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ECONIS (ZBW)
132
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21
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
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
22
Banking panics, information and rational expectations equilibrium
Chari, Varadarajan V.
;
Jagannathan, Ravi
-
1984
Persistent link: https://www.econbiz.de/10000708899
Saved in:
23
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
Saved in:
24
Why do IPO auctions fail?
Jagannathan, Ravi
;
Sherman, Ann E.
-
2006
Persistent link: https://www.econbiz.de/10003309726
Saved in:
25
CAPM for estimating the cost of equity capital : interpreting the empirical evidence
Da, Zhi
;
Guo, Re-jin
;
Jagannathan, Ravi
-
2009
Persistent link: https://www.econbiz.de/10003835774
Saved in:
26
Price momentum in stocks : insights from Victorian age data
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003791258
Saved in:
27
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003793423
Saved in:
28
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
29
Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna
;
Jagannathan, Ravi
;
Ma, Tongshu
- In:
Management science : journal of the Institute for …
55
(
2009
)
6
,
pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
Saved in:
30
Why are we in a recession? : The financial crisis is the symptom not the disease!
Jagannathan, Ravi
;
Kapoor, Mudit
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003893420
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