Narrow search
Showing 1 - 7 of 7
Cover Image
The monotonicity of the term premium *1: Another look
Richardson, Matthew; Richardson, Paul; Smith, Tom - In: Journal of Financial Economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10005210623
Cover Image
Is the ex ante risk premium always positive? *1: A new approach to testing conditional asset pricing models
Boudoukh, Jacob; Richardson, Matthew; Smith, Tom - In: Journal of Financial Economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10005372508
Cover Image
Modeling the bid/ask spread: measuring the inventory-holding premium
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: Journal of Financial Economics 72 (2004) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10005376977
Cover Image
Market efficiency around the clock Some supporting evidence using foreign-based derivatives
Craig, Alastair; Dravid, Ajay; Richardson, Matthew - In: Journal of Financial Economics 39 (1995) 2-3, pp. 161-180
Persistent link: https://www.econbiz.de/10005478070
Cover Image
Limited arbitrage and short sales restrictions: evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of Financial Economics 74 (2004) 2, pp. 305-342
Persistent link: https://www.econbiz.de/10005372479
Cover Image
Drawing inferences from statistics based on multiyear asset returns
Richardson, Matthew; Stock, James H. - In: Journal of Financial Economics 25 (1989) 2, pp. 323-348
Persistent link: https://www.econbiz.de/10005372494
Cover Image
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of Financial Economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10005376669