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Long-run performance evaluation : correlation and heteroskedasticity-consistent tests

Jegadeesh, Narasimhan; Karceski, Jason - In: Journal of empirical finance 16 (2009) 1, pp. 101-111

Persistent link: https://www.econbiz.de/10003800541

Risk and expected returns of private equity investments : evidence based on market prices

Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua M. - In: The review of financial studies 28 (2015) 12, pp. 3269-3302

Persistent link: https://www.econbiz.de/10011447321

Cross-sectional and time-series tests of return predictability : what is the difference?

Goyal, Amit; Jegadeesh, Narasimhan - 2015

We compare the performance of time-series (TS) and cross-sectional (CS) strategies based on past returns. While CS strategies are zero-net investment long/short strategies, TS strategies take on a time-varying net-long investment in risky assets. For individual stocks, the difference between the...

Persistent link: https://www.econbiz.de/10011296939

The timing and value of forecast and recommendation revisions

Ivković, Zoran; Jegadeesh, Narasimhan - In: Journal of financial economics 73 (2004) 3, pp. 433-463

Persistent link: https://www.econbiz.de/10002204577

Market-based evaluation for models to predict bond ratings

Chan, Konan; Jegadeesh, Narasimhan - In: Review of Pacific Basin financial markets and policies 7 (2004) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10002131779

Revenue surprises and stock returns

Jegadeesh, Narasimhan; Livnat, Joshua - In: Journal of accounting & economics 41 (2006) 1/2, pp. 147-171

Persistent link: https://www.econbiz.de/10003299023

Analyzing the analysts : when do recommendations add value?

Jegadeesh, Narasimhan; Kim, Joonghyuk; Krische, Susan D.; … - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1083-1124

Persistent link: https://www.econbiz.de/10002094352

Relative pricing of Eurodollar futures and forward contracts

Grinblatt, Mark - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1499-1522

Persistent link: https://www.econbiz.de/10001209016

Cross-sectional and time-series determinants of momentum returns

Jegadeesh, Narasimhan; Titman, Sheridan - In: The review of financial studies 15 (2002) 1, pp. 143-157

Persistent link: https://www.econbiz.de/10001639613

Profitability of monumentum strategies : an evaluation of alternative explanations

Jegadeesh, Narasimhan; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 699-720

Persistent link: https://www.econbiz.de/10001604130