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A Multifactor, Nonlinear, Cont...
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USA
United States
77
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70
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55
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43
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43
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Richardson, Matthew
40
Stanton, Richard
24
Whitelaw, Robert F.
21
Wallace, Nancy E.
18
Boudoukh, Jacob
16
Acharya, Viral V.
6
Bali, Turan G.
4
Cakici, Nusret
4
Smith, Tom
4
Dravid, Ajay R.
3
Guo, Hui
3
Jaffee, Dwight M.
3
Laufer, Steven
3
Nieuwerburgh, Stijn van
3
Ofek, Eli
3
Pence, Karen M.
3
Walden, Johan
3
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Chen, Honghui
2
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2
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2
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14
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10
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8
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8
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3
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Nonlinearities in the relation between the equity risk premium and the term structure
Boudoukh, Jacob
- In:
Management science : journal of the Institute for …
43
(
1997
)
3
,
pp. 371-385
Persistent link: https://www.econbiz.de/10001216565
Saved in:
4
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:
5
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
Saved in:
6
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:
7
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
Saved in:
8
The myth of long-horizon predictability
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
-
2005
Persistent link: https://www.econbiz.de/10003259796
Saved in:
9
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
Saved in:
10
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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