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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

Banking panics, information and rational expectations equilibrium

Chari, Varadarajan V.; Jagannathan, Ravi - 1984

Persistent link: https://www.econbiz.de/10000708899

Valuing the reload features of executive stock options

Huddart{{}}, Steven; Jagannathan, Ravi; Saly, Jane - 1999

Persistent link: https://www.econbiz.de/10001376937

Dividend dynamics, learning, and expected stock index returns

Jagannathan, Ravi; Liu, Binying - 2015

Persistent link: https://www.econbiz.de/10011350108

On frequent batch auctions for stocks

Jagannathan, Ravi - 2019

Persistent link: https://www.econbiz.de/10012128869

Momentum trading, return chasing, and predictable chrashes

Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2014

Persistent link: https://www.econbiz.de/10010440192

Momentum trading, return chasing, and predictable crashes

Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2014

Persistent link: https://www.econbiz.de/10010441388

Growth expectations, dividend yields, and future stock returns

Da, Zhi; Jagannathan, Ravi; Shen, Jianfeng - 2014

Persistent link: https://www.econbiz.de/10010441426

Momentum trading, return chasing, and predictable crashes

Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2014

We combine self-collected historical data from 1867 to 1907 with CRSP data from 1926 to 2012, to examine the risk and return over the past 140 years of one of the most popular mechanical trading strategies - momentum. We find that momentum has earned abnormally high risk-adjusted returns - a...

Persistent link: https://www.econbiz.de/10010442553

Environmental, social, and governance criteria : why investors are paying attention

Jagannathan, Ravi; Ravikumar, Ashwin; Sammon, Marco - 2017

Persistent link: https://www.econbiz.de/10011782640