Rajnish Mehra : Citation Profile

Are you Rajnish Mehra?

Arizona State University

16

H index

21

i10 index

3413

Citations

RESEARCH PRODUCTION:

22

Articles

31

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   41 years (1978 - 2019). See details.
   Cites by year: 83
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 21 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme56
   Updated: 2021-02-20    RAS profile: 2019-06-04    
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Relations with other researchers

Works with:

Koulovatianos, Christos (3)

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 (30)

Campbell, John (28)

Quiggin, John (26)

Abel, Andrew (21)

Prescott, Edward (21)

Barro, Robert (21)

Lustig, Hanno (20)

Pépin, Dominique (19)

Grant, Simon (18)

Rebelo, Sergio (16)

Aase, Knut (16)

Cites to:

Prescott, Edward (40)

Constantinides, George (21)

Campbell, John (14)

McGrattan, Ellen (12)

Lucas, Robert (12)

Danthine, Jean-Pierre (12)

Shiller, Robert (11)

Abel, Andrew (10)

Barro, Robert (10)

Mankiw, N. Gregory (9)

Kotlikoff, Laurence (9)

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

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Minneapolis2
Staff Report / Federal Reserve Bank of Minneapolis2

Recent works citing Rajnish Mehra (2021 and 2020)

YearTitle of citing document
2020.

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2020Quantile optimization under derivative constraint. (2018). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:1803.02546.

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2020Optimal Information Acquisition and Consumption Under Habit Formation Preference. (2019). Yu, Xiang ; Yang, Yue. In: Papers. RePEc:arx:papers:1903.04257.

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2020Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:1908.08800.

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2020Equity Premium Puzzle or Faulty Economic Modelling?. (2019). Rachev, Svetlozar T ; Fabozzi, Frank J ; Stoyanov, Stoyan V ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1909.13019.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2020Me, 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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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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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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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

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2020Cross-dynastic Intergenerational Altruism. (2020). Nesje, Frikk. In: Working Papers. RePEc:awi:wpaper:0678.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

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2020Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors. (2020). Sanvicente, Antonio ; Brito, Ricardo D ; Araujo, Eurilton. In: Working Papers Series. RePEc:bcb:wpaper:525.

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2020Stock market volatility: friend or foe?. (2020). Gunasekarage, Abeyratna ; Dempsey, Michael ; Truong, Thanh Tan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3477-3492.

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2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

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2020Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.

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2020Moral Hazard, Agency Cost, and Firm Growth. (2020). Wang, Mengying ; Li, Rui. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:639-664.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Testing for Time Stochastic Dominance. (2020). Linton, O ; Lee, K ; Whang, Y-J., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20121.

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2020Transactions Costs and the Equity Premium Puzzle. (2020). Hong, Sanghyun. In: Working Papers in Economics. RePEc:cbt:econwp:20/16.

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2020Income Tax Evasion: Recovery from Economic Disasters. (2020). Ćorić, Bruno ; Skrabic, Blanka Peric. In: CERGE-EI Working Papers. RePEc:cer:papers:wp676.

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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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2020Persistence in the Market Risk Premium: Evidence across Countries. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8211.

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2020Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865.

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2020Tighter Credit and Consumer Bankruptcy Insurance. (2020). Villamil, Anne ; Peruffo, Marcel ; Mendicino, Caterina ; Cavalcanti, Tiago ; Antunes, Antonio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14330.

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2020Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries. (2020). Zhao, Ruwei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300873.

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2020Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671.

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2020Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433.

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2020Short-run risk, business cycle, and the value premium. (2020). Leippold, Markus ; He, Yunhao. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301615.

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2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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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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2020Implied risk aversion and pricing kernel in the FTSE 100 index. (2020). Sung, Hao-Chang ; Ju, Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302092.

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2020Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301613.

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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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2020Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

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2020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

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2020How negative interest rates affect the risk-taking of individual investors: Experimental evidence. (2020). Mohrschladt, Hannes ; Cordes, Henning ; Baars, Maren. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303921.

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2020Asset pricing with long-run durable expenditure risk. (2020). Li, Huan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306597.

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2020The participation puzzle with reference-dependent expected utility preferences. (2020). Neilson, William ; Liu, Liqun ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:278-287.

