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Ravi Jagannathan

Global rank #1752 98%

Institution: Northwestern University

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1984

Most Recent: 2019

RePEc ID: pja91 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 2.85 0.00 0.00 5.70
All Time 1.68 17.93 3.02 0.00 45.58

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 22.72

Publications (25)

Year Article Journal Tier Authors
2019 Dividend Dynamics, Learning, and Expected Stock Index Returns Journal of Finance A 2
2019 Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns Journal of Finance A 3
2019 A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps” Journal of Finance A 3
2016 Why do firms use high discount rates? Journal of Financial Economics A 4
2015 Share auctions of initial public offerings: Global evidence Journal of Financial Intermediation B 3
2015 Price-Dividend Ratio Factor Proxies for Long-Run Risks Review of Asset Pricing Studies B 2
2013 Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease! Journal of Financial Intermediation B 3
2012 CAPM for estimating the cost of equity capital: Interpreting the empirical evidence Journal of Financial Economics A 3
2011 Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds The Review of Financial Studies A 3
2010 Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation Journal of Finance A 3
2007 Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns Journal of Finance A 2
2005 The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks Journal of Finance A 3
2003 Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps Journal of Finance A 2
2003 An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Journal of Econometrics A 3
2002 Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods Journal of Finance A 2
2002 A direct test for the mean variance efficiency of a portfolio Journal of Economic Dynamics and Control B 3
1998 Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes Journal of Financial Economics A 2
1997 Assessing Specification Errors in Stochastic Discount Factor Models. Journal of Finance A 2
1996 The Conditional CAPM and the Cross-Section of Expected Returns. Journal of Finance A 2
1994 Ex-dividend Price Behavior of Common Stocks. The Review of Financial Studies A 2
1993 On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. Journal of Finance A 3
1991 Implications of Security Market Data for Models of Dynamic Economies. Journal of Political Economy S 2
1990 Price Stability and Futures Trading in Commodities Quarterly Journal of Economics S 3
1985 An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model. Journal of Finance A 1
1984 Call options and the risk of underlying securities Journal of Financial Economics A 1