Jagannathan, Ravi
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Incoming Resources
- Contributor of11
- Assessing specification errors in stochastic discount factor model
- Assessing specification errors in stochastic discount factor models
- The stock market's reaction to unemployment news, why bad news is usually good for stocks
- Why do stock prices drop by less than the value of the dividend?, evidence from a country without taxes
- Ex-dividend price behavior of common stocks
- Ex-day behavior of Japanese stock prices, new insights from new methodology
- A contingent claim approach to performance evaluation
- On the relation between the expected value and the volatility of the nominal excess return on stocks
- Valuing the reload features of executive stock options
- Understanding mutual fund and hedge fund styles using return based style analysis
- Econometric evaluation of asset pricing models
- Creator of8
- Empirical evaluation of asset pricing models, a comparison of the SDF and beta methods
- The CAPM is alive and well
- Does product market competition reduce agency costs?
- Do we need CAPM for capital budgeting?
- The declining U.S. equity premium
- The conditional CAPM and the cross-section of expected returns
- Relationship between labor-income risk and average return, empirical evidence from the Japanese stock market
- Risk reduction in large portfolios, why imposing the wrong constraints helps