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An investigation of commodity futures prices using the consumption-based intertemporal capital asset pricing model
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 175-191
Persistent link: https://www.econbiz.de/10003060618
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On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
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Lazy investors, discretionary consumption, and the cross-section of stock returns
Jagannathan, Ravi; Wang, Yong - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1623-1661
Persistent link: https://www.econbiz.de/10003522397
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Banking panics, information, and rational expectations equilibrium
Chari, V. V.; Jagannathan, Ravi - In: The journal of finance : the journal of the American … 43 (1988) 3, pp. 749-761
Persistent link: https://www.econbiz.de/10003512889
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Do hot hands exist among hedge fund managers? : an empirical evaluation
Jagannathan, Ravi; Malachov, Aleksej; Novikov, Dmitry - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 217-255
Persistent link: https://www.econbiz.de/10003923941
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The stock market's reaction to unemployment news : why bad news is usually good for stocks
Boyd, John H.; Hu, Jian; Jagannathan, Ravi - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 649-672
Persistent link: https://www.econbiz.de/10002730292
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Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
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Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi; Ma, Tongshu - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
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A note on the asymptotic covariance in Fama-MacBeth regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 799-801
Persistent link: https://www.econbiz.de/10001238217