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Rajnish Mehra

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This is information that was supplied by Rajnish Mehra in registering through RePEc. If you are Rajnish Mehra , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rajnish
Middle Name:
Last Name: Mehra
Suffix:

RePEc Short-ID: pme56

Email:
Homepage: http://www.academicwebpages.com/preview/mehra/
Postal Address: W. P. Carey School of Business Arizona State University Tempe, AZ 85287-3806
Phone: 480 965-6335

Affiliation

(50%) Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg
Location: Luxembourg, Luxembourg
Homepage: http://www.lsf.lu/
Email:
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)
(50%) Department of Economics
W.P. Carey School of Business
Arizona State University
Location: Tempe, Arizona (United States)
Homepage: http://wpcarey.asu.edu/ecn/
Email:
Phone: (480) 965-5514
Fax: (480) 965-0748
Postal: Box 873806, Tempe, AZ 85287-3806
Handle: RePEc:edi:deasuus (more details at EDIRC)

Lists

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

Works

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Working papers

  1. Rajnish Mehra, 2013. "Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy," NBER Working Papers 19146, National Bureau of Economic Research, Inc.
  2. R. Mehra & E. Prescott, 2010. "The equity premium: a puzzle," Levine's Working Paper Archive 1401, David K. Levine.
  3. Rajnish Mehra, 2010. "Indian Equity Markets: Measures of Fundamental Value," NBER Working Papers 16061, National Bureau of Economic Research, Inc.
  4. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Costly Financial Intermediation in Neoclassical Growth Theory," NBER Working Papers 14351, National Bureau of Economic Research, Inc.
  5. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
  6. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics.
  7. Rajnish Mehra, 2006. "The Equity Premium in India," NBER Working Papers 12434, National Bureau of Economic Research, Inc.
  8. Rajnish Mehra, 2006. "Recursive Competitive Equilibrium," NBER Working Papers 12433, National Bureau of Economic Research, Inc.
  9. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc.
  10. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
  11. Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
  12. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security," NBER Working Papers 8906, National Bureau of Economic Research, Inc.
  13. Rajnish Mehra & Raaj Sah, 1999. "Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?," Working Papers 9917, Harris School of Public Policy Studies, University of Chicago.
  14. Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers 97-24, Columbia - Graduate School of Business.
  15. Rajnish Mehra & Robert Alan Feldman, 1993. "Auctions," IMF Working Papers 93/12, International Monetary Fund.
  16. Jean-Pierre Danthine & John B. Donaldson & Rajnish Mehra, 1992. "The equity premium and the allocation of income risk," Discussion Paper / Institute for Empirical Macroeconomics 60, Federal Reserve Bank of Minneapolis.
  17. Jean-Pierre DANTHINE & John B. DONALDSON & Rajnish MEHRA, 1988. "On some computational Aspects of Equilibrium Business Cycle Theory," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 8810, Université de Lausanne, Faculté des HEC, DEEP.
  18. Rajnish Mehra & Edward C. Prescott, 1982. "A test of the intertemporal asset pricing model," Staff Report 81, Federal Reserve Bank of Minneapolis.

Articles

  1. Rajnish Mehra, 2012. "Consumption-Based Asset Pricing Models," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 385-409, October.
  2. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, 03.
  3. George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July.
  4. Mehra, Rajnish, 2007. "The Equity Premium Puzzle: A Review," Foundations and Trends(R) in Finance, now publishers, vol. 2(1), pages 1-81, September.
  5. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, vol. 1(1), pages 1-34, 01.
  6. Mehra, Rajnish & Sah, Raaj, 2002. "Mood fluctuations, projection bias, and volatility of equity prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 869-887, May.
  7. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle," The Quarterly Journal of Economics, MIT Press, vol. 117(1), pages 269-296, February.
  8. Mehra, Rajnish, 2002. "Finance," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1069-1074, July.
  9. Robert A. Feldman & Rajnish Mehra, 1993. "Auctions: Theory and Applications," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 485-511, September.
  10. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1992. "The equity premium and the allocation of income risk," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 509-532.
  11. Donaldson, John B. & Johnsen, Thore & Mehra, Rajnish, 1990. "On the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 14(3-4), pages 571-596, October.
  12. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1989. "On some computational aspects of equilibrium business cycle theory," Journal of Economic Dynamics and Control, Elsevier, vol. 13(3), pages 449-470, July.
  13. Mehra, Rajnish, 1988. "On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 131-35, February.
  14. Mehra, Rajnish & Prescott, Edward C., 1988. "The equity risk premium: A solution?," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 133-136, July.
  15. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
  16. Donaldson, John B & Mehra, Rajnish, 1984. "Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model," Review of Economic Studies, Wiley Blackwell, vol. 51(3), pages 491-508, July.
  17. Mehra, Rajnish, 1984. "Recursive competitive equilibrium : A parametric example," Economics Letters, Elsevier, vol. 16(3-4), pages 273-278.
  18. Donaldson, John B. & Mehra, Rajnish, 1983. "Stochastic growth with correlated production shocks," Journal of Economic Theory, Elsevier, vol. 29(2), pages 282-312, April.
  19. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1983. "On the impact of shock persistence on the dynamics of a recursive economy," European Economic Review, Elsevier, vol. 22(2), pages 147-166, July.
  20. Prescott, Edward C & Mehra, Rajnish, 1980. "Recursive Competitive Equilibrium: The Case of Homogeneous Households," Econometrica, Econometric Society, vol. 48(6), pages 1365-79, September.
  21. Mehra, Rajnish, 1978. "On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(02), pages 227-244, June.

Chapters

  1. Mehra, Rajnish & Prescott, Edward C., 2003. "The equity premium in retrospect," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938 Elsevier.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-04-30
  2. NEP-BEC: Business Economics (4) 2007-07-20 2007-10-06 2007-10-13 2008-09-29. Author is listed
  3. NEP-CBA: Central Banking (1) 2006-08-26
  4. NEP-CFN: Corporate Finance (2) 2003-02-24 2006-08-26
  5. NEP-CWA: Central & Western Asia (1) 2006-08-26
  6. NEP-DGE: Dynamic General Equilibrium (8) 2003-02-24 2004-07-18 2006-08-26 2007-07-20 2007-10-13 2008-04-29 2008-09-29 2011-04-30. Author is listed
  7. NEP-ENE: Energy Economics (1) 2013-06-24
  8. NEP-ENV: Environmental Economics (1) 2013-06-24
  9. NEP-FIN: Finance (1) 2006-08-26
  10. NEP-FMK: Financial Markets (4) 2002-03-14 2003-02-24 2006-08-26 2007-07-20. Author is listed
  11. NEP-HIS: Business, Economic & Financial History (1) 2004-07-18
  12. NEP-MAC: Macroeconomics (6) 2005-02-20 2006-08-26 2006-08-26 2007-07-20 2008-09-29 2013-06-24. Author is listed
  13. NEP-MIC: Microeconomics (1) 2002-04-25
  14. NEP-RMG: Risk Management (3) 2003-02-24 2003-03-03 2007-07-20
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2007-07-20

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Breadth of citations across fields
  25. Wu-Index

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