Biography

Narasimhan Jegadeesh is the Dean's Distinguished Chair in Finance at the Goizueta Business School. He has also been on the faculty at the University of Illinois at Urbana-Champaign and the University of California at Los Angeles. He has published extensively in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies and other leading academic finance journals. His research has been discussed in several publications including Businessweek, The Economist, Forbes, Kiplinger's Personal Investments, Money, New York Times, and Smart Money.

Education

  • PhD in Finance
    Columbia University
  • MBA in Postgraduate Diploma in Management
    Indian Institute of Management
  • BTech in Mechanical Engineering
    Indian Institute of Technology

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

The Review of Financial Studies
December 6, 2022
2015

We estimate the risk and expected return of private equity using market prices of publicly traded funds of funds holding unlisted private equity funds and of publicly traded private equity funds participating directly in private equity transactions...

Word Power: A New Approach for Content Analysis

Journal of Financial Economics
December 6, 2022
2013

We present a new approach for content analysis to quantify document tone. We find a significant relation between our measure of the tone of 10-Ks and market reaction for both negative and positive words...

Buy-side trades and sell-side recommendations: Interactions and information content

Journal of Financial Markets
December 6, 2022
2012

We examine the performance of buy-side institutional investor trades and sell-side brokerage analyst stock recommendations, as well as their interactions...

Buyers Versus Sellers: Who Initiates Trades and When?

SSRN Electronic Journal
December 6, 2022
2011

We study the relation between order imbalance and past returns and firm characteristics and test a number of hypothesis including the disposition effect, momentum and contrarian trading, tax-loss selling and flight-to-quality hypothesis...

Momentum

SSRN Electronic Journal
December 6, 2022
2011

There is substantial evidence that indicates that stocks that perform the best (worst) over a three to 12 month period tend to continue to perform well (poorly) over the subsequent three to 12 months. This article reviews the momentum literature and discusses some of the explanations for this phenomenon...