Research output per year
Research output per year
Personal profile
Author IDs
ORCID iD: 0000-0003-3301-7784
Scopus Author ID: 6506558038
Google Scholar Profile: 0fI6_PsAAAAJ
Impact
Qualifications/Experiences
PhD - Finance (Northwestern University)
MS - Physics (University of Chicago)
MSc - Physics (National University of Singapore)
BSc (Hons) - Physics and Computational Science (National University of Singapore)
Activities
Participating in or organising a conference / an event
Presented Conference Papers
- Ravi Jagannathan and Srikant Marakani (June 2011), "Long Run Risks, the Factor Structure of Price Dividend Ratios and the Cross Section of Returns", presented at Western Finance Association Annual Meeting, Santa Fe, NM, USA.
Research Interests/Areas
- Asset pricing
- Interest rate derivatives
Working Papers
- Ravi Jagannathan and Srikant Marakani (2011), "Long Run Risks and P/D Factors", NBER Working Paper No. 17484.
Teaching
Courses
Teaching Activities (current academic year)
| 2016-2017 | Bachelor's Degree | Financial Management |
| Postgraduate Degree | Financial Economics | |
| Mathematics and Statistics for Financial Services | ||
| Research Degree | Financial Economics |
Fingerprint
Dive into the research topics where Srikant MARAKANI is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Research output
-
Price-Dividend Ratio Factor Proxies for Long-Run Risks
Jagannathan, R. & Marakani, S., Jun 2015, In: Review of Asset Pricing Studies. 5, 1, p. 1-47Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open Access8 Citations (Scopus) -
Calendar cycles, infrequent decisions, and the cross section of stock returns
Jagannathan, R., Marakani, S., Takehara, H. & Wang, Y., Mar 2012, In: Management Science. 58, 3, p. 507-522Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
10 Citations (Scopus) -
Long Run Risks and Price/Dividend Ratios Factors
Jagannathan, R. & MARAKANI, S., 6 Jun 2012.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
-
Long run risks, the factor structure of price dividend ratios and the cross section of returns
MARAKANI, S. & Jagannathan, R., 19 Jun 2011.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
-
Comparison of field theory models of interest rates with market data
Baaquie, B. E. & Srikant, M., Mar 2004, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 69, 3 2, 36129.Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal
13 Citations (Scopus)
Projects
- 1 Finished
-
GRF: Macroeconomic News and Stock Returns
MARAKANI, S. (Principal Investigator / Project Coordinator) & HAO, J. (Co-Investigator)
1/09/14 → 13/06/17
Project: Research