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Economics and Finance

D-Index
65
Citations
54947
World Ranking
580
National Ranking
374

Overview

Ravi Jagannathan is affiliated with Northwestern University in the United States. Their research spans multiple fields including finance, accounting, economics and econometrics, global and planetary change, and plant science.

The scientist's work covers several main topics, which include:

  • Financial Markets and Investment Strategies
  • Climate change impacts on agriculture
  • Climate variability and models
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Private Equity and Venture Capital
  • Corporate Finance and Governance

Several of their recent papers highlight their interdisciplinary approach and range of research interests. Notable works include:

  • "Recovery from fast crashes: Role of mutual funds," 2021, Journal of Financial Markets
  • "Generation of weather windows to develop agro advisories for Tamil Nadu under automated weather forecast system," 2022, Journal of Agrometeorology
  • "Return to Venture Capital in the Aggregate," 2022, SSRN Electronic Journal
  • "Resource Use Efficiency, Productivity and Profitability of Bt Cotton (interspecific) as Influenced by Crop Geometry and Drip Fertigation," 2020, Indian Journal of Agricultural Research
  • "Drought Characterization Over Periyar Vaigai Command Area in Tamil Nadu," 2020, International Journal of Environment and Climate Change

Ravi Jagannathan has frequently collaborated with several co-authors, indicating collaborative research efforts. Frequent co-authors include:

  • V. Geethalakshmi
  • P. Dhanya
  • Shumiao Ouyang
  • Jiaheng Yu
  • Robert A. Korajczyk

Their publications have appeared in various venues, with the highest number in the SSRN Electronic Journal. Other publication venues include:

  • SSRN Electronic Journal
  • Journal of Financial Markets
  • Indian Journal of Agricultural Research
  • Journal of Agrometeorology
  • International Journal of Environment and Climate Change

Best Publications

  • On the relation between the expected value and the volatility of the nominal excess return on stocks

    Lawrence R. Glosten;Ravi Jagannathan;David E. Runkle

  • On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    Lawrence R. Glosten;Ravi Jagannathan;David E. Runkle

  • Uninsured Idiosyncratic Risk and Aggregate Saving

    S. Rao Aiyagari

  • The conditional CAPM and the cross-section of expected returns

    Ravi Jagannathan;Zhenyu Wang

  • The Conditional CAPM and the Cross-Section of Expected Returns

    Ravi Jagannathan;Zhenyu Wang

  • Implications of Security Market Data for Models of Dynamic Economies

    Lars Peter Hansen;Ravi Jagannathan

  • On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    Unknown

  • Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

    Ravi Jagannathan;Tongshu Ma

  • Assessing Specification Errors in Stochastic Discount Factor Models

    Lars Peter Hansen;Ravi Jagannathan

  • Banking Panics, Information, and Rational Expectations Equilibrium

    V. V. Chari;Ravi Jagannathan

  • The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks

    John H. Boyd;Jian Hu;Ravi Jagannathan

  • Economic Significance of Predictable Variations in Stock Index Returns

    William Breen;Lawrence R. Glosten;Ravi Jagannathan

  • The Conditional CAPM and the Cross-Section of Expected Returns

    Zhenyu Wang;Ravi Jagannathan

  • Assessing the Market Timing Performance of Managed Portfolios

    Ravi Jagannathan;Robert A Korajczyk

  • Why Should Older People Invest Less in Stocks Than Younger People

    Ravi Jagannathan;Narayana R. Kocherlakota

  • Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

    Ravi Jagannathan;Alexey Malakhov;Dmitry Novikov

  • Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

    Tongshu Ma;Ravi Jagannathan

  • An Asymptotic Theory for Estimating Beta‐Pricing Models Using Cross‐Sectional Regression

    Ravi Jagannathan;Zhenyu Wang

  • Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes

    Murray Z Frank;Ravi Jagannathan;Ravi Jagannathan

  • Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns

    Ravi Jagannathan;Yong Wang

  • A contingent claim approach to performance evaluation

    L.R. Glosten;R. Jagannathan

  • Implications of Security Market Data for Models of Dynamic Economies

    Lars Peter Hansen;Lars Peter Hansen;Ravi Jagannathan

  • Stock Market Declines and Liquidity

    Wenjin Kang;Allaudeen Hameed;S. Viswanathan

  • Implications of security market data for models of dynamic economies

    Lars Peter Hansen;Ravi Jagannathan

  • Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns

    Yong Wang;Ravi Jagannathan

Frequent Co-Authors

Loriana Pelizzon
Loriana Pelizzon Ca Foscari University of Venice
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Varadarajan V. Chari
Varadarajan V. Chari University of Minnesota
Lars Peter Hansen
Lars Peter Hansen University of Chicago
John H. Boyd
John H. Boyd University of Minnesota
Kent Daniel
Kent Daniel Columbia University
Ellen R. McGrattan
Ellen R. McGrattan University of Minnesota
Robert A. Korajczyk
Robert A. Korajczyk Northwestern University
Wayne E. Ferson
Wayne E. Ferson University of Southern California
Arvind Krishnamurthy
Arvind Krishnamurthy University of Washington

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