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Ex-dividend price behavior of common stocks
Boyd, John H.; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000893109
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On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993
Persistent link: https://www.econbiz.de/10000870606
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Seasonalities in security returns : the case of earnings announcements
Chari, Varadarajan V.; Jagannathan, Ravi; Ofer, Aharon R. - 1987
Persistent link: https://www.econbiz.de/10000737836
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Ex-day behavior of Japanese stock prices : new insights from new methology
Hayashi, Fumio; Jagannathan, Ravi - 1990
Persistent link: https://www.econbiz.de/10000797649
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Ex-day behavior of Japanese stock prices : new insights from new methodology
Hayashi, Fumio; Jagannathan, Ravi - 1990
Persistent link: https://www.econbiz.de/10000799022
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Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z. - 1997
Persistent link: https://www.econbiz.de/10000962219
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Price momentum in stocks : insights from Victorian age data
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2008
Persistent link: https://www.econbiz.de/10003791258
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Price-dividend ratio factor proxies for long-run risks
Jagannathan, Ravi; Marakani, Srikant - In: Review of asset pricing studies 5 (2015) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10011318437
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Tail risk in momentum strategy returns
Daniel, Kent; Jagannathan, Ravi; Kim, Soohun - 2012
Persistent link: https://www.econbiz.de/10009562288
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Growth versus margin and castles in the air : evidence from industry IPO waves
Da, Zhi; Jagannathan, Ravi; Shen, Jianfeng - 2012
Persistent link: https://www.econbiz.de/10009680930