Rajnish Mehra : Citation Profile

Are you Rajnish Mehra?

Arizona State University

16

H index

22

i10 index

4032

Citations

RESEARCH PRODUCTION:

24

Articles

33

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   43 years (1978 - 2021). See details.
   Cites by year: 93
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 194.    Total self citations: 23 (0.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme56
   Updated: 2023-01-28    RAS profile: 2022-06-01    
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Relations with other researchers

Works with:

Koulovatianos, Christos (4)

Li, Jian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rajnish Mehra.

Is cited by:

Constantinides, George (35)

Campbell, John (29)

Barro, Robert (28)

Quiggin, John (27)

Lustig, Hanno (22)

Fernandez, Pablo (22)

Abel, Andrew (21)

Rudebusch, Glenn (21)

Pépin, Dominique (20)

Prescott, Edward (20)

Swanson, Eric (19)

Cites to:

Prescott, Edward (41)

Constantinides, George (25)

Campbell, John (19)

Shiller, Robert (14)

Abel, Andrew (14)

McGrattan, Ellen (13)

Danthine, Jean-Pierre (12)

Lucas, Robert (12)

Mankiw, N. Gregory (11)

Kotlikoff, Laurence (10)

Barro, Robert (10)

Main data

Where Rajnish Mehra has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Journal of Monetary Economics2
Quantitative Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc16
Working Papers / Federal Reserve Bank of Minneapolis2
Staff Report / Federal Reserve Bank of Minneapolis2

Recent works citing Rajnish Mehra (2022 and 2021)

YearTitle of citing document
2021The Young, the Old, and the Government: Demographics and Fiscal Multipliers. (2021). Rachedi, Omar ; Basso, Henrique S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:4:p:110-41.

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2021The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916.

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2022Optimal Taxation of Risky Entrepreneurial Capital. (2022). Knowles, Matthew ; Boar, Corina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:166.

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2021Quantile optimization under derivative constraint. (2018). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:1803.02546.

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2021Optimal Information Acquisition and Consumption Under Habit Formation Preference. (2019). Yu, Xiang ; Yang, Yue. In: Papers. RePEc:arx:papers:1903.04257.

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2021Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). Borovička, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav. In: Papers. RePEc:arx:papers:1910.00778.

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2021Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (2020). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2002.12572.

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2022Subjective Complexity Under Uncertainty. (2020). Quitz'e Valenzuela-Stookey, . In: Papers. RePEc:arx:papers:2006.01852.

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2021Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414.

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2021A Theory of Choice Bracketing under Risk. (2021). Zhang, MU. In: Papers. RePEc:arx:papers:2102.07286.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2022Intergenerational risk sharing in a collective defined contribution pension system: a simulation study with Bayesian optimization. (2021). Zhang, Fangyuan ; Kanagawa, Motonobu ; Chen, AN. In: Papers. RePEc:arx:papers:2106.13644.

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2021The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2107.06593.

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2022Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility. (2021). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2108.06940.

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2022Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804.

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2022Retirement spending problem under Habit Formation Model. (2022). Salisbury, T S ; Huang, H ; Kirusheva, S. In: Papers. RePEc:arx:papers:2210.06255.

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2022Relative growth rate optimization under behavioral criterion. (2022). Xu, Zuo Quan ; Wei, Pengyu ; Peng, Jing. In: Papers. RePEc:arx:papers:2211.05402.

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2021.

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2022Australias Fiscal Space: The Role of Public Investment. (2022). Quiggin, John ; Dominguez, Begoa. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:3:p:383-388.

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2022Central bank digital currency, tax evasion, and inflation tax. (2022). Park, Jaevin ; Lee, Seungduck ; Kwon, Ohik. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1497-1519.

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2021Life with habit and expectation: A new explanation of equity premium puzzle. (2021). Cover, James ; Zhuang, Boyi. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12174.

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2021Recovering the market risk premium from higher?order moment risks. (2021). Rompolis, Leonidas ; Chalamandaris, George. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186.

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2021Shedding light on a dark matter: Jump diffusion and option?implied investor preferences. (2021). Perrakis, Stylianos ; Oancea, Michael ; Ghanbari, Hamed. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:244-286.

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2021The expected investment growth premium. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:905-933.

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2022How much for a haircut? Illiquidity, secondary markets, and the value of private equity. (2022). Sensoy, Berk A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:501-538.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2022A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238.

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2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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2021Convergence of utility indifference prices to the superreplication price in a multiple?priors framework. (2021). Carassus, Laurence ; Blanchard, Romain. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:366-398.

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2022Durable Goods and Consumer Behavior with Liquidity Constraints: Evidence from Norway. (2022). WONG, Ka ; Molina, José Alberto ; Kim, Youn H. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1047.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2022.

