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Swaminathan Bhaskaran

Обновлено: 24-09-2010
Образование бакалавр: Mechanical Engineering [College of Engineering, Guindy, Madras, India, 1985]
магистр: Finance [University of Denver, 1989]
PhD: Finance [University of California, 1994]
Место работы Johnson Graduate School of Management, Cornell University / Professor of Finance
LSV Asset Management (LSV) / Professor of Finance

Профессиональные интересы:
Dr. Swaminathan's research interests include asset pricing, behavioral finance, market efficiency and stock valuation. His work has been published in major academic journals such as the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Accounting Research, Financial Analysts Journal, Journal of Business and Journal of Portfolio Management. His work on valuing the Dow has won the Graham and Dodd Award of Excellence from the Association for Investment Management and Research (AIMR).

Публикации:
Bhojraj, S. and B. Swaminathan (200?). "Macromomentum: Evidence of Predictability in International Equity Indices." Journal of Business (forthcoming).

Gebhardt, W. R., S. Hvidjkaer and B. Swaminathan (200?). "The Cross-Section of Expected Corporate Bond Returns; Betas or Characteristics?" Journal of Financial Economics (forthcoming).

Purnanandam, A. K. and B. Swaminathan (200?). "Are IPOs Really Underpriced?" Review of Financial Studies. (forthcoming).

Michaely, R., G. Grullon and B. Swaminathan (2002). "Are Dividend Changes a Sign of Firm Maturity?" Journal of Business 75(3): 387-424.

Gebhardt, W. R., C. M. C. Lee and B. Swaminathan (2001). "Toward an Implied Cost of Capital." Journal of Accounting Research 39(1): 135-176.

Chordia, T. and B. Swaminathan (2000). "Trading Volume and Cross-Autocorrelations in Stock Returns." Journal of Finance 55(2): 913-35.

Lee, C. M. C. and B. Swaminathan (2000). "Price Momentum and Trading Volume." Journal of Finance 55(5): 2017-2069.

Swaminathan, B. and C. M. C. Lee (2000). Do Stock Prices Overreact to Earnings News? [working paper] � Ithaca, NY, Parker Center for Investment Research. Cornell University.

Bierman, H. and B. Swaminathan (2000). "Managing a Closed-End Investment Fund - Given the Discount Paradox." Journal of Portfolio Management 26(4): 49-52.

Публикации на портале:
Статьи
E-mail bswamina@johnson.cornell.edu
Телефон (312) 460-2443
Адрес Johnson Graduate School of Management Cornell University Ithaca, NY 14853-6201 607-255-4186
Ключевые слова

См. также:
Robert F. Stambaugh
[Учебная программа]
Franklin Allen, Gary Gorton
Review of Economic Studies. 1993.  Vol. 60. No. 4. P. 813-836. 
[Статья]
Franklin Allen
[Учебная программа]
Richard J. Kish
[Учебная программа]
Charles M.C. Lee, Bhaskaran Swaminathan
Journal of Finance. 2000.  Vol. 55. No. 5. P. 2017-2069. 
[Статья]