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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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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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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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Measuring systemic risk
Archarya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: The review of financial studies 30 (2017) 1, pp. 2-47
Persistent link: https://www.econbiz.de/10011738005
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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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Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 4, pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
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Information, trading, and volatility : evidence from firm-specific news
Boudoukh, Jacob; Feldman, Ronen; Kogan, Shimon; … - In: The review of financial studies 32 (2019) 3, pp. 992-1033
Persistent link: https://www.econbiz.de/10012033528