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2020Regret-based capital asset pricing model. (2020). Qin, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300522.

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2020Asset pricing implications of money: New evidence. (2020). Silva, Andre ; Maio, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302181.

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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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2020Natural disasters and risk aversion. (2020). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:818-835.

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2020Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values. (2020). Leibbrandt, Andreas ; KALAYCI, Kenan ; Oyarzun, Carlos ; Bao, Zhengyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:59-84.

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2020Cross-asset signals and time series momentum. (2020). Vaittinen, Lauri ; Suominen, Matti ; Pitkajarvi, Aleksi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:63-85.

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2020Do stocks outperform bank deposits in China?. (2020). Zhang, Jin E ; Guo, Wei ; Huang, Jiexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306764.

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2020Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds. (2020). Noureldin, Diaa ; Moutanabbir, Khouzeima. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:708-730.

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2020Precautionary risks for an open economy. (2020). Ferreira, Alex ; Matos, Paulo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:154-167.

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2021Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

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2021Composite-asset-risk approach to solving the equity premium puzzle. (2021). Kim, Yun-Yeong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:200-216.

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2020The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2020_08.

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2020Optimism on Pollution-Driven Disasters and Asset Prices. (2020). Suzuki, Shiba ; Yamagami, Hiroaki. In: Working Papers. RePEc:fae:wpaper:2020.06.

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2020Asset Prices and Unemployment Fluctuations. (2020). Lopez, Pierlauro ; Kehoe, Patrick J ; Midrigan, Virgiliu ; Pastorino, Elena. In: Working Papers. RePEc:fip:fedcwq:87582.

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2020News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact. (2020). Schoenle, Raphael ; Müller, Gernot ; Kuester, Keith ; Muller, Gernot J ; Dietrich, Alexander. In: Working Papers. RePEc:fip:fedcwq:87736.

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2020Asset Pricing Through the Lens of the Hansen-Jagannathan Bound. (2020). Ravikumar, B ; Otrok, Christopher. In: Review. RePEc:fip:fedlrv:88593.

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2020Asset Prices and Unemployment Fluctuations. (2020). Midrigan, Virgiliu ; Kehoe, Patrick J ; Lopez, Pierlauro ; Pastorino, Elena. In: Staff Report. RePEc:fip:fedmsr:87571.

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2020Empirical Research on the Fama-French Three-Factor Model and a Sentiment-Related Four-Factor Model in the Chinese Blockchain Industry. (2020). Chang, Victor ; Ji, Ziyang ; Valverde, Raul ; Hsu, Ching-Hsien Robert ; Lan, Hao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5170-:d:375874.

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2020Financial literacy and French behaviour on the stock market. (2020). Arrondel, Luc. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02505320.

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2020Do CEO-Board ties affect the firms cost of equity?. (2020). Vanappelghem, Cedric ; van Appelghem, Cedric ; Nguyen, Pascal. In: Working Papers. RePEc:hal:wpaper:hal-02880367.

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2020Financial literacy and French behaviour on the stock market. (2020). Arrondel, Luc. In: Working Papers. RePEc:hal:wpaper:halshs-02505320.

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2020Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Yung, Julieta ; Chami, Ralph ; Rochon, Celine ; Cosimano, Thomas F. In: IMF Working Papers. RePEc:imf:imfwpa:2020/053.

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2020Aging Population, Retirement, and Risk Taking: Reply. (2020). Levy, Haim. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2796-2799.

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2021Debiasing Through Experience Sampling: The Case of Myopic Loss Aversion.. (2021). Schwaiger, Rene ; Hueber, Laura. In: Working Papers. RePEc:inn:wpaper:2021-01.

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2020A test of risk vulnerability in the wider population. (2020). conte, anna ; Moffatt, Peter G ; Bacon, Philomena M. In: Theory and Decision. RePEc:kap:theord:v:88:y:2020:i:1:d:10.1007_s11238-019-09708-5.

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2020Sources of U.S. Wealth Inequality: Past, Present, and Future. (2020). Smith, Anthony A ; Krusell, Per ; Hubmer, Joachim. In: NBER Chapters. RePEc:nbr:nberch:14486.

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2020Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B. In: NBER Working Papers. RePEc:nbr:nberwo:26607.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020Necessary Evidence For A Risk Factor’s Relevance. (2020). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alexander M. In: NBER Working Papers. RePEc:nbr:nberwo:27227.

