JAGANNATHAN, Ravi
上海交通大学上海高级金融学院金融学访问研究教授、西北大学凯洛格商学院金融学讲席教授
Ravi Jagannathan教授现任上海高级金融学院金融学访问研究教授、西北大学凯洛格商学院金融学讲席教授。曾任明尼苏达大学卡尔森管理学院金融学教授、香港科技大学杰出访问教授。
Jagannathan教授的研究领域包括金融机构和市场、金融资产定价、投资组合绩效评估等。他在国际著名学术期刊如The Journal of Political Economy, Journal of Financial Economics, Journal of Finance和Review of Financial Studies等发表了多篇论文。他曾担任金融研究学会和美国金融中介研究学会主席，任多家顶级学术刊物的编委，曾任美国金融学会和西部金融学会的理事。
Jagnnathan教授还曾担任DSC量化投资集团有限责任公司的顾问，为多家世界财富500强的公司提供咨询服务。
Jagannathan教授拥有卡内基梅隆大学金融经济学硕士和博士学位。
1. Jagannathan,Ravi. 1984. Call Options and the Risk of Underlying Securities, Journal of Financial Economics.
2. Jagannathan, Ravi. 1985. An Investigation of Commodity Futures Prices Using the Consumption Based Intertemporal Capital Asset Pricing Model, Journal of Finance.
3. Breen, William, Aharon R. Ofer, andRavi Jagannathan. 1986. Correcting for Heteroscedasticity in Tests for Market Timing Ability, Journal of Business.
4. Jagannathan Ravi, and Robert A. Korajczyk. 1986. Assessing the Market Timing Performance of Managed Portfolios, Journal of Business.
5. V. V. Chari and Aharon R. Ofer,Ravi Jagannathan. 1988. Seasonalities in Security Returns: the Case of Earnings Announcements, Journal of Financial Economics.
6. Jagannathan,Ravi,V. V. Chari. 1988. Banking Panics, Information and Rational Expectation Equilibrium, Journal of Finance.
7. Jagannathan,Ravi,Thomas R. Palfrey. 1989. The Effects of Insider Trading Disclosures on Speculative Activity and Futures Prices, Economic Inquiry.
8. Jagannathan,Ravi,V. V. Chari. 1989. Adverse Selection in a Model of Real Estate Lending, Journal of Finance.
9. William Breen , Lawrence Glosten,Ravi Jagannathan. 1989. Economic Significance of Predictable Variations in Stock Index Returns, Journal of Finance.
10. Chari, V.V., and Ravi Jagannathan. 1990. The Simple Analytics of Commodity Futures Markets: Do they Stabilize Prices? Do They Raise Welfare?, Federal Reserve Bank of Minneapolis Quarterly Review.
11. V. V. Chari , Larry E. Jones, and Ravi Jagannathan. 1990. Price Stability and Futures Trading in Commodities, Journal of Economics.
12. Fumio Hayashi,Ravi Jagannathan. 1990. Ex-day Behavior of Japanese Stock Prices: New Insights from New Methodology, Journal of the Japanese and International Economies.
13. Hansen, Lars Peter, and Ravi Jagannathan. 1991. Implications of Security Market Data for Models of Dynamic Economies, Journal of Political Economy.
14. Ravi, Jagannathan, and Zhenyu Wang. 1993. The CAPM Is Alive and Well, Federal Reserve Bank of Minneapolis.
15. Glosten, Lawrence ,David Runkle, and Ravi Jagannathan. 1993. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks, Journal of Finance.
16. Glosten,Lawrence, and Ravi Jagannathan. 1994. A contingent claim approach to performance evaluation, Journal of Empirical Finance.
17. Jagannathan, Ravi, and Ellen R. McGrattan,. 1995. The CAPM Debate, Federal Reserve Bank of Minneapolis Quarterly Review.
18. Jagannathan,Ravi. 1996. Econometric Evaluation of Asset Pricing Models, Handbook of Statistics.
19. Jagannathan, Ravi, and Narayana R. Kocherlakota. 1996. Why Should Older People Invest Less in Stocks than Younger People?, Federal Reserve Bank of Minneapolis Quarterly Review.
