16
H index
22
i10 index
4179
Citations
Rajnish Mehra : Citation Profile
Arizona State University | RESEARCH PRODUCTION: 26 Articles 33 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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47 years (1978 - 2025). 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:
| Cites to:
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Main data
Where Rajnish Mehra has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 5 |
| Quantitative Economics | 2 |
| Journal of Monetary Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 16 |
| Working Papers / Federal Reserve Bank of Minneapolis | 2 |
| Staff Report / Federal Reserve Bank of Minneapolis | 2 |
Recent works citing Rajnish Mehra (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper |
| 2024 | Empirical Evidence for the New Definitions in Financial Markets. (2023). Aras, Atilla. In: Papers. RePEc:arx:papers:2305.03468. Full description at Econpapers || Download paper |
| 2025 | The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution. (2025). Di Bartolomeo, Giovanni ; Gaudio, Francesco Saverio ; Cantore, Cristiano. In: Papers. RePEc:arx:papers:2503.00142. Full description at Econpapers || Download paper |
| 2025 | Consumption-portfolio choice with preferences for liquid assets. (2025). Hu, Jiaqi ; Guan, Guohui ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2503.02697. Full description at Econpapers || Download paper |
| 2024 | Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127. Full description at Econpapers || Download paper |
| 2024 | Noncompliant behaviors in general equilibrium: A survey. (2024). Ferrara, Maria ; Chiarini, Bruno ; Elisabetta, Marzano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:931-955. Full description at Econpapers || Download paper |
| 2024 | Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928. Full description at Econpapers || Download paper |
| 2025 | Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030. Full description at Econpapers || Download paper |
| 2024 | Experiences, demand for risky investments, and implications for price dynamics. (2024). Rieskamp, Jrg ; Olschewski, Sebastian ; Heinke, Steve. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000546. Full description at Econpapers || Download paper |
| 2024 | Markov 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. Full description at Econpapers || Download paper |
| 2024 | The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981. Full description at Econpapers || Download paper |
| 2024 | Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869. Full description at Econpapers || Download paper |
| 2024 | Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | A parsimonious analytically specified general equilibrium structure that spans discount rates. (2024). Obrimah, Oghenovo A. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002824. Full description at Econpapers || Download paper |
| 2024 | Nominal 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. Full description at Econpapers || Download paper |
| 2024 | Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740. Full description at Econpapers || Download paper |
| 2024 | Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084. Full description at Econpapers || Download paper |
| 2024 | When you need it or when I die? Timing of monetary transfers from parents to children. (2024). Pasini, Giacomo ; Kalwij, Adriaan ; Alessie, rob. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000383. Full description at Econpapers || Download paper |
| 2024 | Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein–Zin Preferences. (2024). Wijnbergen, Sweder ; Olijslagers, Stan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00832-z. Full description at Econpapers || Download paper |
| 2024 | The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Raquel, Andrew ; Patel, Pratish. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0. Full description at Econpapers || Download paper |
| 2025 | Creating and Stabilizing an Enormous Bubble Economy Similar to the Great Depression. (2025). Huang, Guangming. In: MPRA Paper. RePEc:pra:mprapa:123911. Full description at Econpapers || Download paper |
| 2025 | Aspiration level, probability of success, and stock returns: an empirical test. (2025). Neszveda, Gabor. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00769-w. Full description at Econpapers || Download paper |
Rajnish Mehra has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Rajnish Mehra:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Consumption-Based Asset Pricing Models In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 40 |
| 2010 | The equity premium and the allocation of income risk In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 27 |
| 1992 | The 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: 27 | article | |
| 1992 | The 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: 27 | paper | |
| 1992 | The Equity Premium and the Allocation of Income Risk..(1992) In: Columbia - Graduate School of Business. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 1992 | The 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: 27 | paper | |
| 2010 | The equity premium: a puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 2989 |
| 1985 | The equity premium: A puzzle.(1985) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2989 | article | |
| 2007 | Intermediated Quantities and Returns In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 18 |
| 2008 | Intermediated quantities and returns.(2008) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2007 | Intermediated quantities and returns.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 1978 | On 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] | article | 2 |
| 2025 | Demographics and FDI: lessons from China’s one-child policy In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Demographics and FDI: Lessons from Chinas One-Child Policy.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Demographics and FDI: Lessons from China’s One-Child Policy.(2018) In: NCAER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Demographics and FDI: Lessons from Chinas one-child policy.(2018) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1980 | Recursive Competitive Equilibrium: The Case of Homogeneous Households. In: Econometrica. [Full Text][Citation analysis] | article | 86 |
| 2005 | RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | chapter | |
| 2011 | Costly financial intermediation in neoclassical growth theory In: Quantitative Economics. [Citation analysis] | article | 33 |
| 2011 | Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2008 | Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 1989 | On some computational aspects of equilibrium business cycle theory In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 1988 | On 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 | |
| 1990 | On the term structure of interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 43 |
| 2002 | Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 45 |
| 2002 | Finance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1984 | Recursive competitive equilibrium : A parametric example In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1983 | On the impact of shock persistence on the dynamics of a recursive economy In: European Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2003 | The equity premium in retrospect In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 200 |
| 2003 | The Equity Premium in Retrospect.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 200 | paper | |
| 1983 | Stochastic growth with correlated production shocks, In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 38 |
| 1988 | The equity risk premium: A solution? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 98 |
| 2018 | Demographics and FDI: Lessons from China’s One-Child Policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1982 | A test of the intertemporal asset pricing model In: Staff Report. [Full Text][Citation analysis] | paper | 3 |
| 1997 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business. [Citation analysis] | paper | 255 |
| 1998 | Junior 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: 255 | paper | |
| 2002 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | 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: 255 | paper | ||
| 1988 | On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption. In: International Economic Review. [Full Text][Citation analysis] | article | 13 |
| 1993 | Auctions: Theory and Possible Applications to Economies in Transition In: IMF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance. [Full Text][Citation analysis] | article | 12 |
| 2002 | Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2005 | Junior is Rich: Bequests as Consumption In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Junior is rich: bequests as consumption.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2006 | Recursive Competitive Equilibrium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2006 | The Equity Premium in India In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Risk Based Explanations of the Equity Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Indian Equity Markets: Measures of Fundamental Value In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Indian Equity Markets: Measures of Fundamental Value.(2010) In: India Policy Forum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Is Idiosyncratic Risk Conditionally Priced? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Is idiosyncratic risk conditionally priced?.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2016 | The Term Structure of Interest Rates in India In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Average crossing time: An alternative characterization of mean aversion and reversion.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | The Equity Premium: Why is it a Puzzle? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 111 |
| 2007 | The Equity Premium Puzzle: A Review In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 10 |
| 1984 | Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 16 |
| 1993 | Auctions: Theory and Applications In: IMF Staff Papers. [Full Text][Citation analysis] | article | 17 |
| In: . [Full Text][Citation analysis] | article | 1 |
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