9
H index
9
i10 index
807
Citations
Krishna Ramaswamy : Citation Profile
University of Pennsylvania | RESEARCH PRODUCTION: 13 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1979 - 2008). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Krishna Ramaswamy. | Is cited by:
| Cites to:
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Main data
Where Krishna Ramaswamy has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Financial Studies | 4 |
| Journal of Finance | 4 |
| Journal of Financial Economics | 2 |
Recent works citing Krishna Ramaswamy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Valuation of general GMWB annuities in a low interest rate environment. (2022). Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2208.10183. Full description at Econpapers || Download paper |
| 2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper |
| 2023 | Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014. Full description at Econpapers || Download paper |
| 2023 | Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947. Full description at Econpapers || Download paper |
| 2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper |
| 2023 | Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274. Full description at Econpapers || Download paper |
| 2023 | Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492. Full description at Econpapers || Download paper |
| 2023 | Valuation of general GMWB annuities in a low interest rate environment. (2023). Rotondi, Francesco ; Fontana, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:142-167. Full description at Econpapers || Download paper |
| 2023 | Asset pricing in bull and bear markets. (2023). Nettayanun, Sampan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000021. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A re-examination of the foundations of the cost of capital for regulatory purposes. (2023). Biggar, Darryl. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:64:y:2023:i:1:d:10.1007_s11149-023-09463-0. Full description at Econpapers || Download paper |
| 2023 | Another look at the dividend-price relationship in the accounting valuation framework. (2023). Sen, Pradyot K ; Easterday, Kathryn E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01167-y. Full description at Econpapers || Download paper |
| 2023 | What Drives Shareholders Reaction To CEO Turnovers, Dividend Changes, and Block Trades? A Theoretical Background. (2023). Agnieszka, Pre-Perepeczo. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:50-71:n:3. Full description at Econpapers || Download paper |
| 2023 | Pricing risky corporate bonds: An empirical study. (2023). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:90-121. Full description at Econpapers || Download paper |
Works by Krishna Ramaswamy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Looking for Spot in the Presence of Futures* In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 1997 | Looking for Spot in the Presence of Futures.(1997) In: Economics Technical Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1980 | On the CAP M Approach to the Estimation of a Public Utilitys Cost of Equity Capital. In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 1980 | Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium. In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
| 1982 | The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects? In: Journal of Finance. [Full Text][Citation analysis] | article | 81 |
| 1985 | The Valuation of Options on Futures Contracts. In: Journal of Finance. [Full Text][Citation analysis] | article | 28 |
| 2004 | Profiting from Mean-Reverting Yield Curve Trading Strategies In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 2 |
| 1986 | The valuation of floating-rate instruments : Theory and evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 33 |
| 1985 | The Valuation of Floating Rate Instruments - Theory and Evidence.(1985) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 1979 | The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 227 |
| 1993 | Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model In: Financial Management. [Citation analysis] | article | 126 |
| 1988 | THE TERM STRUCTURE OF INTEREST RATES: EMPIRICAL EVIDENCE. In: Columbia - Center for Futures Markets. [Citation analysis] | paper | 0 |
| 1992 | A Test of the Cox, Ingersoll, and Ross Model of the Term Structure In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 67 |
| 1992 | A Test of the Cox, Ingersoll, and Ross Model of the Term Structure..(1992) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 1993 | A Test of the Cox, Ingersoll, and Ross Model of the Term Structure..(1993) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 1987 | Program Trading and the Behavior of Stock Index Futures Prices In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1989 | Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1989 | The Valuation of Corporate Fixed Income Securities In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 5 |
| 1988 | Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices In: Review of Financial Studies. [Full Text][Citation analysis] | article | 82 |
| 2008 | A Dynamic Model for the Forward Curve In: Review of Financial Studies. [Full Text][Citation analysis] | article | 1 |
| 1990 | Simple Binomial Processes as Diffusion Approximations in Financial Models. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 106 |
| 2005 | Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team