Loading...

← Back to Leaderboard

Ravi Bansal

Global rank #1838 97%

Institution: Duke University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.fuqua.duke.edu/faculty_research/faculty_directory/bansal/

First Publication: 1993

Most Recent: 2018

RePEc ID: pba818 ↗

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 1.01 0.67 0.00 0.00 5.36
All Time 4.36 13.07 0.67 0.00 44.24

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 18.18

Publications (21)

Year Article Journal Tier Authors
2018 Risk Preferences and the Macroeconomic Announcement Premium Econometrica S 2
2016 Risks for the long run: Estimation with time aggregation Journal of Monetary Economics A 3
2014 Volatility, the Macroeconomy, and Asset Prices Journal of Finance A 4
2013 A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets The Review of Financial Studies A 2
2011 Learning and Asset-price Jumps The Review of Financial Studies A 2
2011 Cointegration and Long-Run Asset Allocation Journal of Business & Economic Statistics A 2
2010 Confidence Risk and Asset Prices American Economic Review S 2
2010 Long Run Risks, the Macroeconomy, and Asset Prices American Economic Review S 3
2009 Cointegration and Consumption Risks in Asset Returns The Review of Financial Studies A 3
2009 Cointegration and Consumption Risks in Asset Returns The Review of Financial Studies A 3
2007 Rational Pessimism, Rational Exuberance, and Asset Pricing Models Review of Economic Studies S 3
2005 Consumption, Dividends, and the Cross Section of Equity Returns Journal of Finance A 3
2005 Interpretable asset markets? European Economic Review B 3
2004 Introduction: macroeconomic implications of capital flows in a global economy Journal of Economic Theory A 3
2002 Market efficiency, asset returns, and the size of the risk premium in global equity markets Journal of Econometrics A 2
2000 The forward premium puzzle: different tales from developed and emerging economies Journal of International Economics A 2
1997 An Exploration of the Forward Premium Puzzle in Currency Markets. The Review of Financial Studies A 1
1996 A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. Journal of Political Economy S 2
1995 Nonparametric estimation of structural models for high-frequency currency market data Journal of Econometrics A 4
1993 No Arbitrage and Arbitrage Pricing: A New Approach. Journal of Finance A 2
1993 A New Approach to International Arbitrage Pricing. Journal of Finance A 3