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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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Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial economics 74 (2004) 2, pp. 305-342
Persistent link: https://www.econbiz.de/10002399257
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The monotonicity of the term premium : another look
Richardson, Matthew - In: Journal of financial economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10001133531
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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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Market efficiency around the clock : some supporting evidence using foreign-based derivatives
Craig, Alastair - In: Journal of financial economics 39 (1995) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10001188051
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Drawing inferences from statistics based on multiyear asset returns
Richardson, Matthew - In: Journal of financial economics 25 (1989) 2, pp. 323-348
Persistent link: https://www.econbiz.de/10001096536
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The volatility of a firm's assets and the leverage effect
Choi, Jaewon; Richardson, Matthew - In: Journal of financial economics 121 (2016) 2, pp. 254-277
Persistent link: https://www.econbiz.de/10011590720
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Is the ex ante risk premium always positive? A new approach to testing conditional asset pricing models
Roudoukh, Jacob; Richardson, Matthew; Smith, Tom - In: Journal of financial economics 34 (1993) 3, pp. 357-372
Persistent link: https://www.econbiz.de/10006540153
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Limited arbitrage and short sales restrictions: evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial economics 74 (2004) 2, pp. 305-342
Persistent link: https://www.econbiz.de/10006502668
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Market efficiency around the clock: Some supporting evidence using foreign-based derivatives
Craig, Alastair; Dravid, Ajay; Richardson, Matthew - In: Journal of financial economics 39 (1995) 2-3, pp. 161-180
Persistent link: https://www.econbiz.de/10006532617