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2020Reconsidering Returns. (2020). Solomon, David H ; Hartzmark, Samuel M. In: NBER Working Papers. RePEc:nbr:nberwo:27380.

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2021Solution to the Equity Premium Puzzle. (2021). Aras, Atilla. In: OSF Preprints. RePEc:osf:osfxxx:gj3n2.

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2020.

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2020New Methods for the Cross-Section of Returns. (2020). Van Nieuwerburgh, Stijn ; Karolyi, Andrew G. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:1879-1890..

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2020The European Corporate Equity Puzzle. (2020). Hols, Christopher ; Brutscher, Philipp-Bastian. In: Comparative Economic Studies. RePEc:pal:compes:v:62:y:2020:i:1:d:10.1057_s41294-019-00107-x.

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2020Resource allocation in the brain and the equity premium puzzle. (2020). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:100432.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Byrne, Joseph ; Zong, Xiaoyu ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:101781.

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2020The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah. In: MPRA Paper. RePEc:pra:mprapa:102663.

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2020Bequeathing in ambiguous times. (2020). Saito, Yuta. In: MPRA Paper. RePEc:pra:mprapa:102718.

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2020Flight to Safety in Business cycles. (2020). Yadav, Jayant. In: MPRA Paper. RePEc:pra:mprapa:104093.

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2020Prosperity in a Low Interest Environment. (2020). Knolle, Julia. In: MPRA Paper. RePEc:pra:mprapa:104332.

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2020Consumer Asset Pricing Model Based on Heterogeneous Consumers and the Mystery of Equity Premium. (2020). Wang, Yiming ; Yan, YU. In: MPRA Paper. RePEc:pra:mprapa:98506.

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2020The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah. In: MPRA Paper. RePEc:pra:mprapa:99747.

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2020Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences. (2020). Douenne, Thomas. In: Review of Economic Dynamics. RePEc:red:issued:18-396.

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2021Rare Events and Long-Run Risks. (). Jin, Tao ; Barro, Robert. In: Review of Economic Dynamics. RePEc:red:issued:18-485.

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2020Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors. (2020). Sanvicente, Antonio ; Araujo, Eurilton. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2020wpecon6.

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2020Detecting and understanding co-benefits generated in tackling climate change and environmental degradation in China. (2020). Jiang, Ping ; Gao, Shuo. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:5:d:10.1007_s10668-019-00399-0.

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2020Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming. (2020). Rincon-Zapatero, Juan Pablo. In: Economic Theory Bulletin. RePEc:spr:etbull:v:8:y:2020:i:1:d:10.1007_s40505-019-00166-4.

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2020Market capitalization and growth with nominal and real rigidities: the case of emerging economies. (2020). Sarkar, Agnirup. In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:2:d:10.1007_s41775-020-00096-0.

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2020An optimization model of retiree decisions under recursive utility with housing. (2020). Aydilek, Harun. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09485-5.

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2020On recursive utilities with non-affine aggregator and conditional certainty equivalent. (2020). Balbus, Ukasz. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01221-8.

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2020Procyclical Debt as Automatic Stabilizer. (2020). Wesselbaum, Dennis. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00174-y.

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2020Debt sustainability when r - g smaller than 0: no free lunch after all. (2020). de Vette, Nander ; Olijslagers, Stan ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200079.

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2020The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data. (2020). Pépin, Dominique ; Miller, Stephen. In: Working papers. RePEc:uct:uconnp:2020-09.

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2020Keynes, Inflation, and the Public Debt: How to Pay for the War as a Policy Prescription for Financial Repression?. (2020). Teupe, Sebastian . In: Working Papers. RePEc:zbw:pp1859:16.

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2020When should retirees tap their home equity?. (2020). Kraft, Holger ; Hambel, Christoph ; Meyer-Wehmann, Andre. In: SAFE Working Paper Series. RePEc:zbw:safewp:293.

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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]		article25
2010The equity premium and the allocation of income risk In: Levine's Working Paper Archive.
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1992The equity premium and the allocation of income risk.(1992) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 23		article
1992The equity premium and the allocation of income risk.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
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: 23		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: 23		paper
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper2525
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 2525		article
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