Rajnish Mehra : Citation Profile


Are you Rajnish Mehra?

Arizona State University

15

H index

21

i10 index

3487

Citations

RESEARCH PRODUCTION:

22

Articles

33

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   41 years (1978 - 2019). See details.
   Cites by year: 85
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 22 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme56
   Updated: 2021-10-16    RAS profile: 2021-08-24    
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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 (31)

Campbell, John (28)

Quiggin, John (26)

Barro, Robert (22)

Abel, Andrew (21)

Lustig, Hanno (20)

Pépin, Dominique (19)

Prescott, Edward (19)

Grant, Simon (18)

Rebelo, Sergio (16)

Aase, Knut (16)

Cites to:

Prescott, Edward (38)

Constantinides, George (21)

Campbell, John (14)

Lucas, Robert (12)

Danthine, Jean-Pierre (12)

McGrattan, Ellen (12)

Shiller, Robert (11)

Abel, Andrew (10)

Mankiw, N. Gregory (9)

Barro, Robert (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
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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2020.

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

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

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

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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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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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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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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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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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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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2021Optimal portfolio choice with stock market entry costs and human capital investments: A developing country model. (2021). Thakurata, Indrajit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:175-195.

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2021Stock and bond joint pricing, consumption surplus, and inflation news. (2021). Nazimoff, Jonas J ; Terence, Ka Wai ; Wong, Tat Wing ; Lou, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000477.

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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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2021Social discounting and the equity premium. (2021). Spackman, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111488.

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2020Keynesian economics: can it return if it never died?. (2020). Eichengreen, Barry. In: Review of Keynesian Economics. RePEc:elg:rokejn:v:8:y:2020:i:1:p23-35.

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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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2021Consumption-Based Asset Pricing When Consumers Make Mistakes. (2021). Anderson, Christopher. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-15.

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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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2021Book Review “Cultural Finance: A World Map of Risk, Time and Money” by Thorsten Hens, Marc Oliver Rieger, and Mei Wang. Singapore: World Scientific Publishing Co. Pte. Ltd., 2020; ISBN 9789811221958. (2021). Duc, Toan Luu ; Quang, Anh Ngoc. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:262-:d:572423.

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2021A New Measure of Market Inefficiency. (2021). Gordillo, Jose Luis ; Benink, Harald A ; Stephens, Christopher R ; Pardo-Guerra, Juan Pablo . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:263-:d:572629.

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2021Equity Premium with Habits, Wealth Inequality and Background Risk. (2021). Koimisis, Georgios ; Giannikos, Christos I. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:321-:d:592921.

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2021A Balanced Portfolio Can Have a Higher Geometric Return Than the Risky Asset. (2021). Woutersen, Tiemen ; Arden, Miriam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:409-:d:627300.

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2021The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund. (2021). Bjerksund, Petter ; Aase, Knut K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:425-:d:629686.

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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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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.
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article26
2010The equity premium and the allocation of income risk In: Levine's Working Paper Archive.
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paper24
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: 24
article
1992The equity premium and the allocation of income risk.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
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This paper has another version. Agregated cites: 24
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: 24
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: 24
paper
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
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paper2580
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 2580
article
2007Intermediated Quantities and Returns In: Levine's Bibliography.
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paper18
2008Intermediated quantities and returns.(2008) In: Staff Report.
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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.
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article71
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: 71
chapter
2011Costly financial intermediation in neoclassical growth theory In: Quantitative Economics.
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article27
2011Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 27
paper
2008Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 27
paper
1989On some computational aspects of equilibrium business cycle theory In: Journal of Economic Dynamics and Control.
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article16
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: 16
paper
1990On the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article30
2002Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article37
2002Finance In: Journal of Economic Dynamics and Control.
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article0
1984Recursive competitive equilibrium : A parametric example In: Economics Letters.
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article2
1983On the impact of shock persistence on the dynamics of a recursive economy In: European Economic Review.
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article2
2003The equity premium in retrospect In: Handbook of the Economics of Finance.
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chapter111
2003The Equity Premium in Retrospect.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 111
paper
1983Stochastic growth with correlated production shocks, In: Journal of Economic Theory.
[Full Text][Citation analysis]
article33
1988The equity risk premium: A solution? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article87
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]
paper223
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: 223
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: 223
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: 223
paper
1988On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption. In: International Economic Review.
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article13
1993Auctions: Theory and Possible Applications to Economies in Transition In: IMF Working Papers.
[Full Text][Citation analysis]
paper5
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
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article10
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
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paper10
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2006Recursive Competitive Equilibrium In: NBER Working Papers.
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paper18
2006The Equity Premium in India In: NBER Working Papers.
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paper14
2007Risk Based Explanations of the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
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.
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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
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.
[Full Text][Citation analysis]
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.
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paper0
2019Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion In: NBER Working Papers.
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paper0
2003The Equity Premium: Why is it a Puzzle? In: NBER Working Papers.
[Full Text][Citation analysis]
paper88
2007The Equity Premium Puzzle: A Review In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
article4
1984Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model In: Review of Economic Studies.
[Full Text][Citation analysis]
article15
1993Auctions: Theory and Applications In: IMF Staff Papers.
[Full Text][Citation analysis]
article14

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