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Disambiguation of "Jagannathan, Ravi"

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

, and . Journal of Financial Economics, 47 (2): 161--188 (Feb 15, 1998)

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Ravi Walli

Holger Raviol

Jewgeni Ravik

Mylapore Ravi

Samatha Ravipati

 

Other publications of authors with the same name

An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices, , and . Journal of Econometrics, 116 (1-2): 113--146 (00 2003)Implications of Security Market Data for Models of Dynamic Economies, and . Journal of Political Economy, 99 (2): 225 (Jan 1, 1991)doi: 10.1086/261749.Seasonalities in security returns : The case of earnings announcements, , and . Journal of Financial Economics, 21 (1): 101--121 (May 1988)A direct test for the mean variance efficiency of a portfolio, , and . Journal of Economic Dynamics and Control, 26 (7-8): 1195--1215 (July 2002)Generalized Method of Moments: Applications in Finance, , and . Journal of Business & Economic Statistics, 20 (4): 470-81 (2002)available at http://ideas.repec.org/a/bes/jnlbes/v20y2002i4p470-81.html.Why do stock prices drop by less than the value of the dividend?: Evidence from a country without taxes, and . Journal of Financial Economics, 47 (2): 161--188 (Feb 15, 1998)The Conditional CAPM and the Cross-Section of Expected Returns, and . Journal of Finance, 51 (1): 3-53 (1996)Jackknife Estimator for Tracking Error Variance of Optimal Portfolios., , and . Manag. Sci., 55 (6): 990-1002 (2009)Call options and the risk of underlying securities. Journal of Financial Economics, 13 (3): 425--434 (September 1984)Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods, and . Journal of Finance, 57 (5): 2337-2367 (2002)available at http://ideas.repec.org/a/bla/jfinan/v57y2002i5p2337-2367.html.