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2021Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255.

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2021Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas. In: Working Papers. RePEc:cda:wpaper:341.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2021Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2021Exploiting Symmetry in High-Dimensional Dynamic Programming. (2021). Fernandez-Villaverde, Jesus ; Sood, Arnav ; Perla, Jesse ; Kahou, Mahdi Ebrahimi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9161.

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2022Looming Large or Seeming Small? Attitudes Towards Losses in a Representative Sample. (2022). Camerer, Colin ; Wang, Stephanie ; Snowberg, Erik ; Chapman, Jonathan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9820.

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2021Country Risk Premium: The Case of Chile. (2021). Campos, Zcimo ; Gudaris, Paulina Natalia ; Gertosio, Juan Tapia. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019738.

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2022Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming. (2022). Rincon-Zapatero, Juan Pablo. In: UC3M Working papers. Economics. RePEc:cte:werepe:35342.

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2021Entrepreneurial Spirit and Entrepreneurial Finance. (2021). Yang, Jinqiang ; Wang, Yingjue ; Cheng, Xindong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:2:chengwangyang.

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2022How Shocks Affect Stock Market Participation. (2022). Schulze, Karla ; Meister, Lorenz. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:142en.

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2022Sovereign Bonds since Waterloo. (2022). Reinhart, Carmen ; Meyer, Josefin ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1993.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2021On Estimating Risk Premium With Flexible Fourier Form. (2021). Li, Jing. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00183.

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2022Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures. (2022). Sola, Pierre ; Grilli, Joseph ; Riera, Pau Gaya ; Engel, Janina. In: Working Paper Series. RePEc:ecb:ecbwps:20222687.

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2021The impact of climate change on the cost of bank loans. (2021). Masum, Abdullah Al ; Javadi, Siamak. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001401.

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2021Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2022Climate change in times of economic uncertainty: A perverse tragedy of the commons?. (2022). Gutierrezcubillos, Pablo ; Pasten, Roberto ; Lopez, Ramon E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:209-225.

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2021A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243.

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2021Privatization of knowledge: Did the U.S. get it right?. (2021). Galli, Silvia ; Cozzi, Guido. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:179-191.

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2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

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2021Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826.

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2021Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence. (2021). Lin, XI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000851.

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2022Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996.

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2021The high frequency risk attitude implied by the volatility risk premium. (2021). zhu, chao ; Yi, Zhen ; Zhang, Yuwei. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003256.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2021Solving Euler equations via two-stage nonparametric penalized splines. (2021). Hong, Yongmiao ; Cui, Liyuan ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056.

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2022Bayesian estimation of long-run risk models using sequential Monte Carlo. (2022). Liu, Hening ; Heng, Jeremy ; Fulop, Andras. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:62-84.

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2022Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713.

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2022Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477.

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2022Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model. (2022). Hong, YI ; Jin, Xing. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:975-985.

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2021Energy transition without dirty capital stranding. (2021). Zhang, Lin ; Shi, Xunpeng ; Jin, Wei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s014098832100390x.

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2021VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945.

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2021Temperature and trading behaviours. (2021). Liu, Jia ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002179.

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2021Mean-variance versus utility maximization revisited: The case of constant relative risk aversion. (2021). Kassimatis, Konstantinos . In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002556.

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2022Cross-sectional seasonalities and seasonal reversals: Evidence from China. (2022). Guo, Shuxin ; Yuan, Yue ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001260.

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2021Habits, Wealth and Equity Risk Premium. (2021). Koimisis, Georgios ; Giannikos, Christos I. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319302090.

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2021Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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2021Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821.

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2022The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015). (2022). Nguyenhuu, Tam. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001999.

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2022Learning about the persistence of recessions under ambiguity aversion. (2022). Liu, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100489x.

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2022Gender and choice of pension product. (2022). Rangvid, Jesper ; Nielsson, Ulf ; Larsen, Linda Sandris. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000216.

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2022Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021.

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2022Uncertainty avoidance, loss aversion and stock market participation. (2022). Rieger, Marc Oliver. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028320302982.

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2021Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:355-362.

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2021Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485.

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2021Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

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2022Time horizon and cryptocurrency ownership: Is crypto not speculative?. (2022). Bonaparte, Yosef. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000877.

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2021The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570.

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2021Stocks versus bonds for the long run when a riskless asset is available. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002314.

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2022Does it pay to invest? The personal equity risk premium and stock market participation. (2022). Veld, Chris ; Merkoulova, Yulia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001795.

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2021Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana ; Nasir, Muhammad Ali. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108.

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2022Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300.

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2022Debiasing through experience sampling: The case of myopic loss aversion. (2022). Schwaiger, Rene ; Hueber, Laura. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:87-138.

