Narasimhan Jegadeesh
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Business
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Finance
#99
World Rank
#104
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(Suggest an Edit or Addition)Narasimhan Jegadeesh's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993) (10543)
- Evidence of Predictable Behavior of Security Returns (1990) (2495)
- Momentum Strategies (1995) (1178)
- Analyzing the Analysts: When Do Recommendations Add Value? (2002) (885)
- The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000) (787)
- Investment Analysis and the Adjustment of Stock Prices to Common Information (1993) (621)
- Earnings Quality and Stock Returns (2001) (534)
- An empirical investigation of IPO returns and subsequent equity offerings (1993) (464)
- Overreaction, Delayed Reaction, and Contrarian Profits (1995) (439)
- The timing and value of forecast and recommendation revisions (2004) (406)
- Word Power: A New Approach for Content Analysis (2013) (356)
- Do Analysts Herd? An Analysis of Recommendations and Market Reactions (2006) (340)
- Revenue surprises and stock returns (2006) (287)
- Value of Analyst Recommendations: International Evidence (2003) (281)
- Cross-Sectional and Time-Series Determinants of Momentum Returns (2002) (266)
- Long-Term Performance of Seasoned Equity Offerings: Benchmark Errors and Biases in Expectations (2000) (259)
- Short-Horizon Return Reversals and the Bid-Ask Spread (1995) (245)
- Evaluating the performance of value versus glamour stocks The impact of selection bias (1995) (240)
- Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K. (1991) (236)
- The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures (1996) (162)
- Does Market Risk Really Explain the Size Effect? (1992) (136)
- Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks (1993) (125)
- Treasury Auction Bids and the Salomon Squeeze (1993) (120)
- Pre-Tender Offer Share Acquisition Strategy in Takeovers (1994) (110)
- Gender and Job Performance: Evidence from Wall Street (2007) (107)
- Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices (2009) (91)
- Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? (2017) (90)
- Buy-side trades and sell-side recommendations: Interactions and information content (2012) (89)
- Post-Earnings-Announcement Drift: The Role of Revenue Surprises (2003) (88)
- Earnings Quality and Stock Returns: The Evidence from Accruals (2001) (76)
- Long-Run Performance Evaluation: Correlation and Heteroskedasticity-Consistent Tests (2004) (74)
- The Accrual Effect on Future Earnings (2003) (71)
- Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation (2014) (71)
- Institutional Trades around Takeover Announcements: Skill Vs. Inside Information (2010) (52)
- Deciphering Fedspeak: The Information Content of FOMC Meetings (2017) (52)
- The Relative Pricing of Eurodollar Futures and Forward Contracts (1994) (48)
- An Analysis of Bidding in the Japanese Government Bond Auctions (1998) (32)
- Market-Based Evaluation for Models to Predict Bond Ratings (2004) (18)
- Buyers Versus Sellers: Who Initiates Trades and When? (2011) (18)
- A Non-Parametric Prepayment Model and Valuation of Mortgage-Backed Securities (2000) (18)
- Advanced Fixed-Income Valuation Tools (1999) (15)
- Empirical Tests of Asset Pricing Models with Individual Stocks (2013) (14)
- American Finance Association Returns to Buying Winners and Selling Losers : Implications for Stock Market Efficiency Author ( s ) : (2008) (12)
- What Do Fund Flows Reveal About Asset Pricing Models and Investor Sophistication? (2019) (12)
- Predictable behavior of security returns and tests of asset pricing models (1987) (7)
- Violence and investor behavior: Evidence from terrorist attacks (2018) (6)
- Stock Selection Skills and Career Choice: Buy Side vs. Sell Side (2008) (5)
- The Timing and Value of Forecast and Recommendation Revisions: Do Analysts Receive Early Peek at Good News? (2002) (4)
- Revenue Growth and Stock Returns (2002) (4)
- Do Analysts Herd ? An Analysis of Analysts ’ Recommendations and Market Reactions (2007) (3)
- Closing auctions: Nasdaq versus NYSE (2022) (3)
- Comment on Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings (2002) (2)
- Japanese Government Bond Auctions: The U.S. Experience (1995) (2)
- Trade-off, Timing, and Capital Structure (2006) (2)
- Momentum (2011) (1)
- Momentum and Short-Term Reversals: Theory and Evidence (2022) (1)
- Closing Auctions: Information Content and Timeliness of Price Reaction (2020) (1)
- What Explains Momentum? A Perspective From International Data (2022) (1)
- Short Horizon Reversals and the Bid-Ask Spread (1990) (1)
- The Risk and Return Characteristics of Private Equity Using Market Prices (2009) (1)
- Do Investors Fully Understand the Implications of the Persistence of Revenue and Expense Surprises for Future Prices ? (2004) (0)
- Momentum (2001) (0)
- Versus Sellers : Who Initiates Trades And When ? (2013) (0)
- Chapter 10. Momentum (2005) (0)
- The Risk and Return of Private Equity Using Market Prices (2009) (0)
- Price Impact: Continuous Trading, Closing Auctions, and Opening Auctions (2022) (0)
- An Empirical Analysis of the Pricing of Interest Rate Caps (1999) (0)
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