20. Jagannathan,Ravi, and Zhenyu Wang. 1996. The Conditional CAPM and the Cross-section of Expected Returns, Journal of Finance.
21. Lars Peter Hansen,Ravi Jagannathan. 1997. Assessing Specification Errors in Stochastic Discount Factor Models, Journal of Finance.
22. Murray Frank, and Ravi Jagannathan. 1998. Why Do Stock Prices Drop by Less than the Value of the Dividend? Evidence from a Country without Taxes, Journal of Financial Economics.
23. Keiichi Kubota ,Hitoshi Takehara,Ravi Jagannathan. 1998. Relationship between Labor-income Risk and Average Return: Empirical Evidence from the Japanese Stock Market, Journal of Business Research.
24. Jagannathan,Ravi, and Zhenyu Wang. 1998. A Note on the Asymptotic Covariance in Fama-MacBeth Regression, Journal of Finance.
25. Jagannathan,Ravi,Zhenyu Wang. 1998. An Asympototic Theory For Estimating Beta-Pricing Models Using Cross-Sectional Regression, Journal of Finance.
26. Huddart, Steven J. , P. Jane Saly, and Ravi Jagannathan. 1999. Valuing the Reload Features of Executive Stock Options, Accounting Horizons.
27. Jagannathan,Ravi,Shaker Srinivasan. 1999. Does Product Market Competion Reduce Agency Costs?, Special Finance Issue of the North American the Journal of Finance.
28. Jagannathan, Ravi, Ellen R. McGrattan, and Anna Scherbina. 2000. The Declining U.S. Equity Premium, Federal Reserve Bank of Minneapolis Quarterly Review.
29. Iwan Meier,Ravi Jagannathan. 2002. Do We Need CAPM for Capital Budgeting?, Financial Management.
30. Jagannathan, Ravi , Gopal Basak, and Guoqiang Sun. 2002. A Test for Mean Variance Efficiency When Shortselling is Prohibited, Journal of Economic Dynamics & Control.
31. Jagannathan,Ravi,Zhenyu Wang. 2002. Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Models, Journal of Finance.
32. Jagannathan, Ravi, George Skoulakis, and Zhenyu Wang. 2002. Generalized Method of Moments: Applications in Finance, Journal of Business and Economic Statistics.
33. Dor, Arik Ben, Iwan Meier, and Ravi Jagannathan. 2003. Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis, Journal of Investment Management.
34. Jagannathan,Ravi,Tongshu Ma. 2003. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps, Journal of Finance.
35. Jagannathan,Ravi. 2003. An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices, Journal of Econometrics.
36. John Boyd , Jian HuRavi and Jagannathan. 2005. The Stock Market’s Reaction to Unemployment News: Why Bad News May Some Times Be Good For Stocks?, Journal of Finance.
37. Sherman, Ann E., and Ravi Jagannathan. 2005. Reforming the Bookbuilding Process for IPOs, Journal of Applied Corporate Finance.
38. Boyd, John H., Ravi Jagannathan, and Qianqiu Liu. 2006. The Stock Market’s Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy, Journal of Investment Management.
39. Jagannathan,Ravi,Yong Wang. 2007. Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns, Journal of Finance.
40. Boyd, John H., and Ravi Jagannathan. 2009. Avoiding the Next Crisis, The Economists' Voice.
41. Boyd, John H., Ravi Jagannathan, and Sungkyu Kwak. 2009. What Caused The Current Financial Mess and What Can We Do About It?, Journal of Investment Management.
42. Basak, Gopal K., Ravi Jagannathan, and Tongshu Ma. 2009. Jackknife Estimator for Tracking Error Variance of Optimal Portfolios, Management Science.
43. Jagannathan,Ravi,Alexey Malakhov, Dmitry Novikov. 2010. Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation, Journal of Finance.
