Ravi Bansal
· Clinical Professor of FinanceDuke University · Operations Management
Active 1993–2025
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About
Prof. Ravi Bansal is the J.B. Fuqua Professor of Finance and Economics at Duke University and a Research Associate at the NBER. He is recognized as a leader in the fields of finance and macroeconomics, with extensive publications in leading journals such as Econometrica, the Journal of Finance, the American Economic Review, and the Journal of Political Economy. His research provides new insights into the connections between economic growth and uncertainty, particularly in relation to bond, equity, and currency markets. His pioneering work on identifying risks in capital markets, specifically long-run risks, is cited and discussed in the scientific background article for the 2013 Nobel Prize in Economics. Prof. Bansal has also taught at institutions including the Wharton School of Business, Stanford University, and the Indian School of Business. He earned his PhD from Carnegie Mellon University and studied at the Delhi School of Economics, Delhi University, and St. Xavier’s School in Delhi.
Research topics
- Computer Science
- Immunology
- Medicine
- Internal medicine
- Financial economics
- Econometrics
- Microeconomics
- Economics
- Monetary economics
- Intensive care medicine
Selected publications
Socially Responsible Investing in Good and Bad Times
Review of Financial Studies · 2021 · 147 citations
1st authorCorrespondingAbstract We investigate the time variability of abnormal returns from socially responsible investing (SRI). Using portfolio regressions and event studies on multiple data sources, including analyst ratings, firm announcements, and realized incidents, we find that highly rated SRI stocks outperform lowly rated SRI stocks during good economic times, for example, periods with high market valuations or aggregate consumption, but underperform during bad times, such as recessions. This variation in ab…
Information Acquisition and the Pre-Announcement Drift
SSRN Electronic Journal · 2021 · 39 citations
Senior authorCorrespondingIdentifying Preference for Early Resolution from Asset Prices
National Bureau of Economic Research · 2023-03-01 · 8 citations
reportOpen accessThis paper develops an asset market based test for preference for the timing of resolution of uncertainty.Our main theorem provides a characterization of preference for early resolution of uncertainty in terms of the risk premium of assets realized during the period when the informativeness of macroeconomic announcements is resolved.Empirically, we find support for preference for early resolution of uncertainty based on evidence on the dynamics of the implied volatility of S&P 500 index options…
Identifying Preference for Early Resolution from Asset Prices
SSRN Electronic Journal · 2023-01-01 · 6 citations
articleOpen accessIdentifying Preference for Early Resolution from Asset Prices
SSRN Electronic Journal · 2023-01-01 · 4 citations
articleOpen access
Recent grants
NIH · $19.1M · 2016
Frequent coauthors
- 323 shared
Bradley S. Peterson
University of Southern California
- 147 shared
Xuejun Hao
Columbia University Irving Medical Center
- 127 shared
Amir Yaron
University of Pennsylvania
- 116 shared
Dongrong Xu
- 105 shared
Dana Kiku
University of Illinois Urbana-Champaign
- 101 shared
Ivan Shaliastovich
University of Wisconsin–Madison
- 95 shared
Hongtu Zhu
- 64 shared
Priya Wickramaratne
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