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Rajnish Mehra

Personal Details

First Name:Rajnish
Middle Name:
Last Name:Mehra
Suffix:
RePEc Short-ID:pme56
[This author has chosen not to make the email address public]
http://www.academicwebpages.com/preview/mehra/
W. P. Carey School of Business Arizona State University Tempe, AZ 85287-3806
480 965-6335
Terminal Degree:1978 Department of Economics; Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy)

Affiliation

Department of Economics
W.P. Carey School of Business
Arizona State University

Tempe, Arizona (United States)
http://wpcarey.asu.edu/ecn/
RePEc:edi:deasuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. John B. Donaldson & Rajnish Mehra, 2019. "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers 25519, National Bureau of Economic Research, Inc.
  2. George O. Aragon & Rajnish Mehra & Sunil Wahal, 2018. "Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets," NBER Working Papers 24575, National Bureau of Economic Research, Inc.
  3. John B. Donaldson & Christos Koulovatianos & Jian Li & Rajnish Mehra, 2018. "Demographics and FDI: Lessons from China's One-Child Policy," NBER Working Papers 24256, National Bureau of Economic Research, Inc.
  4. Rajnish Mehra & Christos Koulovatianos & John Donaldson, 2018. "Demographics and FDI: Lessons from China’s One-Child Policy," Working Papers id:12759, eSocialSciences.
  5. Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016. "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers 22016, National Bureau of Economic Research, Inc.
  6. Rajnish Mehra & Arunima Sinha, 2016. "The Term Structure of Interest Rates in India," NBER Working Papers 22020, National Bureau of Economic Research, Inc.
  7. Rajnish Mehra, 2013. "Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy," NBER Working Papers 19146, National Bureau of Economic Research, Inc.
  8. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Working Papers 685, Federal Reserve Bank of Minneapolis.
  9. R. Mehra & E. Prescott, 2010. "The equity premium: a puzzle," Levine's Working Paper Archive 1401, David K. Levine.
  10. Rajnish Mehra, 2010. "Indian Equity Markets: Measures of Fundamental Value," NBER Working Papers 16061, National Bureau of Economic Research, Inc.
  11. J. Danthine & J. Donaldson & R. Mehra, 2010. "The equity premium and the allocation of income risk," Levine's Working Paper Archive 1398, David K. Levine.
  12. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics.
  13. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
  14. Rajnish Mehra, 2006. "Recursive Competitive Equilibrium," NBER Working Papers 12433, National Bureau of Economic Research, Inc.
  15. Rajnish Mehra, 2006. "The Equity Premium in India," NBER Working Papers 12434, National Bureau of Economic Research, Inc.
  16. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc.
  17. Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
  18. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
  19. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security," NBER Working Papers 8906, National Bureau of Economic Research, Inc.
  20. Rajnish Mehra & Raaj Sah, 1999. "Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?," Working Papers 9917, Harris School of Public Policy Studies, University of Chicago.
  21. Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers 97-24, Columbia - Graduate School of Business.
  22. Rajnish Mehra & Mr. Robert A Feldman, 1993. "Auctions: Theory and Possible Applications to Economies in Transition," IMF Working Papers 1993/012, International Monetary Fund.
  23. Jean-Pierre DANTHINE & John B. DONALDSON & Rajnish MEHRA, 1988. "On some computational Aspects of Equilibrium Business Cycle Theory," Cahiers de Recherches Economiques du Département d'économie 8810, Université de Lausanne, Faculté des HEC, Département d’économie.
  24. Rajnish Mehra & Edward C. Prescott, 1982. "A test of the intertemporal asset pricing model," Staff Report 81, Federal Reserve Bank of Minneapolis.

