamics: Learning and Expected Stock Index Returns

Year: 2015
Journal: Journal of Finance
Authors: Ravi Jagannathan; Binying Liu

Stock Price Crashes: Role of Slow-Moving Capital

Year: 2017
Journal: No Journal Matched
Authors: Mila Getmansky; Ravi Jagannathan; Loriana Pelizzon; Ernst Schaumburg; Darya Yuferova

Environmental Social and Governance Criteria: Why Investors Are Paying Attention

Year: 2017
Journal: No Journal Matched
Authors: Ravi Jagannathan; Ashwin Ravikumar; Marco Sammon

Frequent Batch Auctions for Stocks

Year: 2019
Journal: Journal of Financial Econometrics
Authors: Ravi Jagannathan

Return to Venture Capital in the Aggregate

Year: 2020
Journal: No Journal Matched
Authors: Shumiao Ouyang; Jiaheng Yu; Ravi Jagannathan

A Return Based Measure of Firm Quality

Year: 2020
Journal: No Journal Matched
Authors: Ravi Jagannathan; Yang Zhang

Franchise Value, Intangibles, and Tobin's Q

Year: 2023
Journal: No Journal Matched
Authors: Wanchien Chiu; Ravi Jagannathan; Kevin Tseng

An Intangibles-Adjusted Profitability Factor

Year: 2023
Journal: No Journal Matched
Authors: Ravi Jagannathan; Robert Korajczyk; Kai Wang

Price Destabilizing Speculation: The Role of Strategic Limit Orders

Year: 2023
Journal: No Journal Matched
Authors: Suman Banerjee; Ravi Jagannathan; Kai Wang

Day Traders, Noise, and Cost of Immediacy

Year: 2023
Journal: No Journal Matched
Authors: Manoj Dalvi; Prachi Deuskar; Lawrence R. Glosten; Ravi Jagannathan