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Liquidity as a choice variable : a lesson from the Japanese government bond market
Boudoukh, Jacob - In: The review of financial studies 6 (1993) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10001149987
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
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The Myth of Long-Horizon Predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2013) 4, pp. 1577-1576
Persistent link: https://www.econbiz.de/10010113752
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2013) 2, pp. 655-654
Persistent link: https://www.econbiz.de/10010114398
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The Myth of Long-Horizon Predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2008) 4, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008086283
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Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10007373113
Cover Image
Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2002) 2, pp. 655
Persistent link: https://www.econbiz.de/10007038729
Cover Image
A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
Boudoukh, Jacob; Richardson, Matthew P.; Whitelaw, Robert F. - In: The review of financial studies 7 (1994) 3, pp. 539-574
Persistent link: https://www.econbiz.de/10007089868
Cover Image
Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market
Boudoukh, Jacob; Whitelaw, Robert F. - In: The review of financial studies 6 (1993) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10007093181