44. Jagannathan,Ravi,Ernst Schaumburg, Guofu Zhou. 2010. Cross-Sectional Asset Pricing Tests, Annual Review of Financial Economics.
45. Da, Zhi, Pengjie Gao, and Ravi Jagannathan. 2011. Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds, Review of Financial Studies.
46. Zhi Da, Re-Jin Guo, Ravi Jagannathan. 2012. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence, Journal of Financial Economics.
47. Jagannathan, Ravi, Srikant Marakani, Hitoshi Takehara, and Yong Wang. 2012. Calendar Cycles, Infrequent Decisions and the Cross Section of Stock Returns, Management Science.
48. Dor, Arik Ben, Ravi Jagannathan, Iwan Meier, and Zhe Xu. 2012. What Drives the Tracking Error of Hedge Fund Clones?, Journal of Alternative Investments.
49. Jagannathan,Ravi,Mudit Kapoor, Ernst Schaumburg. 2013. Causes of the Great Recession of 2007-9: The Financial Crisis was the Symptom not the Disease!, Journal of Financial Intermediation.
50. Jagannathan,Ravi,Andrei Jirnyi, and Ann Guenther Sherman. 2015. Share Auctions of Initial Public Offerings: Global Evidence, Journal of Financial Intermediation.
51. Ravi Jagannathan, Srikant Marakani . 2015. Price Dividend Ratio Factors: Proxies For Long Run Risk, Review of Asset Pricing Studies.
52. Sorensen, Morten and Ravi Jagannathan. 2015. The Public Market Equivalent and Private Equity Performance, Financial Analysts Journal.
53. Jagannathana, Ravi, David A. Matsa, Iwan Meier, and Vefa Tarhan. 2016. Why Do Firms Use High Discount Rates?, Journal of Financial Economics.
54. Jagannathan, Ravi, José Liberti, Binying Liu, and Iwan Meier. 2017. A Firm's Cost of Capital, Annual Review of Financial Economics.
55. Jagannathan, Ravi, Ashwin Ravikumar, and Marco Sammon. 2018. Environmental, Social, and Governance Criteria: Why Investors Are Pay Attention, Nber Macroeconomics Annual.
56. Jagannathan, Ravi, Ashwin Ravikumar, and Marco Sammon. 2018. Environmental, Social, and Governance (ESG) Criteria: Why Investors Should Care, Journal of Investment Management.
57. Jagannathan, Ravi. 2019. On Frequent Batch Auctions for Stocks, Journal of Financial Econometrics.
58. Jagannathan, Ravi, and Binying Liu. 2019. Dividend Dynamics, Learning, and Expected Stock Index Returns, Journal of Finance.
Jagannathan, Ravi, Shumiao Ouyang, and Jiaheng Yu, 2020, Life Cycle Cash Flows of Ventures.
Jagannathan, Ravi, and Kai Wan, 2020, Price Destabilizing Speculation: The Role of Strategic Limit Orders.
Kent Daniel, Ravi Jagannathan, Soohun Kim, 2019, A Hidden Markov Model of Momentum.
Zhang, Yang, and Ravi Jagannathan, 2019, A return-based measure of firm quality.
Jagannathan, Ravi, Chun Chang, and Guoxiong Zhang, 2019, Access to Public Capital.
Jagannathan, Ravi, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman, Darya Yuferova, 2019, Liquidity Provision: Normal Times versus Crashes.
Da, Zhi, Ravi Jagannathan, and Jianfeng Shen, 2014, Growth Expectations, Dividend Yields, and Future Stock Returns.
Ben Chabot, Eric Ghysels, and Ravi Jagannathan, 2014, Momentum Trading, Return Chasing, and Predictable Crashes.
Da, Zhi, Ravi Jagannathan, and Jianfeng Shen, 2013, Investor Optimism, Sales Fixation, and Firm Life Cycle.
Chabot, Benjamin, Eric Ghysels, and Ravi Jagannathan, 2009, Momentum Cycles and Limits to Arbitrage: Evidence from the Stock Exchanges of Victorian England and the Post-Depression United States.
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