Sanjiv Das
Title
Cited by
Cited by
Year
Yahoo! for Amazon: Sentiment extraction from small talk on the web
SR Das, MY Chen
Management science 53 (9), 1375-1388, 2007
14352007
Efficiency with costly information: A reinterpretation of evidence from managed portfolios
EJ Elton, MJ Gruber, S Das, M Hlavka
The review of financial studies 6 (1), 1-22, 1993
11611993
The firm's management of social interactions
D Godes, D Mayzlin, Y Chen, S Das, C Dellarocas, B Pfeiffer, B Libai, ...
Marketing letters 16 (3-4), 415-428, 2005
7622005
Common failings: How corporate defaults are correlated
SR Das, D Duffie, N Kapadia, L Saita
The Journal of Finance 62 (1), 93-117, 2007
6382007
Yahoo! for Amazon: Extracting market sentiment from stock message boards
S Das, M Chen
Proceedings of the Asia Pacific finance association annual conference (APFA …, 2001
5232001
Systemic risk and international portfolio choice
SR Das, R Uppal
The Journal of Finance 59 (6), 2809-2834, 2004
5092004
Of smiles and smirks: A term structure perspective
SR Das, RK Sundaram
Journal of financial and quantitative analysis, 211-239, 1999
4961999
The surprise element: jumps in interest rates
SR Das
Journal of Econometrics 106 (1), 27-65, 2002
4722002
Pricing credit sensitive debt when interest rates, credit ratings and credit spreads are stochastic
SR Das, P Tufano
Division of Research, Harvard Business School, 1995
4151995
Portfolio optimization with mental accounts
S Das, H Markowitz, J Scheid, M Statman
Journal of financial and quantitative analysis 45 (2), 311-334, 2010
2502010
A SIMPLE APPR0ACHT) THREE-FACT0R AFFINE TERM STRUCTURE M0DE1S
P Balduzzi, SR Das, S Foresi
2291996
Accounting-based versus market-based cross-sectional models of CDS spreads
SR Das, P Hanouna, A Sarin
Journal of Banking & Finance 33 (4), 719-730, 2009
2282009
The central tendency: A second factor in bond yields
P Balduzzi, SR Das, S Foresi
Review of Economics and Statistics 80 (1), 62-72, 1998
2251998
Correlated default risk
SR Das, L Freed, G Geng, N Kapadia
The Journal of Fixed Income 16 (2), 7-32, 2006
2172006
Pricing interest rate derivatives: a general approach
G Chacko, S Das
The review of financial studies 15 (1), 195-241, 2002
2002002
Exact solutions for bond and option prices with systematic jump risk
SR Das, S Foresi
Review of derivatives research 1 (1), 7-24, 1996
1861996
Fee speech: Signaling, risk-sharing, and the impact of fee structures on investor welfare
SR Das, RK Sundaram
The Review of Financial Studies 15 (5), 1465-1497, 2002
1782002
Credit risk derivatives
SR Das
Division of Research, Harvard Business School, 1994
1711994
The private equity discount: An empirical examination of the exit of venture backed companies
A Sarin, SR Das, M Jagannathan
Available at SSRN 298083, 2002
1592002
Implied recovery
SR Das, P Hanouna
Journal of Economic Dynamics and Control 33 (11), 1837-1857, 2009
1452009
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Articles 1–20