Bhaskaran Swaminathan
Johnson Graduate School of Management
Cornell University
Ithaca, NY 14850
Ph: (607) 255-4186
Fax: (607) 254-4590
Email: bs30@cornell.edu

Published Papers

• Valuing the Dow: A Bottom-Up Approach
• Toward an Implied Cost of Capital
• Are Dividend Changes a Sign of Firm Maturity?
• What is the Intrinsic Value of the Dow?
• Trading Volume and Cross-Autocorrelations in Stock Returns
• Price Momentum and Trading Volume
• Managing a Closed-End Investment Fund
• Investment Analysis and the Adjustment of Stock Prices to Common Information
• Time-Varying Expected Small Firm Returns and Closed-End Fund Discounts

Working Papers

• Stock and Bond Market Interaction: Does Momentum Spill Over?
• The Cross Section of Expected Corporate Bond Returns: Betas or Characteristics?
• Earnings Momentum in International Markets
• The Cross-Section of International Cost of Capital
• Are IPOs Really Underpriced?
• Macromomentum: Returns Predictability in International Equity Indices
• Earnings News and Institutional Trading