Krishna Ramaswamy : Citation Profile


Are you Krishna Ramaswamy?

University of Pennsylvania

9

H index

9

i10 index

811

Citations

RESEARCH PRODUCTION:

13

Articles

9

Papers

RESEARCH ACTIVITY:

   29 years (1979 - 2008). See details.
   Cites by year: 27
   Journals where Krishna Ramaswamy has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra1015
   Updated: 2024-04-18    RAS profile: 2019-04-23    
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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:

Poterba, James (8)

Das, Sanjiv (7)

Mella-Barral, Pierre (6)

Goldstein, Michael (6)

Acharya, Viral (6)

Sialm, Clemens (6)

Ait-Sahalia, Yacine (6)

Strebulaev, Ilya (5)

Shanken, Jay (5)

Summers, Lawrence (5)

Ericsson, Jan (5)

Cites to:

Shiller, Robert (4)

Campbell, John (4)

Diebold, Francis (3)

Schoenholtz, Kermit (2)

Mankiw, N. Gregory (2)

Geyer, Alois (2)

Santa-Clara, Pedro (2)

Fisher, Mark (2)

West, Kenneth (2)

Newey, Whitney (2)

Mariano, Roberto (2)

Main data


Where Krishna Ramaswamy has published?


Journals with more than one article published# docs
The Review of Financial Studies4
Journal of Finance4
Journal of Financial Economics2

Recent works citing Krishna Ramaswamy (2024 and 2023)


YearTitle of citing document
2023Valuation of general GMWB annuities in a low interest rate environment. (2022). Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2208.10183.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Option 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.

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2023Online 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.

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2023ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710.

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2023Bayesian 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.

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2023Machine 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.

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2023Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492.

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2023Valuation 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.

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2023Asset 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.

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2023.

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2023A 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.

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2023Another 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.

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2023Reconsideration of behavioral biases in financial markets: comparison of the S&P500 index and TEPIX index of Tehran Stock Exchange. (2023). Taiebnia, Ali ; Tajdini, Saeid ; Mehrara, Mohsen. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:4:d:10.1057_s41264-022-00167-8.

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2023What 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.

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2023Pricing 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.

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Works by Krishna Ramaswamy:


YearTitleTypeCited
2003Looking for Spot in the Presence of Futures* In: International Review of Finance.
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article0
1997Looking 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.
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article4
1980 Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium. In: Journal of Finance.
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article39
1982 The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects? In: Journal of Finance.
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article84
1985 The Valuation of Options on Futures Contracts. In: Journal of Finance.
[Full Text][Citation analysis]
article28
2004Profiting from Mean-Reverting Yield Curve Trading Strategies In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper2
1986The valuation of floating-rate instruments : Theory and evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]
article33
1985The 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
1979The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence In: Journal of Financial Economics.
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article228
1993Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model In: Financial Management.
[Citation analysis]
article126
1988THE TERM STRUCTURE OF INTEREST RATES: EMPIRICAL EVIDENCE. In: Columbia - Center for Futures Markets.
[Citation analysis]
paper0
1992A Test of the Cox, Ingersoll, and Ross Model of the Term Structure In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper67
1992A 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
1993A Test of the Cox, Ingersoll, and Ross Model of the Term Structure..(1993) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
article
1987Program Trading and the Behavior of Stock Index Futures Prices In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1989The Valuation of Corporate Fixed Income Securities In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper5
1988Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices In: The Review of Financial Studies.
[Full Text][Citation analysis]
article82
2008A Dynamic Model for the Forward Curve In: The Review of Financial Studies.
[Full Text][Citation analysis]
article1
1990Simple Binomial Processes as Diffusion Approximations in Financial Models. In: The Review of Financial Studies.
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article106
2005Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency In: Applied Financial Economics.
[Full Text][Citation analysis]
article5

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