Rajnish Mehra, Ph.D.
Affiliations: | Economics | University of California, Santa Barbara, Santa Barbara, CA, United States |
Area:
financeGoogle:
"Rajnish Mehra"Children
Sign in to add traineeYoung-Bae Moon | grad student | 2000 | UC Santa Barbara |
Apollo D. Lupescu | grad student | 2004 | UC Santa Barbara |
Francisco E. Azeredo | grad student | 2007 | UC Santa Barbara |
Alok Khare | grad student | 2007 | UC Santa Barbara |
Wan-Ru Yang | grad student | 2007 | UC Santa Barbara |
Joao F. Sobral do Rosario | grad student | 2010 | UC Santa Barbara |
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Publications
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Aragon GO, Mehra R, Wahal S. (2020) Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets The Journal of Portfolio Management. 46: 144-159 |
Mehra R. (2020) Indian Equity Markets: Measures of Fundamental Value National Bureau of Economic Research. 6: 1-38 |
Donaldson JB, Mehra R. (2019) Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion National Bureau of Economic Research |
Donaldson JB, Koulovatianos C, Li J, et al. (2018) Demographics and FDI: Lessons from China's One-Child Policy National Bureau of Economic Research |
Mehra R, Wahal S, Xie D. (2016) The Demand for Diversification in Incomplete Markets National Bureau of Economic Research |
Mehra R, Sinha A. (2016) The Term Structure of Interest Rates in India National Bureau of Economic Research. 231-256 |
Mehra R. (2013) Asset Pricing Implications of Macroeconomic Interventions: An Application to Climate Policy National Bureau of Economic Research |
Mehra R. (2012) Consumption-Based Asset Pricing Models Review of Financial Economics. 4: 385-409 |
Mehra R, Piguillem F, Prescott EC. (2011) Costly financial intermediation in neoclassical growth theory Quantitative Economics. 2: 1-36 |
Mehra R, Piguillem F, Prescott EC. (2011) Costly Financial Intermediation in Neoclassical Growth Theory Quantitative Economics. 2: 1-36 |