Working Papers Published papers Book Chapters
Last update: Aug 2011.
Berrospide, J., A. Purnanandam and U. Rajan (2011), ``Corporate Hedging, Investment and Value,'' Aug 2011.
Cohn, J. and U. Rajan (2011), "Optimal Corporate Governance in the Presence of an Activist Investor," Jun 2011.
Golan, L., C. Parlour and U. Rajan, ``Competition, Quality and Managerial Slack," Jun 2011.
Rajan, U., A. Seru and V. Vig, "The Failure of Models that Predict Failure: Distance, Incentives and Defaults," Jul 2011.
Published and forthcoming papers: (Links are to external sites such as JSTOR/ScienceDirect)
Debo, L., C. Parlour, and U. Rajan (2011), ``Signaling Quality via Queues,'' forthcoming, Management Science (Stochastic Models Area).
Rajan, U., A. Seru and V. Vig (2010), "Statistical Default Models and Incentives," American Economic Review Papers and Proceedings 100(2): 506--510.
Attar, A., E. Campioni, G. Piaser and U. Rajan (2009), ``On Multiple Principal, Multiple Agent Models of Moral Hazard,'' Games and Economic Behavior 68(1): 376--380.
Krishna, A. and U. Rajan (2009), "Cause Marketing: Spillover Effects of Cause-Related Products in a Product Portfolio," Management Science 55(9): 1469--1485. (Marketing area)
Goettler, R., C. Parlour and U. Rajan (2009), ``Informed Traders and Limit Order Markets,'' Journal of Financial Economics, 93(1): 67--87.
Ghose, A., T. Mukhopadhyay and U. Rajan (2007), "The Impact of Internet Referral Services on a Supply Chain", Information Systems Research, 18(3): 300--319.
Parlour, C., V. Prasnikar and U. Rajan (2007), ``Compensating for the Winner's Curse: Experimental Evidence,'' Games and Economic Behavior, 60(2): 339--356.
Chawla, S., J. Hartline, U. Rajan and R. Ravi (2006), "Bayesian Optimal No-Deficit Mechanism Design," Workshop in Information and Network Economics, in Lecture Notes in Computer Science 4286: 136--148.
Chawla, S., U. Rajan, R. Ravi and A. Sinha (2006), "Min-Max Payoffs in a Two-Player Location Game," Operations Research Letters 34(5): 499--507.
Goettler, R., C. Parlour and U. Rajan (2005), ``Equilibrium
in a Dynamic Limit Order Market,'' Journal of Finance 60(5):
2149--2192. (Lead article)
●
New York Stock Exchange Award for the best paper on equity trading
at the 2004 WFA Meetings.
Nominated for Smith--Breeden Prize for best paper in Journal of
Finance not in corporate finance.
Choudhary, V., A. Ghose, T. Mukhopadhyay and U. Rajan (2005), ``Personalized
Pricing and Quality Differentiation,'' Management Science
51(7): 1120--1130. (Marketing area)
Online appendix
Parlour, C. and U. Rajan (2005), ``Rationing
in IPOs,'' Review of Finance 9(1): 33--63.
●
2005 GSAM Quant Prize for the best paper in the
Review of Finance.
Telang, R., U. Rajan and T. Mukhopadhyay (2004), ``The Market
Structure for Internet Search Engines,'' Journal of Management
Information Systems 21(2): 137--160.
Parlour, C. and U. Rajan (2003), ``Payment for Order Flow,'' Journal of Financial Economics 68(3): 379--411.
Parlour, C. and U. Rajan (2001), ``Competition in Loan Contracts,'' American Economic Review 91(5): 1311--1328.
Arya, A., J. Glover and U. Rajan (2000), ``Implementation in Principal-Agent Models of Adverse Selection,'' Journal of Economic Theory 93(1): 87--109.
Rajan, U. (1998), ``Trembles in the Bayesian Foundations of Solution Concepts of Games,'' Journal of Economic Theory 82(1): 248--266.
Parlour, C. and U. Rajan (2009), "Adverse Selection," in R. Cont (ed.) Encyclopedia of Quantitative Finance, Wiley Publishers.
Miller, L., P. Shimpi and U. Rajan (1989), "Realized Return Optimization,"
in F. Fabozzi (ed.) Institutional Investor
Focus on Investment Management, Probus Publishing Company.
Miller, L., P. Shimpi and U. Rajan (1989), "Liability Funding Strategies" in F. Fabozzi (ed.) Portfolio and Investment
Management, Probus Publishing Company.