NBER

Rajnish Mehra

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

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate
Institutional Affiliation: Arizona State University

NBER Working Papers and Publications

January 2019Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion
with John B. Donaldson: w25519
May 2018Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
with George O. Aragon, Sunil Wahal: 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 2018Demographics and FDI: Lessons from China's One-Child Policy
with John B. Donaldson, Christos Koulovatianos, Jian Li: w24256
February 2016Is Idiosyncratic Risk Conditionally Priced?
with Sunil Wahal, Daruo Xie: w22016
The Term Structure of Interest Rates in India
with Arunima Sinha: w22020
June 2013Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy
w19146
June 2010Indian Equity Markets: Measures of Fundamental Value
w16061

Published: “Indian Equity Markets: Measures of Fundamental Value”, India Policy Forum , Volume 6, 2010, pp 1 - 30 citation courtesy of

September 2008Costly Financial Intermediation in Neoclassical Growth Theory
with Facundo Piguillem, Edward C. Prescott: 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 2007Risk Based Explanations of the Equity Premium
with John Donaldson: 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 2006Recursive Competitive Equilibrium
w12433

Published: Rajnish Mehra, 1984. "Recursive competitive equilibrium," Economics Letters, vol 16(3-4), pages 273-278.

The Equity Premium in India
w12434

Published: Basu, Kaushik (ed.) Oxford Companion to Economics in India. Oxford University Press, 2007.

February 2005Junior is Rich: Bequests as Consumption
with George M. Constantinides, John B. Donaldson: 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 2003The Equity Premium in Retrospect
with Edward C. Prescott: 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 2003The Equity Premium: Why is it a Puzzle?
w9512

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.
  • Mehra, Rajnish. "The Equity Premium Puzzle: A Review." Foundations and Trends in Finance 2, 1 (2006): 1-81.

April 2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
with George M. Constantinides, John B. Donaldson: 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 1998Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
with George M. Constantinidies, John B. Donaldson: 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

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