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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
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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
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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
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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
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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
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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