D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 55 Citations 32,120 163 World Ranking 641 National Ranking 430

Overview

What is he best known for?

The fields of study Ravi Jagannathan is best known for:

  • Finance
  • Statistics
  • Financial economics

His Asset (computer security) course of study focuses on Computer security and Exploit. Ravi Jagannathan merges Exploit with Computer security in his study. His study in the field of Meteorology is also linked to topics like Actuarial science. His research links Training (meteorology) with Meteorology. Ravi Jagannathan performs integrative study on Actuarial science and Financial economics. Ravi Jagannathan integrates Financial economics with Arbitrage pricing theory in his study. His work on Gerontology as part of general Older people research is frequently linked to Demographic economics, bridging the gap between disciplines. The study of Gerontology is intertwined with the study of Older people in a number of ways. His work in Mathematical analysis is not limited to one particular discipline; it also encompasses Infinity and Asymptotic analysis.

His most cited work include:

  • On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (6205 citations)
  • The Conditional CAPM and the Cross-Section of Expected Returns (1735 citations)
  • Implications of Security Market Data for Models of Dynamic Economies (751 citations)

What are the main themes of his work throughout his whole career to date

His work in the fields of Asset (computer security), such as Computer security, overlaps with other areas such as Capital asset pricing model. Ravi Jagannathan connects Computer security with Asset (computer security) in his research. His study on Financial economics is mostly dedicated to connecting different topics, such as Capital asset pricing model and Portfolio. Ravi Jagannathan connects Portfolio with Finance in his study. He connects Finance with Market liquidity in his study. Ravi Jagannathan performs multidisciplinary study in Econometrics and Statistics in his work. He integrates Statistics with Econometrics in his research. While working on this project, he studies both Monetary economics and Microeconomics. Ravi Jagannathan performs integrative study on Microeconomics and Monetary economics.

Ravi Jagannathan most often published in these fields:

  • Financial economics (61.33%)
  • Finance (56.00%)
  • Econometrics (49.33%)

What were the highlights of his more recent work (between 2014-2019)?

  • Finance (85.71%)
  • Financial economics (57.14%)
  • Microeconomics (57.14%)

In recent works Ravi Jagannathan was focusing on the following fields of study:

Ravi Jagannathan conducts interdisciplinary study in the fields of Finance and Financial system through his works. In his works, he undertakes multidisciplinary study on Financial system and Finance. Financial economics is closely attributed to Market portfolio in his research. In his works, he performs multidisciplinary study on Market portfolio and Capital asset pricing model. Capital asset pricing model and Financial economics are two areas of study in which Ravi Jagannathan engages in interdisciplinary research. His work on Microeconomics is being expanded to include thematically relevant topics such as Common value auction. His Microeconomics research extends to the thematically linked field of Common value auction. His studies link Initial public offering with Monetary economics. Many of his studies involve connections with topics such as Monetary economics and Initial public offering.

Between 2014 and 2019, his most popular works were:

  • Why do firms use high discount rates? (76 citations)
  • The Public Market Equivalent and Private Equity Performance (52 citations)
  • Share auctions of initial public offerings: Global evidence (41 citations)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

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.
Research Papers in Economics (1993)

11460 Citations

The conditional CAPM and the cross-section of expected returns

Ravi Jagannathan;Zhenyu Wang.
Research Papers in Economics (1996)

3267 Citations

Implications of Security Market Data for Models of Dynamic Economies

Lars Peter Hansen;Ravi Jagannathan.
Journal of Political Economy (1991)

2103 Citations

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

Ravi Jagannathan;Tongshu Ma.
Journal of Finance (2003)

1661 Citations

Assessing Specification Errors in Stochastic Discount Factor Models

Lars Peter Hansen;Ravi Jagannathan.
Journal of Finance (1997)

1054 Citations

Banking Panics, Information, and Rational Expectations Equilibrium

V. V. Chari;Ravi Jagannathan.
Journal of Finance (1988)

1025 Citations

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

John H. Boyd;Jian Hu;Ravi Jagannathan.
Journal of Finance (2005)

926 Citations

Economic Significance of Predictable Variations in Stock Index Returns

William Breen;Lawrence R. Glosten;Ravi Jagannathan.
Journal of Finance (1989)

853 Citations

The Conditional CAPM and the Cross-Section of Expected Returns

Zhenyu Wang;Ravi Jagannathan.
Social Science Research Network (1998)

731 Citations

Why Should Older People Invest Less in Stocks Than Younger People

Ravi Jagannathan;Narayana R. Kocherlakota.
The Quarterly review (1996)

526 Citations

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