Department of Economics
W. P. Carey School of Business
Arizona State University
PO Box 879801
Tempe, AZ 85287-9801
Tel: 480 965-6335
Fax: 480 965-0748
NBER Program Affiliations:
NBER Affiliation: Research Associate
Institutional Affiliation: Arizona State University
Information about this author at RePEc
NBER Working Papers and Publications
|January 2019||Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion|
with : w25519
|May 2018||Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets|
with , : w24575
Published: George O. Aragon & Rajnish Mehra & Sunil Wahal, 2020. "Do Properly Anticipated Prices Fluctuate Randomly?," The Journal of Portfolio Management, vol 46(7), pages 144-159.
|January 2018||Demographics and FDI: Lessons from China's One-Child Policy|
with , , : w24256
|February 2016||Is Idiosyncratic Risk Conditionally Priced?|
with , : w22016
|The Term Structure of Interest Rates in India|
with : w22020
|June 2013||Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy|
|June 2010||Indian Equity Markets: Measures of Fundamental Value|
Published: “Indian Equity Markets: Measures of Fundamental Value”, India Policy Forum , Volume 6, 2010, pp 1 - 30 citation courtesy of
|September 2008||Costly Financial Intermediation in Neoclassical Growth Theory|
with , : w14351
Published: 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, 03. citation courtesy of
|July 2007||Risk Based Explanations of the Equity Premium|
with : w13220
Published: “Risk Based Explanations of the Equity Premium” (with J.B Donaldson) Handbook of Investments: The Handbook of the Equity Risk Premium. ed. by Rajnish Mehra, Elsevier, Amsterdam, 2008, pp 37- 100.
|August 2006||Recursive Competitive Equilibrium|
Published: Rajnish Mehra, 1984. "Recursive competitive equilibrium," Economics Letters, vol 16(3-4), pages 273-278.
|The Equity Premium in India|
Published: Basu, Kaushik (ed.) Oxford Companion to Economics in India. Oxford University Press, 2007.
|February 2005||Junior is Rich: Bequests as Consumption|
with , : w11122
Published: George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July. citation courtesy of
|March 2003||The Equity Premium in Retrospect|
with : w9525
Published: 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.
|February 2003||The Equity Premium: Why is it a Puzzle?|
- 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.
- Mehra, Rajnish. "The Equity Premium Puzzle: A Review." Foundations and Trends in Finance 2, 1 (2006): 1-81.
|April 2002||Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security|
with , : w8906
Published: Constantinides, G. M., J. B. Donaldson and R. Mehra. "Junior Must Pay: Pricing The Implicit Put In Privatizing Social Security," Annals of Finance, 2005, v1(1,Jan), 1-34. citation courtesy of
|June 1998||Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle|
with , : w6617
Published: Constantinides, George M., John B. Donaldson and Rajnish Mehra. "Junior Can't Borrow: A New Perspective On The Equity Premium Puzzle," Quarterly Journal of Economics, 2002, v107(1,Feb), 269-296. citation courtesy of