Sanjiv Das

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Rangarajan K. SundaramProfessor of Finance, Stern School of Business, New York UniversityVerified email at stern.nyu.edu
Paul HanounaAssociate Professor of Finance, Villanova UniversityVerified email at villanova.edu
Nikunj KapadiaProfessor, Finance, University of MassachusettsVerified email at isenberg.umass.edu
Mike Y. Chen - 陳彥仰Professor of Computer Science, National Taiwan UniversityVerified email at csie.ntu.edu.tw
Meir StatmanSanta Clara UniversityVerified email at scu.edu
Darrell DuffieStanford UniversityVerified email at stanford.edu
Pierluigi BalduzziProfessor of Finance, Boston CollegeVerified email at bc.edu
Atulya SarinSanta Clara UniversityVerified email at scu.edu
Seoyoung KimAssociate Professor of Finance, Santa Clara UniversityVerified email at scu.edu
Madhu KalimipalliLazaridis School of Business | Wilfrid Laurier University | Waterloo, Ontario, Canada-N2L 3C5Verified email at wlu.ca
Raman UppalProfessor of Finance, Edhec Business SchoolVerified email at edhec.edu
Subhankar NayakWilfrid Laurier UniversityVerified email at wlu.ca
Priya RaghubirDean Abraham L. Gitlow Professor of Business, Stern School of Business, New York UniversityVerified email at stern.nyu.edu
Barak LibaiMarketing Professor, Reichman University (formally IDC), Herzliya , IsraelVerified email at idc.ac.il
Peeter VerleghProfessor of Marketing, Vrije Universiteit (VU) AmsterdamVerified email at vu.nl
Chrysanthos DellarocasAssoc Provost of Digital Learning & Innovation, Richard C. Shipley Prof of IS, Boston UniversityVerified email at bu.edu
Dina MayzlinUSC Marshall School of BusinessVerified email at marshall.usc.edu
Yubo ChenCoca-Cola Chair Professor, School of Economics and Management, Tsinghua UniversityVerified email at sem.tsinghua.edu.cn
Lucian PopaIBM Almaden Research CenterVerified email at us.ibm.com
Hoje JoGerald and Bonita Wilkinson Professor of Finance, Santa Clara UniversityVerified email at scu.edu

Sanjiv Das

Santa Clara University

Verified email at scu.edu - Homepage

Derivatives Credit Text Analytics Venture Capital Portfolio Theory


Title Sort by citations Sort by year Sort by 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	1989	2007
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	1354	1993
The firm's management of social interactions D Godes, D Mayzlin, Y Chen, S Das, C Dellarocas, B Pfeiffer, B Libai, ... Marketing letters 16, 415-428, 2005	998	2005
Common failings: How corporate defaults are correlated SR Das, D Duffie, N Kapadia, L Saita The Journal of Finance 62 (1), 93-117, 2007	792	2007
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	661	2001
Systemic risk and international portfolio choice SR Das, R Uppal The Journal of Finance 59 (6), 2809-2834, 2004	622	2004
Of smiles and smirks: A term structure perspective SR Das, RK Sundaram Journal of financial and quantitative analysis 34 (2), 211-239, 1999	551	1999
The surprise element: jumps in interest rates SR Das Journal of Econometrics 106 (1), 27-65, 2002	529	2002
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	472	1995
Portfolio optimization with mental accounts S Das, H Markowitz, J Scheid, M Statman Journal of financial and quantitative analysis 45 (2), 311-334, 2010	410	2010
Bacterial translocation in cirrhotic rats stimulates eNOS-derived NO production and impairs mesenteric vascular contractility R Wiest, S Das, G Cadelina, G Garcia-Tsao, S Milstien, RJ Groszmann The Journal of clinical investigation 104 (9), 1223-1233, 1999	389	1999
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	352	2009
The future of fintech SR Das Financial management 48 (4), 981-1007, 2019	289	2019
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	248	1998
A SIMPLE APPR0ACHT) THREE-FACT0R AFFINE TERM STRUCTURE M0DE1S P Balduzzi, SR Das, S Foresi	248	1996
Correlated default risk SR Das, L Freed, G Geng, N Kapadia EFA 2003 Annual Conference Paper, 2002	244	2002
Pricing interest rate derivatives: a general approach G Chacko, S Das The review of financial studies 15 (1), 195-241, 2002	217	2002
Exact solutions for bond and option prices with systematic jump risk SR Das, S Foresi Review of derivatives research 1, 7-24, 1996	202	1996
Effect of Sahaj Yoga on neuro-cognitive functions in patients suffering from major depression VK Sharma, S Das, S Mondal, U Goswami, A Gandhi Indian journal of physiology and pharmacology 50 (4), 375, 2006	200	2006
Machine learning in finance: the case of deep learning for option pricing R Culkin, SR Das Journal of Investment Management 15 (4), 92-100, 2017	198	2017

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