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Publications by Ravi Jagannathan

Momentum Trading, Return Chasing and Predictable Crashes

SSRN Electronic Journal

English

Stock Price Crashes: Role of Slow-Moving Capital

SSRN Electronic Journal

English

The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data

English

Momentum Trading, Return Chasing, and Predictable Crashes

English

Implications of Security Market Data for Models of Dynamic Economies

Journal of Political Economy

English

Valuing the Reload Features of Executive Stock Options

Accounting Horizons

English

Does Product Market Competition Reduce Agency Costs

SSRN Electronic Journal

English

Banking Panics, Information, and Rational Expectations Equilibrium

English

Ex-Dividend Price Behavior of Common Stocks

English

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

English