| On the relation between the expected value and the volatility of the nominal excess return on stocks LR Glosten, R Jagannathan, DE Runkle The journal of finance 48 (5), 1779-1801, 1993 | 12814 | 1993 |
| The conditional CAPM and the cross‐section of expected returns R Jagannathan, Z Wang The Journal of finance 51 (1), 3-53, 1996 | 3469 | 1996 |
| Implications of security market data for models of dynamic economies LP Hansen, R Jagannathan Journal of political economy 99 (2), 225-262, 1991 | 2094 | 1991 |
| Risk reduction in large portfolios: Why imposing the wrong constraints helps R Jagannathan, T Ma The journal of finance 58 (4), 1651-1683, 2003 | 1979 | 2003 |
| Assessing specification errors in stochastic discount factor models LP Hansen, R Jagannathan The Journal of Finance 52 (2), 557-590, 1997 | 1121 | 1997 |
| Banking panics, information, and rational expectations equilibrium VV Chari, R Jagannathan The Journal of Finance 43 (3), 749-761, 1988 | 1080 | 1988 |
| The stock market's reaction to unemployment news: Why bad news is usually good for stocks JH Boyd, J Hu, R Jagannathan The Journal of Finance 60 (2), 649-672, 2005 | 1048 | 2005 |
| Economic significance of predictable variations in stock index returns W Breen, LR Glosten, R Jagannathan The Journal of finance 44 (5), 1177-1189, 1989 | 907 | 1989 |
| Why should older people invest less in stocks than younger people R Jagannathan, NR Kocherlakota Federal Reserve Bank of Minneapolis Quarterly Review 20, 11-20, 1996 | 553 | 1996 |
| Do hot hands exist among hedge fund managers? An empirical evaluation R Jagannathan, A Malakhov, D Novikov The Journal of Finance 65 (1), 217-255, 2010 | 517 | 2010 |
| Assessing the market timing performance of managed portfolios R Jagannathan, RA Korajczyk Journal of business, 217-235, 1986 | 513 | 1986 |
| An asymptotic theory for estimating beta‐pricing models using cross‐sectional regression R Jagannathan, Z Wang The Journal of Finance 53 (4), 1285-1309, 1998 | 464 | 1998 |
| Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes M Frank, R Jagannathan Journal of Financial Economics 47 (2), 161-188, 1998 | 436 | 1998 |
| Lazy investors, discretionary consumption, and the cross‐section of stock returns R Jagannathan, Y Wang The Journal of Finance 62 (4), 1623-1661, 2007 | 393 | 2007 |
| The declining US equity premium R Jagannathan, E McGrattan, A Scherbina National Bureau of Economic Research, 2001 | 382 | 2001 |
| A contingent claim approach to performance evaluation LR Glosten, R Jagannathan Journal of Empirical Finance 1 (2), 133-160, 1994 | 339 | 1994 |
| CAPM for estimating the cost of equity capital: Interpreting the empirical evidence Z Da, RJ Guo, R Jagannathan Journal of Financial Economics 103 (1), 204-220, 2012 | 308 | 2012 |
| Seasonalities in security returns: The case of earnings announcements VV Chari, R Jagannathan, AR Ofer Journal of Financial Economics 21 (1), 101-121, 1988 | 305 | 1988 |
| Ex-dividend price behavior of common stocks JH Boyd, R Jagannathan The Review of Financial Studies 7 (4), 711-741, 1994 | 290 | 1994 |
| The CAPM debate R Jagannathan, ER McGrattan Federal Reserve Bank of Minneapolis Quarterly Review 19 (4), 2-17, 1995 | 241 | 1995 |
