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The sense and nonsense of consumer product testing : how to identify whether consumers are blindly loyal?

Raghubir, Priya; Tyebjee, Tyzoon T.; Lin, Ying-ching - 2009

Persistent link: https://www.econbiz.de/10003928429

Why, when, and how should the effect of marketing be measured? : a stakeholder perspective for corporate social responsibility metrics

Raghubir, Priya; Roberts, John H.; Lemon, Katherine N.; … - In: Journal of public policy & marketing : JPP & M ; an … 29 (2010) 1, pp. 66-77

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Promoting promotions : does showcasing free gifts backfire?

Raghubir, Priya; Celly, Kirti Sawhney - In: Journal of business research : JBR 64 (2011) 1, pp. 55-58

Persistent link: https://www.econbiz.de/10008806345

The long and short of it : why are stocks with shorter runs preferred?

Raghubir, Priya; Das, Sanjiv R. - In: Journal of consumer research : JCR ; an … 36 (2009/10) 6, pp. 964-982

Persistent link: https://www.econbiz.de/10003962679

Geometry in the marketplace

Greenleaf, Eric A.; Raghubir, Priya - In: Visual marketing : from attention to action ; …, (pp. 113-142). 2008

Persistent link: https://www.econbiz.de/10009260342

Opposing effects of sociodemographic variables on price knowlwdge

Gaston-Breton, Charlotte; Raghubir, Priya - In: Marketing letters : a journal of research in marketing 24 (2013) 1, pp. 28-42

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Shelf space schemas : myth or reality?

Valenzuela, Ana; Raghubir, Priya; Mitakakis, Chrissy - In: Journal of business research : JBR 66 (2013) 7, pp. 881-888

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Risk assessment : The consumer as an intuitive statistician

Raghubir, Priya; Latimer, Robert - In: Innovation and marketing in the pharmaceutical industry …, (pp. 287-313). 2014

Persistent link: https://www.econbiz.de/10010353561

Europoly money : how do tourists convert foreign currencies to make spending decisions?

Raghubir, Priya; Morwitz, Vicki G.; Santana, Shelle - In: Journal of retailing 88 (2012) 1, pp. 7-19

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The Long and Short of it : Why are Stocks with Shorter Runs Preferred?

Raghubir, Priya - 2011

This paper develops a framework for modeling risky debt and valuing credit derivatives that is flexible and simple to implement, and that is, to the maximum extent possible, based on observables. Our approach is based on expanding the Heath-Jarrow-Morton term-structure model to allow for...

Persistent link: https://www.econbiz.de/10013133002

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