Bhaskaran Swaminathan

Best Publications

• Toward an Implied Cost of Capital

  William R. Gebhardt;Charles M. C. Lee;Bhaskaran Swaminathan

  2851
  Citations

• Price Momentum and Trading Volume

  Charles M. C. Lee;Bhaskaran Swaminathan

  2343
  Citations

• Are Dividend Changes a Sign of Firm Maturity

  Gustavo Grullon;Roni Michaely;Bhaskaran Swaminathan

  1483
  Citations

• Trading Volume and Cross-Autocorrelations in Stock Returns

  Tarun Chordia;Bhaskaran Swaminathan

  1229
  Citations

• What is the Intrinsic Value of the Dow

  Charles M. C. Lee;James Myers;Bhaskaran Swaminathan

  902
  Citations

• Investment Analysis and the Adjustment of Stock Prices to Common Information

  Michael J. Brennan;Narasimhan Jegadeesh;Bhaskaran Swaminathan

  888
  Citations

• Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital

  Ľuboš Pástor;Meenakshi Sinha;Bhaskaran Swaminathan

  753
  Citations

• Are IPOs Really Underpriced

  Amiyatosh K. Purnanandam;Bhaskaran Swaminathan

  675
  Citations

• The cross-section of expected corporate bond returns: Betas or characteristics?

  William R. Gebhardt;Soeren Hvidkjaer;Bhaskaran Swaminathan

  430
  Citations

• Stock and bond market interaction: Does momentum spill over?

  William R. Gebhardt;Soeren Hvidkjaer;Bhaskaran Swaminathan

  389
  Citations

• Toward an Implied Cost of Capital

  William R. Gebhardt;Charles M.C. Lee;Bhaskaran Swaminathan

  378
  Citations

• Price Momentum and Trading Volume

  Charles M.C. Lee;Bhaskaran Swaminathan

  356
  Citations

• Time-Varying Expected Small Firm Returns and Closed-End Fund Discounts

  Bhaskaran Swaminathan

  308
  Citations

• Predicting market returns using aggregate implied cost of capital

  Yan Li;David T. Ng;Bhaskaran Swaminathan

  261
  Citations

• Testing International Asset Pricing Models Using Implied Costs of Capital

  Charles Lee;David Ng;Bhaskaran Swaminathan

  260
  Citations

• Industry Classifications and Return Comovement

  Louis K.C. Chan;Josef Lakonishok;Bhaskaran Swaminathan

  251
  Citations

• Macromomentum: Returns Predictability in International Equity Indices*

  Sanjeev Bhojraj;Bhaskaran Swaminathan

  227
  Citations

• Trading Volume and Cross-Autocorrelations in Stock Returns

  Tarun Chordia;Bhaskaran Swaminathan

  182
  Citations

• Are Dividend Changes a Sign of Firm Maturity

  Gustavo Grullon;Roni Michaely;Bhaskaran Swaminathan

  158
  Citations

• Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

  Lubos Pastor;Meenakshi Sinha;Bhaskaran Swaminathan

  145
  Citations