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~isPartOf:"The review of financial studies"
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The review of financial studies
NYU Working Paper
54
NBER Working Paper
22
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
13
The journal of finance : the journal of the American Finance Association
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Restoring financial stability : how to repair a failed system
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Managing and measuring risk : emerging global standards and regulation after the financial crisis
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1
Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun
;
Boudoukh, Jabob
;
Richardson, Matthew
; …
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
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2
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
Saved in:
3
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
Saved in:
4
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
Saved in:
5
The myth of long-horizon predictability
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1577-1605
Persistent link: https://www.econbiz.de/10003765312
Saved in:
6
Risk adjustment and trading strategies
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
Saved in:
7
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
Saved in:
8
Basic assets
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
Saved in:
9
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
Saved in:
10
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
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