Books by Ravi Jagannathan
Long run risks & price/dividen
Long run risks & price/dividend ratio factors
The cross-section of hurdle ra
The cross-section of hurdle rates for capital budgeting
Why don't issuers choose IPO a
Why don't issuers choose IPO auctions?
Do hot hands persist among hed
Do hot hands persist among hedge fund managers?
Why do IPO auctions fail?
Why do IPO auctions fail?
Consumption risk and the cost
Consumption risk and the cost of equity capital
Do we need CAPM for capital bu
Do we need CAPM for capital budgeting?
Risk reduction in large portfo
Risk reduction in large portfolios
An evaluation of multi-factor
An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and Swaption prices
Empirical evaluation of asset
Empirical evaluation of asset pricing models
The declining U.S. equity prem
The declining U.S. equity premium
Does product market competitio
Does product market competition reduce agency costs?
The CAPM with human capital
The CAPM with human capital
An investigation of commodity
An investigation of commodity futures prices using the consumption based intertemporal capital asset pricing model