Articles

  1. Rajnish Mehra & Sunil Wahal & Daruo Xie, 2021. "Is idiosyncratic risk conditionally priced?," Quantitative Economics, Econometric Society, vol. 12(2), pages 625-646, May.
  2. John B. Donaldson & Rajnish Mehra, 2021. "Average crossing time: An alternative characterization of mean aversion and reversion," Quantitative Economics, Econometric Society, vol. 12(3), pages 903-944, July.
  3. Rajnish Mehra, 2012. "Consumption-Based Asset Pricing Models," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 385-409, October.
  4. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, March.
  5. Mehra, Rajnish, 2010. "Indian Equity Markets: Measures of Fundamental Value," India Policy Forum, National Council of Applied Economic Research, vol. 6(1), pages 1-38.
  6. Mehra, Rajnish, 2007. "The Equity Premium Puzzle: A Review," Foundations and Trends(R) in Finance, now publishers, vol. 2(1), pages 1-81, September.
  7. George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 125-155, July.
  8. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, vol. 1(1), pages 1-34, January.
  9. Rajnish Mehra, 2003. "The Equity Premium: Why Is It a Puzzle? (corrected)," Financial Analysts Journal, Taylor & Francis Journals, vol. 59(1), pages 54-69, January.
  10. Mehra, Rajnish, 2002. "Finance," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1069-1074, July.
  11. Mehra, Rajnish & Sah, Raaj, 2002. "Mood fluctuations, projection bias, and volatility of equity prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 869-887, May.
  12. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(1), pages 269-296.
  13. Robert A. Feldman & Rajnish Mehra, 1993. "Auctions: Theory and Applications," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 485-511, September.
  14. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1992. "The equity premium and the allocation of income risk," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 509-532.
  15. Donaldson, John B. & Johnsen, Thore & Mehra, Rajnish, 1990. "On the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 14(3-4), pages 571-596, October.
  16. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1989. "On some computational aspects of equilibrium business cycle theory," Journal of Economic Dynamics and Control, Elsevier, vol. 13(3), pages 449-470, July.
  17. Mehra, Rajnish & Prescott, Edward C., 1988. "The equity risk premium: A solution?," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 133-136, July.
  18. Mehra, Rajnish, 1988. "On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 131-135, February.
  19. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
  20. John B. Donaldson & Rajnish Mehra, 1984. "Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(3), pages 491-508.
  21. Mehra, Rajnish, 1984. "Recursive competitive equilibrium : A parametric example," Economics Letters, Elsevier, vol. 16(3-4), pages 273-278.
  22. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1983. "On the impact of shock persistence on the dynamics of a recursive economy," European Economic Review, Elsevier, vol. 22(2), pages 147-166, July.
  23. Donaldson, John B. & Mehra, Rajnish, 1983. "Stochastic growth with correlated production shocks," Journal of Economic Theory, Elsevier, vol. 29(2), pages 282-312, April.
  24. Prescott, Edward C & Mehra, Rajnish, 1980. "Recursive Competitive Equilibrium: The Case of Homogeneous Households," Econometrica, Econometric Society, vol. 48(6), pages 1365-1379, September.
  25. Mehra, Rajnish, 1978. "On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(2), pages 227-244, June.

Chapters

  1. Edward C. Prescott & Rajnish Mehra, 2005. "Recursive Competitive Equilibrium: The Case Of Homogeneous Households," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 11, pages 357-371, World Scientific Publishing Co. Pte. Ltd..
  2. Mehra, Rajnish & Prescott, Edward C., 2003. "The equity premium in retrospect," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938, Elsevier.

Books

  1. Mehra, Rajnish (ed.), 2007. "Handbook of the Equity Risk Premium," Elsevier Monographs, Elsevier, edition 1, number 9780444508997.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Euclidian citation score
  25. Breadth of citations across fields
  26. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (11) 2005-02-20 2006-08-26 2006-08-26 2007-07-20 2008-09-29 2013-06-24 2016-03-23 2018-02-12 2018-08-27 2018-12-24 2019-02-11. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (8) 2003-02-24 2004-07-18 2006-08-26 2007-07-20 2007-10-13 2008-04-29 2008-09-29 2011-04-30. Author is listed
  3. NEP-FMK: Financial Markets (5) 2002-03-14 2003-02-24 2006-08-26 2007-07-20 2018-05-21. Author is listed
  4. NEP-BEC: Business Economics (4) 2007-07-20 2007-10-06 2007-10-13 2008-09-29
  5. NEP-RMG: Risk Management (3) 2003-02-24 2003-03-03 2007-07-20
  6. NEP-TRA: Transition Economics (3) 2018-02-12 2018-08-27 2018-12-24
  7. NEP-CFN: Corporate Finance (2) 2003-02-24 2006-08-26
  8. NEP-CNA: China (2) 2018-02-12 2018-12-24
  9. NEP-LAB: Labour Economics (2) 2018-02-12 2018-12-24
  10. NEP-BAN: Banking (1) 2011-04-30
  11. NEP-CBA: Central Banking (1) 2006-08-26
  12. NEP-CWA: Central and Western Asia (1) 2006-08-26
  13. NEP-ENE: Energy Economics (1) 2013-06-24
  14. NEP-ENV: Environmental Economics (1) 2013-06-24
  15. NEP-ETS: Econometric Time Series (1) 2019-02-11
  16. NEP-FIN: Finance (1) 2006-08-26
  17. NEP-HIS: Business, Economic and Financial History (1) 2004-07-18
  18. NEP-MIC: Microeconomics (1) 2002-04-25
  19. NEP-UPT: Utility Models and Prospect Theory (1) 2007-07-20

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