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New evidence on the forward premium puzzle
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 875-897
Persistent link: https://www.econbiz.de/10011610136
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A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
Richardson, Matthew
;
Smith, Tom
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10006710009
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