Narasimhan Jegadeesh

32 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0003-1552-1650

University of Lausanne Swiss Finance Institute

Publications

• Price Impact in Closing Auctions, Opening Auctions, and Continuous Markets: A Benchmark for Cost of Trading on Anomalies — Journal of Financial and Quantitative Analysis 2026
• Short-Term Reversals and Longer-Term Momentum around the World: Theory and Evidence — The Review of Financial Studies 2025 (name-matched, not ORCID-linked)
• Empirical determinants of momentum: a perspective using international data — Review of Finance 2025 (name-matched, not ORCID-linked)
• Closing auctions: Nasdaq versus NYSE — Journal of Financial Economics 2022 (name-matched, not ORCID-linked)
• What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication? — The Review of Financial Studies 2021 (name-matched, not ORCID-linked)
• Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation — Journal of Financial Economics 2019
• Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference? — The Review of Financial Studies 2018 (name-matched, not ORCID-linked)
• Buyers versus Sellers: Who Initiates Trades, and When? — Journal of Financial and Quantitative Analysis 2016 (name-matched, not ORCID-linked)
• Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices — The Review of Financial Studies 2015 (name-matched, not ORCID-linked)
• Word power: A new approach for content analysis — Journal of Financial Economics 2013 (name-matched, not ORCID-linked)
• Do Analysts Herd? An Analysis of Recommendations and Market Reactions — The Review of Financial Studies 2010 (name-matched, not ORCID-linked)
• Revenue surprises and stock returns☆ — Journal of Accounting and Economics 2006 (name-matched, not ORCID-linked)
• World markets for raising new capital — Journal of Financial Economics 2006
• Analyzing the Analysts: When Do Recommendations Add Value? — The Journal of Finance 2004 (name-matched, not ORCID-linked)
• The timing and value of forecast and recommendation revisions — Journal of Financial Economics 2004
• Cross-Sectional and Time-Series Determinants of Momentum Returns — The Review of Financial Studies 2002 (name-matched, not ORCID-linked)
• Profitability of Momentum Strategies: An Evaluation of Alternative Explanations — The Journal of Finance 2001 (name-matched, not ORCID-linked)
• The Value of Active Mutual Fund Management:An Examination of the Stockholdings and Trades ofFund Managers — Journal of Financial and Quantitative Analysis 2000 (name-matched, not ORCID-linked)
• Discussion — The Journal of Finance 2000 (name-matched, not ORCID-linked)
• An Analysis of Bidding in the Japanese Government Bond Auctions — The Journal of Finance 1998 (name-matched, not ORCID-linked)
• Momentum Strategies — The Journal of Finance 1996 (name-matched, not ORCID-linked)
• Relative Pricing of Eurodollar Futures and Forward Contracts — The Journal of Finance 1996 (name-matched, not ORCID-linked)
• Evaluating the performance of value versus glamour stocks The impact of selection bias — Journal of Financial Economics 1995 (name-matched, not ORCID-linked)
• Overreaction, Delayed Reaction, and Contrarian Profits — The Review of Financial Studies 1995 (name-matched, not ORCID-linked)
• Pre-Tender Offer Share Acquisition Strategy in Takeovers — Journal of Financial and Quantitative Analysis 1994 (name-matched, not ORCID-linked)
• Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency — The Journal of Finance 1993 (name-matched, not ORCID-linked)
• An empirical investigation of IPO returns and subsequent equity offerings — Journal of Financial Economics 1993 (name-matched, not ORCID-linked)
• Treasury Auction Bids and the Salomon Squeeze — The Journal of Finance 1993 (name-matched, not ORCID-linked)
• Investment Analysis and the Adjustment of Stock Prices to Common Information — The Review of Financial Studies 1993 (name-matched, not ORCID-linked)
• Does Market Risk Really Explain the Size Effect? — Journal of Financial and Quantitative Analysis 1992 (name-matched, not ORCID-linked)
• Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K. — The Journal of Finance 1991 (name-matched, not ORCID-linked)
• Evidence of Predictable Behavior of Security Returns — The Journal of Finance 1990 (name-matched, not ORCID-linked)