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2021Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

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2022Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions. (2022). Shigeta, Yuki. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001089.

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2021Rare disaster probability and options pricing. (2021). Barro, Robert ; Liao, Gordon Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:750-769.

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2022Stocks for the long run? Evidence from a broad sample of developed markets. (2022). Odoherty, Michael S ; Cederburg, Scott ; Anarkulova, Aizhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:409-433.

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2022Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

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2022Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926.

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2022The maturity premium. (2022). Zechner, Josef ; Weiss, Patrick ; Chaderina, Maria. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:670-694.

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2022Asset pricing with return extrapolation. (2022). Sui, Pengfei ; Jin, Lawrence J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:273-295.

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2022Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

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2021Real estate and relative risk aversion with generalized recursive preferences. (2021). Kim, Insu ; Huh, Sungjun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000215.

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2022Monetary policy rules and the equity premium in a segmented markets model. (2022). Zervou, Anastasia ; Peng, Yulei. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000453.

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2021The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310084.

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More than 100 citations found, this list is not complete...

Rajnish Mehra has edited the books:

YearTitleTypeCited

Works by Rajnish Mehra:

YearTitleTypeCited
2012Consumption-Based Asset Pricing Models In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article29
2010The equity premium and the allocation of income risk In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper28
1992The equity premium and the allocation of income risk.(1992) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
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1992The equity premium and the allocation of income risk.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
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1992The Equity Premium and the Allocation of Income Risk..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 28		paper
1992The Equity Premium and the Allocation of Income Risk.(1992) In: Cahiers de Recherches Economiques du Département d'économie.
[Citation analysis]
This paper has another version. Agregated cites: 28		paper
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper2880
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2880		article
2007Intermediated Quantities and Returns In: Levine's Bibliography.
[Full Text][Citation analysis]		paper18
2008Intermediated quantities and returns.(2008) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2007Intermediated quantities and returns.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 18		paper
1978On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
1980Recursive Competitive Equilibrium: The Case of Homogeneous Households. In: Econometrica.
[Full Text][Citation analysis]		article83
2005RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 83		chapter
2011Costly financial intermediation in neoclassical growth theory In: Quantitative Economics.
[Citation analysis]		article29
2011Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 29		paper
2008Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29		paper
1989On some computational aspects of equilibrium business cycle theory In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
1988On some computational Aspects of Equilibrium Business Cycle Theory.(1988) In: Cahiers de Recherches Economiques du Département d'économie.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
1990On the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article42
2002Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article41
2002Finance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
1984Recursive competitive equilibrium : A parametric example In: Economics Letters.
[Full Text][Citation analysis]		article2
1983On the impact of shock persistence on the dynamics of a recursive economy In: European Economic Review.
[Full Text][Citation analysis]		article2
2003The equity premium in retrospect In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter197
2003The Equity Premium in Retrospect.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 197		paper
1983Stochastic growth with correlated production shocks, In: Journal of Economic Theory.
[Full Text][Citation analysis]		article37
1988The equity risk premium: A solution? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article95
2018Demographics and FDI: Lessons from China’s One-Child Policy In: Working Papers.
[Full Text][Citation analysis]		paper0
1982A test of the intertemporal asset pricing model In: Staff Report.
[Full Text][Citation analysis]		paper2
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]		paper251
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 251		paper
1988On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption. In: International Economic Review.
[Full Text][Citation analysis]		article13
1993Auctions: Theory and Possible Applications to Economies in Transition In: IMF Working Papers.
[Full Text][Citation analysis]		paper6
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]		article12
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2006Recursive Competitive Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2006The Equity Premium in India In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2007Risk Based Explanations of the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2010Indian Equity Markets: Measures of Fundamental Value In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2010Indian Equity Markets: Measures of Fundamental Value.(2010) In: India Policy Forum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2013Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2016Is Idiosyncratic Risk Conditionally Priced? In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2021Is idiosyncratic risk conditionally priced?.(2021) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2016The Term Structure of Interest Rates in India In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2018Demographics and FDI: Lessons from Chinas One-Child Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2018Demographics and FDI: Lessons from China’s One-Child Policy.(2018) In: NCAER Working Papers.
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This paper has another version. Agregated cites: 0		paper
2018Demographics and FDI: Lessons from Chinas one-child policy.(2018) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 0		paper
2018Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2021Average crossing time: An alternative characterization of mean aversion and reversion.(2021) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2003The Equity Premium: Why is it a Puzzle? In: NBER Working Papers.
[Full Text][Citation analysis]		paper109
2007The Equity Premium Puzzle: A Review In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article10
1984Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model In: Review of Economic Studies.
[Full Text][Citation analysis]		article16
1993Auctions: Theory and Applications In: IMF Staff Papers.
[Full Text][Citation analysis]		article17

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