NBER Program Affiliations: AP
NBER Affiliation: Research Associate
Institutional Affiliation: New York University
|Biases in Long-Horizon Predictive Regressions|
with , : w27410
|Commodities for the Long Run|
with , : w22793
Published: Ari Levine & Yao Hua Ooi & Matthew Richardson & Caroline Sasseville, 2018. "Commodities for the Long Run," Financial Analysts Journal, vol 74(2), pages 55-68.
|The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds|
with , , : w22576
|On the Fundamental Relation Between Equity Returns and Interest Rates|
with , : w20187
|Which News Moves Stock Prices? A Textual Analysis|
with , , : w18725
|How to Calculate Systemic Risk Surcharges|
with , ,
in Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo, editors
|The Investment Behavior of Buyout Funds: Theory and Evidence|
with , : w14180
Published: Alexander Ljungqvist & Matthew Richardson & Daniel Wolfenzon, 2020. "The investment behavior of buyout funds: Theory and evidence," Financial Management, vol 49(1), pages 3-32.
|The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly|
with , : w11840
|The Myth of Long-Horizon Predictability|
with , : w11841
Published: Boudoukh, Jacob, Matthew Richardson, and Robert F. Whitelaw. "The Myth of Long-Horizon Predictability." Review of Financial Studies 21, 4 (July 2008): 1576-1605.
|On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing|
with , , : w10651
Published: Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, vol. 62(2), pages 877-915, 04. citation courtesy of
|Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market|
with , YuQing Shen, : w9515
Published: Boudoukh, Jacob, Matthew Richardson, YuQing (Jeff) Shen,and Robert F. Whitelaw. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market." Journal of Financial Economics 83, 2 (February 2007): 397-412.
|The cash flow, return and risk characteristics of private equity|
with : w9454
|Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets|
with , : w9423
Published: Whitelaw, Robert F., Eli Ofek, and Matthew Richardson. “Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets." Journal of Financial Economics 74, 2 (2004): 305-342.
|DotCom Mania: The Rise and Fall of Internet Stock Prices|
with : w8630
|A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility|
with , , : w7213
|Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns|
with Dong-Hyun Ahn, , : w7214
Published: Ahn, D. H., J. Boudoukh, M. Richardson and R. F. Whitelaw. "Partial Adjustment Or Stale Prices? Implications From Stock Index And Futures Return Autocorrelations," Review of Financial Studies, 2002, v15(2,Mar), 655-689.
|Optimal Risk Management Using Options|
with Dong-Hyun Ahn, , : w6158
Published: Journal of Finance, Vol. 54, no. 1 (February 1999): 359-375.
|Drawing Inferences From Statistics Based on Multi-Year Asset Returns|
with : w3335
Published: Journal of Financial Economics, 25, pp. 323-348 (1989)