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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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A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
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Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003
Persistent link: https://www.econbiz.de/10001738945
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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. 1577-1605
Persistent link: https://www.econbiz.de/10003765312
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Do asset prices reflect fudamentals? : 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/10003425461
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The myth of long-horizon predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - 2005
Persistent link: https://www.econbiz.de/10003259796
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On the fundamental relation between equity returns and interest rates
Choi, Jaewon; Richardson, Matthew; Whitelaw, Robert F. - 2014
Persistent link: https://www.econbiz.de/10010372573
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Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob - In: Journal of financial economics 34 (1993) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
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On the importance of measuring payout yield : implications for empirical asset pricing
Boudoukh, Jacob; Michaely, Roni; Richardson, Matthew; … - 2004
Persistent link: https://www.econbiz.de/10002172051