Rajnish Mehra

Professor

  • 2900 Citations
  • 16 h-Index
1978 …2016

Research output per year

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Research Output

  • 2900 Citations
  • 16 h-Index
  • 21 Article
  • 5 Chapter
  • 1 Book
2016

The term structure of interest rates in India

Mehra, R. & Sinha, A., Jan 1 2016, Monetary Policy in India: A Modern Macroeconomic Perspective. Springer India, p. 231-256 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2012

Consumption-based asset pricing models

Mehra, R., Oct 2012, In : Annual Review of Financial Economics. 4, p. 385-409 25 p.

Research output: Contribution to journalArticle

20 Scopus citations
2011

Costly financial intermediation in neoclassical growth theory

Mehra, R., Piguillem, F. & Prescott, E., Mar 2011, In : Quantitative Economics. 2, 1, p. 1-36 36 p.

Research output: Contribution to journalArticle

13 Scopus citations
2008

Handbook of the Equity Risk Premium

Mehra, R., 2008, Elsevier.

Research output: Book/ReportBook

25 Scopus citations

Non-Risk-based Explanations of the Equity Premium

Mehra, R. & Prescott, E., 2008, Handbook of the Equity Risk Premium. Elsevier, p. 101-115 15 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

10 Scopus citations

Risk-Based Explanations of the Equity Premium

Donaldson, J. & Mehra, R., 2008, Handbook of the Equity Risk Premium. Elsevier, p. 37-99 63 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

12 Scopus citations

The Equity Premium: ABCs

Mehra, R. & Prescott, E., 2008, Handbook of the Equity Risk Premium. Elsevier, p. 1-36 36 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

27 Scopus citations
2007

Junior is rich: Bequests as consumption

Constantinides, G. M., Donaldson, J. B. & Mehra, R., Jul 2007, In : Economic Theory. 32, 1, p. 125-155 31 p.

Research output: Contribution to journalArticle

12 Scopus citations
2006

The equity premium puzzle: A review

Mehra, R., 2006, In : Foundations and Trends in Finance. 2, 1, p. 1-81 81 p.

Research output: Contribution to journalArticle

23 Scopus citations
2005

Junior must pay: Pricing the implicit put in privatizing social security

Constantinides, G. M., Donaldson, J. B. & Mehra, R., Jan 2005, In : Annals of Finance. 1, 1, p. 1-34 34 p.

Research output: Contribution to journalArticle

10 Scopus citations

Recursive competitive equilibrium: The case of homogeneous households

Prescott, E. C. & Mehra, R., Jan 1 2005, Theory of Valuation, Second Edition. World Scientific Publishing Co., p. 357-371 15 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2003

Chapter 14 The equity premium in retrospect

Mehra, R. & Prescott, E., 2003, In : Handbook of the Economics of Finance. 1, SUPPL. PART B, p. 889-938 50 p.

Research output: Contribution to journalArticle

51 Scopus citations

The equity premium: Why is it a puzzle?

Mehra, R., 2003, In : Financial Analysts Journal. 59, 1, p. 54-69 16 p.

Research output: Contribution to journalArticle

73 Scopus citations
2002

Finance

Mehra, R., 2002, In : Journal of Economic Dynamics and Control. 26, 7-8, p. 1069-1074 6 p.

Research output: Contribution to journalArticle

1 Scopus citations

Junior can't borrow: A new perspective on the equity premium puzzle

Constantinides, G. M., Donaldson, J. B. & Mehra, R., Feb 2002, In : Quarterly Journal of Economics. 117, 1, p. 269-296 28 p.

Research output: Contribution to journalArticle

166 Scopus citations

Mood fluctuations, projection bias, and volatility of equity prices

Mehra, R. & Sah, R., May 2002, In : Journal of Economic Dynamics and Control. 26, 5, p. 869-887 19 p.

Research output: Contribution to journalArticle

62 Scopus citations
1998

On the volatility of stock prices: An exercise in quantitative theory

Mehra, R., 1998, In : International Journal of Systems Science. 29, 11, p. 1203-1211 9 p.

Research output: Contribution to journalArticle

16 Scopus citations
1992

The equity premium and the allocation of income risk

Danthine, J. P., Donaldson, J. B. & Mehra, R., 1992, In : Journal of Economic Dynamics and Control. 16, 3-4, p. 509-532 24 p.

Research output: Contribution to journalArticle

32 Scopus citations
1990

On the term structure of interest rates

Donaldson, J. B., Johnsen, T. & Mehra, R., 1990, In : Journal of Economic Dynamics and Control. 14, 3-4, p. 571-596 26 p.

Research output: Contribution to journalArticle

23 Scopus citations
1989

On some computational aspects of equilibrium business cycle theory

Danthine, J. P., Donaldson, J. B. & Mehra, R., 1989, In : Journal of Economic Dynamics and Control. 13, 3, p. 449-470 22 p.

Research output: Contribution to journalArticle

18 Scopus citations
1988

The equity risk premium: A solution?

Mehra, R. & Prescott, E., 1988, In : Journal of Monetary Economics. 22, 1, p. 133-136 4 p.

Research output: Contribution to journalArticle

77 Scopus citations
1985

The equity premium: A puzzle

Mehra, R. & Prescott, E., 1985, In : Journal of Monetary Economics. 15, 2, p. 145-161 17 p.

Research output: Contribution to journalArticle

2140 Scopus citations
1984

Comparative dynamics of an equilibrium intertemporal asset pricing model

Donaldson, J. B. & Mehra, R., 1984, In : Review of Economic Studies. 51, 3, p. 491-508 18 p.

Research output: Contribution to journalArticle

35 Scopus citations

Recursive competitive equilibrium. A parametric example

Mehra, R., 1984, In : Economics Letters. 16, 3-4, p. 273-278 6 p.

Research output: Contribution to journalArticle

4 Scopus citations
1983

On the impact of shock persistence on the dynamics of a recursive economy

Danthine, J. P., Donaldson, J. B. & Mehra, R., 1983, In : European Economic Review. 22, 2, p. 147-166 20 p.

Research output: Contribution to journalArticle

3 Scopus citations

Stochastic growth with correlated production shocks

Donaldson, J. B. & Mehra, R., 1983, In : Journal of Economic Theory. 29, 2, p. 282-312 31 p.

Research output: Contribution to journalArticle

39 Scopus citations
1978
8 Scopus citations