Standout Papers
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)
- The Conditional CAPM and the Cross‐Section of Expected Returns (1996)
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)
- Implications of Security Market Data for Models of Dynamic Economies (1991)
- The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks (2005)
- Assessing Specification Errors in Stochastic Discount Factor Models (1997)
Immediate Impact
20 by Nobel laureates 117 standout
Citing Papers
Uncertainty in forecasts of long-run economic growth
2018 StandoutNobel
Financial Intermediaries and the Cross‐Section of Asset Returns
2014 Standout
Works of Ravi Jagannathan being referenced
An Asymptotic Theory for Estimating Beta‐Pricing Models Using Cross‐Sectional Regression
1998
Implications of Security Market Data for Models of Dynamic Economies
1991 StandoutNobel
Author Peers
| Author | Last Decade | Papers | Cites | ||||
|---|---|---|---|---|---|---|---|
| Ravi Jagannathan | 13741 | 10559 | 3342 | 4581 | 121 | 16.0k | |
| Andrew Ang | 13591 | 9151 | 3744 | 4565 | 151 | 15.8k | |
| G. William Schwert | 12522 | 10870 | 6274 | 5218 | 66 | 18.3k | |
| Lawrence R. Glosten | 13228 | 9636 | 4697 | 3190 | 37 | 15.7k | |
| Robert J. Hodrick | 9804 | 8799 | 2665 | 6180 | 54 | 13.8k | |
| Geert Bekaert | 19521 | 14241 | 5709 | 9589 | 184 | 23.7k | |
| Allan Timmermann | 8970 | 8876 | 1905 | 5605 | 201 | 13.4k | |
| Kenneth D. West | 13182 | 13668 | 4229 | 8794 | 83 | 21.2k | |
| Robert F. Stambaugh | 18654 | 11735 | 7501 | 3761 | 89 | 20.9k | |
| Philippe Jorion | 7900 | 5734 | 3686 | 3055 | 103 | 10.8k | |
| George Andrew Karolyi | 10311 | 6323 | 7524 | 2438 | 141 | 14.7k |
All Works
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