Rajnish Mehra : Citation Profile

Are you Rajnish Mehra?

Arizona State University

16

H index

22

i10 index

4131

Citations

RESEARCH PRODUCTION:

25

Articles

33

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   43 years (1978 - 2021). See details.
   Cites by year: 96
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 23 (0.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme56
   Updated: 2024-12-03    RAS profile: 2024-10-10    
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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 Rajnish Mehra.

Is cited by:

Constantinides, George (39)

Quiggin, John (30)

Campbell, John (29)

Barro, Robert (29)

Lustig, Hanno (22)

Fernandez, Pablo (22)

Abel, Andrew (21)

Rudebusch, Glenn (21)

Pépin, Dominique (20)

Gollier, Christian (20)

Swanson, Eric (19)

Cites to:

Constantinides, George (27)

Campbell, John (22)

Shiller, Robert (14)

Abel, Andrew (14)

McGrattan, Ellen (13)

Danthine, Jean-Pierre (12)

Mankiw, N. Gregory (12)

Lucas, Robert (12)

Barro, Robert (10)

Kotlikoff, Laurence (10)

Summers, Lawrence (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 (2024 and 2023)

YearTitle of citing document
2023Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023Intergenerational 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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2023Acceptable Bilateral Gamma Parameters. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05333.

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2023A parsimonious inverse Cox-Ingersoll-Ross process for financial price modeling. (2023). Sornette, Didier ; Lin, LI. In: Papers. RePEc:arx:papers:2302.11423.

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2023Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning. (2023). Yang, Zhuoran ; Jordan, Michael I ; Wang, Zhaoran ; Min, Yifei ; Xu, Ruitu. In: Papers. RePEc:arx:papers:2303.04833.

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2024Empirical Evidence for the New Definitions in Financial Markets. (2023). Aras, Atilla. In: Papers. RePEc:arx:papers:2305.03468.

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2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

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2023International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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2023Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215.

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2023How capital intensity affects technical progress: An empirical analysis for 17 advanced economies. (2023). Vitali, Beatrice ; Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:606-631.

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2023Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x.

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2023Real-life investors’ memory recall bias: A lab-in-the-field experiment. (2023). Rong, Kang ; Li, King King. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200082x.

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2023On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x.

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2023Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738.

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2024Markov equilibrium of social security: An analytic solution under CRRA utility and the future of social security. (2024). Lopez-Velasco, Armando R. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000117.

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2023Household heterogeneity in macroeconomic models: A historical perspective. (2023). Saidi, Aurelien ; Duarte, Pedro Garcia ; Cherrier, Beatrice. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001265.

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2024Does ChatGPT provide better advice than robo-advisors?. (2024). Horn, Matthias ; Oehler, Andreas. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012709.

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2023Optimal retirement savings over the life cycle: A deterministic analysis in closed form. (2023). Koch, Marlene ; Jensen, Bjarne Astrup ; Fischer, Marcel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:48-58.

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2023What drives stock market participation? The role of institutional, traditional, and behavioral factors. (2023). Luotonen, Niilo ; Conlin, Andrew ; Kaustia, Markku. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003235.

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2023The discounting premium puzzle: Survey evidence from professional economists. (2023). van der Ploeg, Frederick (Rick) ; Gollier, Christian ; Zheng, Jiakun. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:122:y:2023:i:c:s0095069623001006.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2023Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570.

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2023The social discount rate and the cost of public funds: a search for more consistency and better practice. (2023). Spackman, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119814.

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2023End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns. (2023). Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96625.

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2023End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns. (2023). Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96643.

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2023The Pricing Kernel in Options. (2023). Kim, Hyung Joo ; Jacobs, Kris ; Heston, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96652.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation. (2023). Kano, Takashi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-128.

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2023Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4190-4209.

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2023Consumption with earnings, liquidity, and market based models. (2023). Wroblewski, David ; Snigaroff, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01103-6.

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2023Expected return—expected loss approach to optimal portfolio investment. (2023). Blavatskyy, Pavlo. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:1:d:10.1007_s11238-022-09870-3.

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2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326.

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2023The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure. (2023). Skiadopoulos, George ; Hiraki, Kazuhiro. In: Working Papers. RePEc:qmw:qmwecw:946.

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2023Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378.

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2023Identifying Preferences when Households are Financially Constrained. (). Tryphonides, Andreas. In: Review of Economic Dynamics. RePEc:red:issued:21-242.

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2023r Minus g. (). Barro, Robert. In: Review of Economic Dynamics. RePEc:red:issued:22-139.

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2023Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6.

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2023Portfolio selection: from under-diversification to concentration. (2023). Chen, Tao ; Liu, Kai ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02300-x.

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2023Speculative trading, prospect theory and transaction costs. (2023). Zheng, Harry. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00494-7.

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2023The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations. (2023). Jerome, Joseph ; Hobson, David ; Herdegen, Martin. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00495-6.

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2023Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w.

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2023Impact of stock investment on economic performance: a comparative study of on developed & developing economies. (2023). Waheed, Nauman ; Maroof, Zaib ; Naz, Munazza ; Jawad, Muhammad ; Rashid, Tahani. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01447-0.

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2023On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w.

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2023Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30.

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2023Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers. (2023). Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:279899.

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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]		article37
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]
This paper has nother version. Agregated cites: 28		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 nother version. Agregated cites: 28		paper
1992The Equity Premium and the Allocation of Income Risk..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother 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 nother version. Agregated cites: 28		paper
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper2948
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 2948		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 nother version. Agregated cites: 18		paper
2007Intermediated quantities and returns.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother 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]		article84
2005RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS.(2005) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 84		chapter
2011Costly financial intermediation in neoclassical growth theory In: Quantitative Economics.
[Citation analysis]		article33
2011Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 33		paper
2008Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33		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 nother version. Agregated cites: 17		paper
1990On the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article43
2002Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article45
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]		chapter200
2003The Equity Premium in Retrospect.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 200		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]		article98
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]		paper3
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]		paper254
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 254		paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 254		article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 254		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.
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This paper has nother 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 nother 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.
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This paper has nother 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]		paper2
2021Is idiosyncratic risk conditionally priced?.(2021) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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 nother 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 nother 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.
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This paper has nother version. Agregated cites: 0		article
2003The Equity Premium: Why is it a Puzzle? In: NBER Working Papers.
[Full Text][Citation analysis]		paper110
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: The Review of Economic Studies.
[Full Text][Citation analysis]		article16
1993Auctions: Theory and Applications In: IMF Staff Papers.
[Full Text][Citation analysis]		article17
In: .
[Full Text][Citation analysis]		article0

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