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Ravi Jagannathan

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Personal Details

First Name: Ravi
Middle Name:
Last Name: Jagannathan
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RePEc Short-ID: pja91

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Affiliation

Department of Finance
Kellogg Graduate School of Management
Northwestern University
Location: Evanston, Illinois (United States)
Homepage: http://www.kellogg.northwestern.edu/departments/finance.aspx
Email:
Phone: (847) 491-3562
Fax: (847) 491-5719
Postal: 2001 Sheridan Road, Evanston, IL 60208-2001
Handle: RePEc:edi:dfnwuus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Ravi Jagannathan in Wikipedia (English)

Works

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Working papers

  1. Kent Daniel & Ravi Jagannathan & Soohun Kim, 2012. "Tail Risk in Momentum Strategy Returns," NBER Working Papers 18169, National Bureau of Economic Research, Inc.
  2. Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012. "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers 18555, National Bureau of Economic Research, Inc.
  3. Ravi Jagannathan & Iwan Meier & Vefa Tarhan, 2011. "The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data," NBER Working Papers 16770, National Bureau of Economic Research, Inc.
  4. Ravi Jagannathan & Srikant Marakani, 2011. "Price Dividend Ratio Factors : Proxies for Long Run Risk," NBER Working Papers 17484, National Bureau of Economic Research, Inc.
  5. Ravi Jagannathan & Andrei Jirnyi & Ann Sherman, 2010. "Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms," NBER Working Papers 16214, National Bureau of Economic Research, Inc.
  6. Ravi Jagannathan & Mudit Kapoor & Ernst Schaumburg, 2009. "Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!," NBER Working Papers 15404, National Bureau of Economic Research, Inc.
  7. Zhi Da & Re-Jin Guo & Ravi Jagannathan, 2009. "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," NBER Working Papers 14889, National Bureau of Economic Research, Inc.
  8. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
  9. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008. "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers 14500, National Bureau of Economic Research, Inc.
  10. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008. "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers 14609, National Bureau of Economic Research, Inc.
  11. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007. "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers 13625, National Bureau of Economic Research, Inc.
  12. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2006. "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," NBER Working Papers 12015, National Bureau of Economic Research, Inc.
  13. Ravi Jagannathan & Ann E. Sherman, 2006. "Why Do IPO Auctions Fail?," NBER Working Papers 12151, National Bureau of Economic Research, Inc.
  14. Ravi Jagannathan & Yong Wang, 2005. "Consumption Risk and the Cost of Equity Capital," NBER Working Papers 11026, National Bureau of Economic Research, Inc.
  15. Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2004. "A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1," NBER Working Papers 10447, National Bureau of Economic Research, Inc.
  16. Arik Ben Dor & Ravi Jagannathan, 2002. "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers 9111, National Bureau of Economic Research, Inc.
  17. Ravi Jagannathan & Tongshu Ma, 2002. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," NBER Working Papers 8922, National Bureau of Economic Research, Inc.
  18. Ravi Jagannathan & Iwan Meier, 2002. "Do We Need CAPM for Capital Budgeting?," NBER Working Papers 8719, National Bureau of Economic Research, Inc.
  19. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001. "The Declining U.S. Equity Premium," NBER Working Papers 8172, National Bureau of Economic Research, Inc.
  20. John H. Boyd & Ravi Jagannathan & Jian Hu, 2001. "The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks," NBER Working Papers 8092, National Bureau of Economic Research, Inc.
  21. Ravi Jagannathan & Zhenyu Wang, 2001. "Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods," NBER Working Papers 8098, National Bureau of Economic Research, Inc.
  22. Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001. "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers 8682, National Bureau of Economic Research, Inc.
  23. Ravi Jagannathan & Shaker B. Srinivasan, 2000. "Does Product Market Competition Reduce Agency Costs?," NBER Working Papers 7480, National Bureau of Economic Research, Inc.
  24. Steven Huddart & Ravi Jagannathan & Jane Saly, 1999. "Valuing the Reload Features of Executive Stock Options," NBER Working Papers 7020, National Bureau of Economic Research, Inc.
  25. Ravi Jagannathan & Keiichi Kubota & Hitoshi Takehara, 1997. "Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 117, Federal Reserve Bank of Minneapolis.
  26. Murray Frank & Ravi Jagannathan, 1997. "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Staff Report, Federal Reserve Bank of Minneapolis 229, Federal Reserve Bank of Minneapolis.
  27. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report, Federal Reserve Bank of Minneapolis 206, Federal Reserve Bank of Minneapolis.
  28. Ravi Jagannathan & Zhenyu Wang, 1996. "The conditional CAPM and the cross-section of expected returns," Staff Report, Federal Reserve Bank of Minneapolis 208, Federal Reserve Bank of Minneapolis.
  29. Lars Peter Hansen & Ravi Jagannathan, 1994. "Assessing Specification Errors in Stochastic Discount Factor Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0153, National Bureau of Economic Research, Inc.
  30. John H. Boyd & Ravi Jagannathan, 1994. "Ex-dividend price behavior of common stocks," Staff Report, Federal Reserve Bank of Minneapolis 173, Federal Reserve Bank of Minneapolis.
  31. Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993. "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report, Federal Reserve Bank of Minneapolis 157, Federal Reserve Bank of Minneapolis.
  32. Ravi Jagannathan & Zhenyu Wang, 1993. "The CAPM is alive and well," Staff Report, Federal Reserve Bank of Minneapolis 165, Federal Reserve Bank of Minneapolis.
  33. Lawrence R. Glosten & Ravi Jagannathan, 1993. "A contingent claim approach to performance evaluation," Staff Report, Federal Reserve Bank of Minneapolis 159, Federal Reserve Bank of Minneapolis.
  34. Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 30, Federal Reserve Bank of Minneapolis.
  35. Lars Peter Hansen & Ravi Jagannathan, 1990. "Implications of security market data for models of dynamic economies," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 29, Federal Reserve Bank of Minneapolis.
  36. V.V. Chari & Ravi Jagannathan & Aharon R. Ofer, 1987. "Seasonalities in security returns: the case of earnings announcements," Staff Report, Federal Reserve Bank of Minneapolis 110, Federal Reserve Bank of Minneapolis.
  37. V.V. Chari & Ravi Jagannathan, 1984. "Banking Panics," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 618, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

