| Year |
Citation |
Score |
| 2020 |
Jegadeesh N, Mangipudi CS. What Do Fund Flows Reveal About Asset Pricing Models and Investor Sophistication Review of Financial Studies. DOI: 10.2139/Ssrn.3090541 |
0.46 |
|
| 2019 |
Jegadeesh N, Noh J, Pukthuanthong K, Roll R, Wang JL. Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation Journal of Financial Economics. 133: 273-298. DOI: 10.2139/Ssrn.2664332 |
0.437 |
|
| 2018 |
Goyal A, Jegadeesh N. Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? Review of Financial Studies. 31: 1784-1824. DOI: 10.2139/Ssrn.2610288 |
0.363 |
|
| 2016 |
Chordia T, Goyal A, Jegadeesh N. Buyers Versus Sellers: Who Initiates Trades and When? Journal of Financial and Quantitative Analysis. 51: 1467-1490. DOI: 10.1017/S0022109016000521 |
0.465 |
|
| 2015 |
Jegadeesh N, Kräussl R, Pollet JM. Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices Review of Financial Studies. 28: 3269-3302. DOI: 10.1093/Rfs/Hhv046 |
0.513 |
|
| 2012 |
Busse JA, Clifton Green T, Jegadeesh N. Buy-side trades and sell-side recommendations: Interactions and information content Journal of Financial Markets. 15: 207-232. DOI: 10.1016/J.Finmar.2011.08.001 |
0.448 |
|
| 2010 |
Jegadeesh N, Kim W. Do analysts? Herd an analysis of recommendations and market reactions Review of Financial Studies. 23: 901-937. DOI: 10.2139/Ssrn.957192 |
0.499 |
|
| 2009 |
Jegadeesh N, Karceski J. Long-run performance evaluation: Correlation and heteroskedasticity-consistent tests Journal of Empirical Finance. 16: 101-111. DOI: 10.2139/Ssrn.532503 |
0.356 |
|
| 2006 |
Jegadeesh N, Livnat J. Post-earnings-announcement drift: The role of revenue surprises Financial Analysts Journal. 62: 22-34. DOI: 10.2469/Faj.V62.N2.4081 |
0.486 |
|
| 2006 |
Henderson BJ, Jegadeesh N, Weisbach MS. World markets for raising new capital Journal of Financial Economics. 82: 63-101. DOI: 10.2139/Ssrn.466540 |
0.485 |
|
| 2006 |
Jegadeesh N, Kim W. Value of analyst recommendations: International evidence Journal of Financial Markets. 9: 274-309. DOI: 10.2139/Ssrn.411521 |
0.483 |
|
| 2006 |
Chan K, Chan LKC, Jegadeesh N, Lakonishok J. Earnings quality and stock returns Journal of Business. 79: 1041-1082. DOI: 10.1086/500669 |
0.54 |
|
| 2006 |
Jegadeesh N, Livnat J. Revenue surprises and stock returns Journal of Accounting and Economics. 41: 147-171. DOI: 10.1016/J.Jacceco.2005.10.003 |
0.501 |
|
| 2004 |
Chan K, Jegadeesh N. Market-based evaluation for models to predict bond ratings Review of Pacific Basin Financial Markets and Policies. 7: 153-172. DOI: 10.1142/S0219091504000081 |
0.524 |
|
| 2004 |
Jegadeesh N, Kim J, Krische SD, Lee CMC. Analyzing the analysts: When do recommendations add value? Journal of Finance. 59: 1083-1124. DOI: 10.1111/J.1540-6261.2004.00657.X |
0.442 |
|
| 2004 |
Chan K, Jegadeesh N, Sougiannis T. The accrual effect on future earnings Review of Quantitative Finance and Accounting. 22: 97-121. DOI: 10.1023/B:Requ.0000015852.00973.8F |
0.587 |
|
| 2004 |
Ivković Z, Jegadeesh N. The timing and value of forecast and recommendation revisions Journal of Financial Economics. 73: 433-463. DOI: 10.1016/J.Jfineco.2004.03.002 |
0.348 |
|
| 2002 |
Jegadeesh N, Titman S. Cross-Sectional and Time-Series Determinants of Momentum Returns Review of Financial Studies. 15: 143-157. DOI: 10.1093/Rfs/15.1.143 |
0.396 |
|
| 2001 |
Jegadeesh N, Titman S. Profitability of momentum strategies: An evaluation of alternative explanations Journal of Finance. 56: 699-720. DOI: 10.1111/0022-1082.00342 |
0.392 |
|
| 2000 |