Articles

  1. Jagannathan, Ravi & Kapoor, Mudit & Schaumburg, Ernst, 2013. "Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(1), pages 4-29.
  2. Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012. "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, Elsevier, vol. 103(1), pages 204-220.
  3. Ravi Jagannathan & Srikant Marakani & Hitoshi Takehara & Yong Wang, 2012. "Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns," Management Science, INFORMS, INFORMS, vol. 58(3), pages 507-522, March.
  4. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2011. "Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(3), pages 675-720.
  5. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2010. "Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation," Journal of Finance, American Finance Association, American Finance Association, vol. 65(1), pages 217-255, 02.
  6. Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou, 2010. "Cross-Sectional Asset Pricing Tests," Annual Review of Financial Economics, Annual Reviews, Annual Reviews, vol. 2(1), pages 49-74, December.
  7. Jagannathan Ravi & Boyd John, 2009. "Avoiding the Next Crisis," The Economists' Voice, De Gruyter, De Gruyter, vol. 6(7), pages 1-5, July.
  8. Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2009. "Jackknife Estimator for Tracking Error Variance of Optimal Portfolios," Management Science, INFORMS, INFORMS, vol. 55(6), pages 990-1002, June.
  9. Ravi Jagannathan & Yong Wang, 2007. "Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 62(4), pages 1623-1661, 08.
  10. John H. Boyd & Jian Hu & Ravi Jagannathan, 2005. "The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks," Journal of Finance, American Finance Association, American Finance Association, vol. 60(2), pages 649-672, 04.
  11. Ravi Jagannathan & Ann E. Sherman, 2005. "Reforming the Bookbuilding Process for IPOs," Journal of Applied Corporate Finance, Morgan Stanley, Morgan Stanley, vol. 17(1), pages 67-72.
  12. Ravi Jagannathan & Tongshu Ma, 2003. "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, American Finance Association, vol. 58(4), pages 1651-1684, 08.
  13. Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003. "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, Elsevier, vol. 116(1-2), pages 113-146.
  14. Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002. "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 20(4), pages 470-81, October.
  15. Basak, Gopal & Jagannathan, Ravi & Sun, Guoqiang, 2002. "A direct test for the mean variance efficiency of a portfolio," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(7-8), pages 1195-1215, July.
  16. Ravi Jagannathan & Iwan Meier, 2002. "Do We Need CAPM for Capital Budgeting?," Financial Management, Financial Management Association, Financial Management Association, vol. 31(4), Winter.
  17. Ravi Jagannathan & Zhenyu Wang, 2002. "Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods," Journal of Finance, American Finance Association, American Finance Association, vol. 57(5), pages 2337-2367, October.
  18. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina., 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19.
  19. Jagannathan, Ravi & Srinivasan, Shaker B., 1999. "Does product market competition reduce agency costs?," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 10(2), pages 387-399.
  20. Ravi Jagannathan & Zhenyu Wang, 1998. "A Note on the Asymptotic Covariance in Fama-MacBeth Regression," Journal of Finance, American Finance Association, American Finance Association, vol. 53(2), pages 799-801, 04.
  21. Ravi Jagannathan & Zhenyu Wang, 1998. "An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression," Journal of Finance, American Finance Association, American Finance Association, vol. 53(4), pages 1285-1309, 08.
  22. Frank, Murray & Jagannathan, Ravi, 1998. "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Journal of Financial Economics, Elsevier, Elsevier, vol. 47(2), pages 161-188, February.
  23. Jagannathan, Ravi & Kubota, Keiichi & Takehara, Hitoshi, 1998. "Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 71(3), pages 319-47, July.
  24. Hansen, Lars Peter & Jagannathan, Ravi, 1997. " Assessing Specification Errors in Stochastic Discount Factor Models," Journal of Finance, American Finance Association, American Finance Association, vol. 52(2), pages 557-90, June.
  25. Ravi Jagannathan & Narayana R. Kocherlakota, 1996. "Why should older people invest less in stock than younger people?," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Sum, pages 11-23.
  26. Jagannathan, Ravi & Wang, Zhenyu, 1996. " The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 51(1), pages 3-53, March.
  27. Boyd, John H & Jagannathan, Ravi, 1994. "Ex-dividend Price Behavior of Common Stocks," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 7(4), pages 711-41.
  28. Glosten, L. R. & Jagannathan, R., 1994. "A contingent claim approach to performance evaluation," Journal of Empirical Finance, Elsevier, Elsevier, vol. 1(2), pages 133-160, January.
  29. Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993. " On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance, American Finance Association, American Finance Association, vol. 48(5), pages 1779-1801, December.
  30. Hansen, Lars Peter & Jagannathan, Ravi, 1991. "Implications of Security Market Data for Models of Dynamic Economies," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 99(2), pages 225-62, April.
  31. Chari, V V & Jagannathan, Ravi & Jones, Larry, 1990. "Price Stability and Futures Trading in Commodities," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 105(2), pages 527-34, May.
  32. V. V. Chari & Ravi Jagannathan, 1990. "The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare?," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Sum, pages 12-24.
  33. Hayashi, Fumio & Jagannathan, Ravi, 1990. "Ex-day behavior of japanese stock prices: New insights from new methodology," Journal of the Japanese and International Economies, Elsevier, vol. 4(4), pages 401-427, December.
  34. Jagannathan, Ravi & Palfrey, Thomas R, 1989. "Effects of Insider Trading Disclosures on Speculative Activity and Future Prices," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 27(3), pages 411-30, July.
  35. Chari, V V & Jagannathan, Ravi, 1989. " Adverse Selection in a Model of Real Estate Lending," Journal of Finance, American Finance Association, American Finance Association, vol. 44(2), pages 499-508, June.
  36. Breen, William & Glosten, Lawrence R & Jagannathan, Ravi, 1989. " Economic Significance of Predictable Variations in Stock Index Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 44(5), pages 1177-89, December.
  37. Chari, V V & Jagannathan, Ravi, 1988. " Banking Panics, Information, and Rational Expectations Equilibrium," Journal of Finance, American Finance Association, American Finance Association, vol. 43(3), pages 749-61, July.
  38. R. Jagannathan, 1987. "Note---Response," Management Science, INFORMS, INFORMS, vol. 33(10), pages 1229-1231, October.
  39. Jagannathan, Ravi & Korajczyk, Robert A, 1986. "Assessing the Market Timing Performance of Managed Portfolios," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 59(2), pages 217-35, April.
  40. Breen, William & Jagannathan, Ravi & Ofer, Aharon R, 1986. "Correcting for Heteroscedasticity in Tests for Market Timing Ability," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 59(4), pages 585-98, October.
  41. R. Jagannathan, 1985. "An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives," Management Science, INFORMS, INFORMS, vol. 31(7), pages 847-851, July.
  42. Jagannathan, Ravi, 1985. " An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, American Finance Association, vol. 40(1), pages 175-91, March.
  43. R. Jagannathan, 1985. "Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models," Management Science, INFORMS, INFORMS, vol. 31(1), pages 96-108, January.
  44. Jagannathan, Ravi, 1984. "Call options and the risk of underlying securities," Journal of Financial Economics, Elsevier, Elsevier, vol. 13(3), pages 425-434, September.
  45. R. Jagannathan, 1979. "Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem"," Management Science, INFORMS, INFORMS, vol. 25(3), pages 294-295, March.
  46. R. Jagannathan, 1978. "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem," Management Science, INFORMS, INFORMS, vol. 24(11), pages 1138-1149, July.
  47. R. Jagannathan, 1974. "A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints," Management Science, INFORMS, INFORMS, vol. 21(1), pages 13-21, September.

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2005-01-16
  2. NEP-BEC: Business Economics (2) 2005-01-16 2009-04-18
  3. NEP-CBA: Central Banking (1) 2009-10-17
  4. NEP-CFN: Corporate Finance (2) 2000-01-11 2006-04-22
  5. NEP-FIN: Finance (3) 2004-06-07 2005-01-16 2006-04-22
  6. NEP-FMK: Financial Markets (7) 1999-03-15 2001-12-26 2005-01-16 2006-02-26 2006-04-22 2007-12-01 2009-04-18. Author is listed
  7. NEP-HPE: History & Philosophy of Economics (1) 2009-10-17
  8. NEP-IND: Industrial Organization (1) 2000-01-11
  9. NEP-MAC: Macroeconomics (1) 2009-10-17
  10. NEP-MST: Market Microstructure (2) 2007-12-01 2009-01-03
  11. NEP-POL: Positive Political Economics (1) 1999-03-15

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h-index
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages
  24. Number of Journal Pages, Weighted by Simple Impact Factor
  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Abstract Views in RePEc Services over the past 12 months
  30. Number of Downloads through RePEc Services over the past 12 months
  31. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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  33. Breadth of citations across fields
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