Jegadeesh N, Ju X. A Non-Parametric Prepayment Model and Valuation of Mortgage-Backed Securities The Journal of Fixed Income. 10: 50-67. DOI: 10.3905/Jfi.2000.319237 |
0.364 |
|
| 2000 |
Jegadeesh N. Long-term performance of seasoned equity offerings: Benchmark errors and biases in expectations Financial Management. 29: 5-30. DOI: 10.2307/3666227 |
0.457 |
|
| 2000 |
Chen HL, Jegadeesh N, Wermers R. The value of active mutual fund management: An examination of the stockholdings and trades of fund managers Journal of Financial and Quantitative Analysis. 35: 343-365. DOI: 10.2307/2676208 |
0.447 |
|
| 1999 |
Chan LKC, Jegadeesh N, Lakonishok J. The Profitability of Momentum Strategies Financial Analysts Journal. 55: 80-90. |
0.387 |
|
| 1998 |
Hamao Y, Jegadeesh N. An analysis of bidding in the Japanese Government Bond auctions Journal of Finance. 53: 755-772. DOI: 10.1111/0022-1082.305342 |
0.422 |
|
| 1996 |
Jegadeesh N, Pennacchi GG. The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures Journal of Money, Credit and Banking. 28: 426-451. DOI: 10.2307/2077890 |
0.359 |
|
| 1996 |
Grinblatt M, Jegadeesh N. Relative pricing of Eurodollar futures and forward contracts Journal of Finance. 51: 1499-1522. DOI: 10.1111/J.1540-6261.1996.Tb04077.X |
0.464 |
|
| 1996 |
Chan LKC, Jegadeesh N, Lakonishok J. Momentum strategies Journal of Finance. 51: 1681-1713. |
0.461 |
|
| 1995 |
Jegadeesh N, Titman S. Overreaction, Delayed Reaction, and Contrarian Profits Review of Financial Studies. 8: 973-993. DOI: 10.1093/Rfs/8.4.973 |
0.482 |
|
| 1995 |
Chan LKC, Jegadeesh N, Lakonishok J. Evaluating the performance of value versus glamour stocks The impact of selection bias Journal of Financial Economics. 38: 269-296. DOI: 10.1016/0304-405X(94)00818-L |
0.452 |
|
| 1995 |
Jegadeesh N, Titman S. Short-Horizon Return Reversals and the Bid-Ask Spread Journal of Financial Intermediation. 4: 116-132. DOI: 10.1006/Jfin.1995.1006 |
0.527 |
|
| 1994 |
Chowdhry B, Jegadeesh N. Pre-Tender Offer Share Acquisition Strategy in Takeovers Journal of Financial and Quantitative Analysis. 29: 117-129. DOI: 10.2307/2331194 |
0.402 |
|
| 1993 |
Jegadeesh N. Treasury Auction Bids and the Salomon Squeeze Journal of Finance. 48: 1403-1419. DOI: 10.1111/J.1540-6261.1993.Tb04759.X |
0.526 |
|
| 1993 |
Jegadeesh N, Titman S. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency Journal of Finance. 48: 65-91. DOI: 10.1111/J.1540-6261.1993.Tb04702.X |
0.508 |
|
| 1993 |
Brennan MJ, Jegadeesh N, Swaminathan B. Investment Analysis and the Adjustment of Stock Prices to Common Information Review of Financial Studies. 6: 799-824. DOI: 10.1093/Rfs/6.4.799 |
0.518 |
|
| 1993 |
Jegadeesh N, Subrahmanyam A. Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks The Journal of Business. 66: 171-187. DOI: 10.1086/296600 |
0.431 |
|
| 1993 |
Jegadeesh N, Weinstein M, Welch I. An empirical investigation of IPO returns and subsequent equity offerings Journal of Financial Economics. 34: 153-175. DOI: 10.1016/0304-405X(93)90016-5 |
0.469 |
|
| 1992 |
Jegadeesh N. Does Market Risk Really Explain the Size Effect? Journal of Financial and Quantitative Analysis. 27: 337-351. DOI: 10.2307/2331323 |
0.385 |
|
| 1991 |
JEGADEESH N. Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K The Journal of Finance. 46: 1427-1444. DOI: 10.1111/J.1540-6261.1991.Tb04624.X |
0.456 |
|
| 1990 |
JEGADEESH N. Evidence of Predictable Behavior of Security Returns The Journal of Finance. 45: 881-898. DOI: 10.1111/J.1540-6261.1990.Tb05110.X |
0.462 |
|
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